DLNG Options History — July 2024

In July 2024, DLNG traded between $3.74 and $4.03. ATM implied volatility averaged 71.8%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 32.2% (HV 20d: 39.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.91.

Notable Days

2024-07-08: Highest Volume — 176 contracts
2024-07-08: Largest IV spike — 124.4% change
2024-07-08: Highest IV Rank — 59.3%
2024-07-08: Largest Expected Move — 45.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.90	$3.74	$4.03	$3.80	$3.91
Max Pain	$4.20	$2.50	$5.00	$2.50	$2.50
ATM IV	71.8%	49.9%	161.2%	62.7%	61.5%
Expected Move	19.2%	14.3%	45.8%	18.0%	17.6%
HV 20d	39.6%	25.6%	48.7%	47.3%	25.6%
HV 60d	47.1%	37.9%	50.5%	49.7%	37.9%
IV Rank	19.3%	9.5%	59.3%	15.3%	14.7%
IV Percentile	57.3%	31.3%	96.0%	57.9%	51.6%
Term Structure	2.5%	-103.9%	171.3%	7.2%	0.7%
VWIV	80.6%	60.4%	100.8%	60.4%	100.8%
Bid-Ask Spread %	96.89	27.06	127.82	27.61	74.15
Gamma HHI	0.85	0.81	0.94	0.82	0.92
Net GEX	1.1K	986	1.3K	1.1K	1.1K
Net DEX	-77.9K	-100.1K	-46.1K	-85.2K	-46.1K
Net VEX	-342	-397	-269	-342	-269
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.00	10.00	0.00	0.00
Total Volume	25.364	0	176	37	3
Total OI	1,580.364	714	2,119	2,119	723

Daily Data (22 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
2024-07-01	$3.80	$2.50	62.7%	18.0%	47.3%	15.3%	0.0%	0.0%	7.2%	1.1K	-85.2K	-342	0.00	27.61	N/A	N/A	37	0	854	1,265
2024-07-02	$3.87	$2.50	84.8%	24.3%	46.7%	25.1%	60.4%	0.0%	-31.0%	1.0K	-90.2K	-315	0.00	45.25	N/A	N/A	5	0	847	1,265
2024-07-03	$3.98	$2.50	59.9%	17.2%	47.6%	14.0%	0.0%	0.0%	5.0%	1.0K	-100.1K	-339	0.00	27.06	N/A	N/A	0	0	849	1,265
2024-07-05	$3.84	$5.00	71.9%	14.9%	48.7%	19.4%	0.0%	0.0%	4.4%	1.2K	-88.4K	-359	2.00	114.98	N/A	N/A	10	20	849	1,265
2024-07-08	$3.74	$5.00	161.2%	45.8%	47.9%	59.3%	0.0%	0.0%	-103.9%	1.1K	-83.3K	-321	10.00	127.82	N/A	N/A	16	160	854	1,245
2024-07-09	$3.79	$5.00	145.1%	16.1%	46.6%	52.1%	0.0%	0.0%	0.6%	1.1K	-90.8K	-352	0.20	121.76	N/A	N/A	5	1	869	1,144
2024-07-10	$3.84	$5.00	87.2%	25.0%	46.5%	26.2%	0.0%	0.0%	-62.6%	1.2K	-94.4K	-352	0.00	123.87	N/A	N/A	0	0	874	1,143
2024-07-11	$3.81	$5.00	65.7%	18.8%	46.6%	16.6%	0.0%	0.0%	16.6%	1.2K	-98.5K	-392	0.00	108.66	N/A	N/A	11	0	874	1,143
2024-07-12	$3.89	$5.00	70.4%	20.2%	47.2%	18.7%	100.8%	0.0%	10.7%	1.2K	-94.6K	-347	0.00	114.50	N/A	N/A	132	0	873	1,143
2024-07-15	$3.95	$5.00	56.0%	16.1%	47.5%	12.3%	0.0%	0.0%	-9.7%	1.2K	-94.9K	-314	0.00	124.59	N/A	N/A	3	0	904	1,143
2024-07-16	$3.96	$5.00	53.9%	15.5%	47.2%	11.3%	0.0%	0.0%	-5.2%	1.3K	-98.2K	-343	1.75	120.56	N/A	N/A	20	35	907	1,143
2024-07-17	$3.96	$5.00	54.8%	15.7%	46.6%	11.7%	0.0%	0.0%	-1.0%	1.0K	-94.2K	-395	0.00	119.57	N/A	N/A	0	0	907	1,178
2024-07-18	$4.00	$5.00	49.9%	14.3%	43.7%	9.5%	0.0%	0.0%	171.3%	1.1K	-88.2K	-352	0.54	98.17	N/A	N/A	37	20	907	1,178
2024-07-19	$3.99	$5.00	65.6%	18.8%	30.1%	16.6%	0.0%	0.0%	76.0%	1.1K	-78.5K	-326	0.00	116.40	N/A	N/A	7	0	893	1,198
2024-07-22	$4.03	$5.00	64.0%	18.4%	30.0%	15.9%	0.0%	0.0%	6.0%	1.2K	-59.8K	-357	0.00	111.38	N/A	N/A	19	0	568	162
2024-07-23	$3.99	$5.00	54.4%	15.6%	29.6%	11.6%	0.0%	0.0%	-3.1%	1.2K	-56.8K	-341	0.00	70.92	N/A	N/A	4	0	569	162
2024-07-24	$3.90	$5.00	59.9%	17.2%	30.3%	14.0%	0.0%	0.0%	-13.9%	986	-60.9K	-397	0.00	97.28	N/A	N/A	0	0	565	162
2024-07-25	$3.87	$5.00	54.9%	15.7%	30.2%	11.7%	0.0%	0.0%	-16.5%	1.1K	-50.4K	-354	0.00	105.25	N/A	N/A	2	0	565	162
2024-07-26	$3.90	$2.50	71.8%	20.6%	30.1%	19.3%	0.0%	0.0%	4.6%	1.1K	-58.6K	-358	0.00	88.28	N/A	N/A	0	0	567	147
2024-07-29	$3.90	$2.50	57.5%	16.5%	30.1%	12.9%	0.0%	0.0%	2.5%	1.2K	-51.2K	-309	0.00	83.87	N/A	N/A	11	0	567	147
2024-07-30	$3.87	$2.50	66.7%	19.1%	26.2%	17.0%	0.0%	0.0%	-3.5%	1.1K	-49.9K	-287	0.00	109.70	N/A	N/A	0	0	576	147
2024-07-31	$3.91	$2.50	61.5%	17.6%	25.6%	14.7%	0.0%	0.0%	0.7%	1.1K	-46.1K	-269	0.00	74.15	N/A	N/A	3	0	576	147