DLNG Options History — June 2024

In June 2024, DLNG traded between $3.61 and $4.15. ATM implied volatility averaged 66.9%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 24.8% (HV 20d: 42.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.41.

Notable Days

2024-06-26: Highest Volume — 84 contracts
2024-06-18: Largest IV spike — 130.7% change
2024-06-10: Highest IV Rank — 50.2%
2024-06-04: Largest Expected Move — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.93	$3.61	$4.15	$4.15	$3.96
Max Pain	$2.89	$2.50	$5.00	$5.00	$2.50
ATM IV	66.9%	40.3%	140.9%	51.3%	57.0%
Expected Move	16.6%	11.3%	32.2%	14.7%	16.3%
HV 20d	42.0%	33.6%	52.5%	39.9%	45.2%
HV 60d	48.4%	46.9%	50.9%	47.0%	49.0%
IV Rank	17.1%	5.3%	50.2%	10.2%	12.7%
IV Percentile	49.4%	12.7%	93.3%	37.7%	48.8%
Term Structure	11.6%	-132.1%	250.2%	17.6%	-7.1%
VWIV	124.4%	53.3%	280.6%	73.9%	101.7%
Bid-Ask Spread %	41.85	21.03	115.11	78.93	24.73
Gamma HHI	0.74	0.50	0.91	0.87	0.86
Net GEX	867	-786	1.4K	1.2K	1.2K
Net DEX	-69.3K	-101.2K	-33.1K	-71.6K	-101.2K
Net VEX	-270	-380	-181	-248	-340
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	2.40	0.06	0.50
Total Volume	27.684	0	84	17	51
Total OI	1,910.211	1,855	2,089	1,855	2,089

Daily Data (19 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
2024-06-03	$4.15	$5.00	51.3%	14.7%	39.9%	10.2%	0.0%	0.0%	17.6%	1.2K	-71.6K	-248	0.06	78.93	N/A	N/A	16	1	562	1,293
2024-06-04	$4.07	$5.00	112.4%	32.2%	33.6%	37.5%	0.0%	0.0%	10.6%	1.4K	-72.6K	-280	0.00	115.11	N/A	N/A	12	0	577	1,293
2024-06-05	$4.13	$5.00	94.8%	27.2%	33.6%	29.6%	0.0%	0.0%	9.7%	1.4K	-76.6K	-283	2.40	98.87	N/A	N/A	5	12	582	1,293
2024-06-06	$3.98	$2.50	66.6%	14.3%	36.2%	17.0%	0.0%	0.0%	-9.4%	1.1K	-62.4K	-280	0.00	21.03	N/A	N/A	6	0	585	1,295
2024-06-07	$3.84	$2.50	61.2%	12.3%	38.4%	14.6%	73.9%	0.0%	8.5%	570	-57.8K	-235	0.10	25.84	N/A	N/A	20	2	585	1,272
2024-06-10	$3.90	$2.50	140.9%	11.3%	38.8%	50.2%	0.0%	0.0%	14.4%	848	-61.3K	-216	0.00	56.85	N/A	N/A	7	0	590	1,271
2024-06-11	$3.89	$2.50	76.1%	11.4%	38.8%	21.2%	0.0%	0.0%	12.4%	809	-61.8K	-181	0.00	26.21	N/A	N/A	9	0	594	1,271
2024-06-12	$3.87	$2.50	42.6%	12.2%	38.8%	6.3%	0.0%	0.0%	15.0%	813	-62.6K	-229	0.00	26.23	N/A	N/A	0	0	606	1,271
2024-06-13	$3.88	$2.50	40.3%	11.6%	38.9%	5.3%	0.0%	0.0%	14.9%	898	-63.0K	-209	0.00	27.10	N/A	N/A	0	0	606	1,271
2024-06-14	$3.83	$2.50	45.6%	13.1%	39.1%	7.6%	0.0%	0.0%	-8.9%	513	-54.5K	-187	0.00	27.08	N/A	N/A	0	2	606	1,271
2024-06-17	$3.76	$2.50	48.5%	13.9%	39.5%	8.9%	0.0%	0.0%	13.6%	189	-53.1K	-282	0.00	32.28	N/A	N/A	22	0	606	1,272
2024-06-18	$3.61	$2.50	112.0%	32.1%	41.7%	37.3%	171.3%	0.0%	-132.1%	-786	-33.1K	-380	0.09	33.92	N/A	N/A	11	1	617	1,271
2024-06-20	$3.95	$2.50	44.0%	12.6%	52.5%	6.9%	53.3%	0.0%	250.2%	1.0K	-69.2K	-197	2.40	31.10	N/A	N/A	15	36	626	1,272
2024-06-21	$3.91	$2.50	65.5%	18.8%	51.3%	16.5%	0.0%	0.0%	10.4%	742	-66.3K	-320	0.08	40.49	N/A	N/A	13	1	644	1,308
2024-06-24	$3.98	$2.50	48.4%	13.9%	51.6%	8.8%	171.0%	0.0%	9.6%	1.2K	-73.5K	-289	0.00	26.84	N/A	N/A	41	0	644	1,283
2024-06-25	$4.03	$2.50	51.0%	14.6%	46.8%	10.0%	66.2%	0.0%	4.7%	1.4K	-80.9K	-290	0.93	30.07	N/A	N/A	40	37	685	1,283
2024-06-26	$3.98	$2.50	53.9%	15.5%	46.9%	11.3%	280.6%	0.0%	-6.4%	940	-99.1K	-357	0.00	37.09	N/A	N/A	84	0	725	1,248
2024-06-27	$3.94	$2.50	58.8%	16.9%	47.0%	13.5%	77.1%	0.0%	-6.5%	1.2K	-95.6K	-336	0.03	35.33	N/A	N/A	80	2	779	1,248
2024-06-28	$3.96	$2.50	57.0%	16.3%	45.2%	12.7%	101.7%	0.0%	-7.1%	1.2K	-101.2K	-340	0.50	24.73	N/A	N/A	34	17	839	1,250