DLNG Options History — March 2024

In March 2024, DLNG traded between $2.63 and $2.96. ATM implied volatility averaged 93.0%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 59.0% (HV 20d: 34.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2024-03-14: Highest Volume — 200 contracts
2024-03-13: Largest IV drop — 63.4% change
2024-03-08: Highest IV Rank — 73.6%
2024-03-01: Largest Expected Move — 44.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.81	$2.63	$2.96	$2.96	$2.92
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	93.0%	33.7%	219.4%	154.6%	45.7%
Expected Move	13.9%	9.7%	44.3%	44.3%	13.1%
HV 20d	34.0%	27.4%	41.1%	39.2%	40.5%
HV 60d	34.8%	33.6%	37.4%	34.4%	37.4%
IV Rank	25.4%	2.3%	73.6%	48.6%	7.7%
IV Percentile	50.9%	4.0%	98.4%	96.0%	22.2%
Term Structure	-7.8%	-28.4%	30.2%	-28.4%	0.1%
VWIV	44.6%	34.1%	58.5%	54.5%	42.3%
Bid-Ask Spread %	73.44	15.15	111.58	105.94	75.24
Gamma HHI	0.76	0.48	0.99	0.49	0.99
Net GEX	618	-84	1.7K	12	1.1K
Net DEX	-51.3K	-120.0K	-21.9K	-26.9K	-120.0K
Net VEX	-137	-194	-96	-109	-109
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.25	0.00	0.00
Total Volume	23.05	0	200	1	39
Total OI	551.45	390	761	390	761

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-03-01	$2.96	$0.00	154.6%	44.3%	39.2%	48.6%	0.0%	0.0%	-28.4%	12	-26.9K	-109	0.00	105.94	N/A	N/A	1	0	258	132
2024-03-04	$2.86	$2.50	166.7%	10.9%	41.1%	53.3%	0.0%	0.0%	-15.2%	-66	-24.8K	-104	1.00	69.26	N/A	N/A	1	1	259	132
2024-03-05	$2.93	$2.50	185.5%	11.3%	40.8%	60.5%	0.0%	0.0%	-12.7%	14	-26.8K	-100	0.00	67.82	N/A	N/A	3	0	260	133
2024-03-06	$2.88	$2.50	191.1%	12.6%	33.7%	62.7%	54.5%	0.0%	-4.9%	-15	-21.9K	-124	0.00	15.15	N/A	N/A	1	0	263	133
2024-03-07	$2.88	$2.50	194.0%	11.0%	33.4%	63.8%	34.1%	0.0%	0.2%	-35	-26.0K	-106	0.10	65.05	N/A	N/A	10	1	264	133
2024-03-08	$2.85	$2.50	219.4%	10.4%	33.5%	73.6%	0.0%	0.0%	2.2%	-57	-26.4K	-101	0.00	67.05	N/A	N/A	2	0	274	133
2024-03-11	$2.88	$2.50	99.7%	10.4%	32.8%	27.4%	0.0%	0.0%	-8.9%	3	-28.2K	-96	0.00	62.85	N/A	N/A	0	15	276	133
2024-03-12	$2.84	$2.50	106.4%	11.0%	33.0%	30.0%	0.0%	0.0%	1.5%	-84	-26.5K	-104	1.25	62.76	N/A	N/A	8	10	276	148
2024-03-13	$2.84	$2.50	38.9%	11.2%	32.9%	4.0%	0.0%	0.0%	-13.5%	-80	-26.6K	-98	0.00	63.92	N/A	N/A	24	0	276	158
2024-03-14	$2.78	$2.50	37.6%	10.8%	33.6%	3.5%	42.5%	0.0%	0.0%	-66	-28.2K	-116	0.00	77.32	N/A	N/A	200	0	300	158
2024-03-15	$2.73	$2.50	45.4%	13.0%	33.6%	7.5%	0.0%	0.0%	-15.8%	1.0K	-62.5K	-182	0.00	74.36	N/A	N/A	13	0	500	158
2024-03-18	$2.71	$2.50	38.0%	10.9%	27.8%	4.2%	38.0%	0.0%	-2.2%	1.2K	-66.8K	-163	0.36	70.97	N/A	N/A	11	4	503	133
2024-03-19	$2.73	$2.50	37.9%	10.9%	27.4%	4.2%	0.0%	0.0%	-12.7%	1.2K	-69.8K	-161	0.00	72.69	N/A	N/A	0	0	514	142
2024-03-20	$2.63	$2.50	59.2%	17.0%	28.9%	13.7%	0.0%	0.0%	30.2%	1.0K	-49.9K	-194	0.20	111.58	N/A	N/A	5	1	514	142
2024-03-21	$2.75	$2.50	33.7%	9.7%	34.4%	2.3%	34.7%	0.0%	-3.4%	1.1K	-70.8K	-148	0.02	68.48	N/A	N/A	61	1	509	143
2024-03-22	$2.75	$2.50	48.6%	13.9%	32.3%	9.0%	0.0%	0.0%	-6.8%	1.4K	-77.8K	-185	0.00	96.36	N/A	N/A	0	0	570	143
2024-03-25	$2.80	$2.50	54.4%	15.6%	33.2%	11.6%	58.5%	0.0%	-26.1%	1.3K	-83.3K	-169	0.00	71.65	N/A	N/A	21	0	570	143
2024-03-26	$2.71	$2.50	49.0%	14.1%	34.3%	9.1%	52.2%	0.0%	-10.8%	1.6K	-76.7K	-190	0.00	85.27	N/A	N/A	17	0	591	143
2024-03-27	$2.74	$2.50	54.1%	15.5%	34.0%	11.4%	0.0%	0.0%	-20.3%	1.7K	-85.5K	-183	0.00	85.10	N/A	N/A	11	0	608	143
2024-03-28	$2.92	$2.50	45.7%	13.1%	40.5%	7.7%	42.3%	0.0%	0.1%	1.1K	-120.0K	-109	0.00	75.24	N/A	N/A	39	0	618	143