DLNG Options History — September 2024

In September 2024, DLNG traded between $3.63 and $3.84. ATM implied volatility averaged 90.1%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 70.3% (HV 20d: 19.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.29.

Notable Days

2024-09-09: Highest Volume — 217 contracts
2024-09-18: Largest IV spike — 109.6% change
2024-09-05: Highest IV Rank — 48.7%
2024-09-03: Largest Expected Move — 47.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.74	$3.63	$3.84	$3.74	$3.82
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	90.1%	45.5%	173.2%	164.6%	62.6%
Expected Move	21.6%	13.0%	47.2%	47.2%	17.9%
HV 20d	19.8%	15.3%	23.4%	22.0%	23.4%
HV 60d	28.7%	23.7%	33.2%	33.2%	23.7%
IV Rank	20.7%	5.7%	48.7%	45.8%	11.3%
IV Percentile	59.5%	17.9%	93.3%	92.1%	50.0%
Term Structure	-43.5%	-188.0%	42.2%	-188.0%	-18.6%
VWIV	76.6%	45.2%	161.1%	161.1%	63.2%
Bid-Ask Spread %	67.07	27.87	105.98	105.98	62.26
Gamma HHI	0.85	0.76	0.90	0.88	0.81
Net GEX	1.1K	828	1.4K	981	943
Net DEX	-40.6K	-50.9K	-30.5K	-33.8K	-36.2K
Net VEX	-193	-260	-132	-192	-141
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.29	0.00	12.20	0.00	0.00
Total Volume	28.25	0	217	5	108
Total OI	860.6	681	1,087	681	810

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
2024-09-03	$3.74	$2.50	164.6%	47.2%	22.0%	45.8%	0.0%	0.0%	-188.0%	981	-33.8K	-192	0.00	105.98	N/A	N/A	5	0	529	152
2024-09-04	$3.70	$2.50	118.6%	34.0%	16.9%	30.3%	161.1%	0.0%	-97.0%	966	-34.3K	-180	0.00	97.67	N/A	N/A	8	0	534	152
2024-09-05	$3.69	$2.50	173.2%	16.4%	16.5%	48.7%	56.9%	0.0%	-21.5%	934	-36.4K	-174	0.00	60.34	N/A	N/A	11	0	542	152
2024-09-06	$3.70	$2.50	120.2%	17.8%	15.7%	30.8%	0.0%	0.0%	-25.7%	928	-30.5K	-144	0.00	60.12	N/A	N/A	3	0	538	152
2024-09-09	$3.70	$2.50	157.9%	18.5%	15.3%	43.5%	45.2%	0.0%	-33.2%	983	-38.2K	-197	0.02	61.90	N/A	N/A	213	4	541	152
2024-09-10	$3.75	$2.50	97.4%	19.1%	16.0%	23.1%	63.0%	0.0%	-29.2%	1.3K	-42.4K	-217	3.58	62.90	N/A	N/A	12	43	744	153
2024-09-11	$3.67	$2.50	93.5%	26.8%	17.7%	21.8%	0.0%	0.0%	-67.0%	1.4K	-45.3K	-260	1.00	67.92	N/A	N/A	1	1	753	173
2024-09-12	$3.70	$2.50	97.3%	27.9%	17.9%	23.1%	0.0%	0.0%	-95.6%	1.4K	-47.7K	-259	12.20	70.18	N/A	N/A	5	61	753	174
2024-09-13	$3.65	$2.50	101.3%	29.0%	18.5%	24.4%	0.0%	0.0%	-99.1%	1.4K	-49.7K	-260	0.00	67.95	N/A	N/A	17	0	758	233
2024-09-16	$3.63	$2.50	107.0%	30.7%	18.0%	26.4%	0.0%	0.0%	-111.3%	1.4K	-49.6K	-247	0.00	27.87	N/A	N/A	0	0	775	233
2024-09-17	$3.76	$2.50	45.5%	13.0%	22.0%	5.7%	0.0%	0.0%	17.1%	1.4K	-48.3K	-226	0.00	67.54	N/A	N/A	0	0	775	233
2024-09-18	$3.74	$2.50	95.4%	27.3%	20.3%	22.5%	70.5%	0.0%	-58.1%	1.4K	-50.9K	-237	0.15	65.04	N/A	N/A	20	3	775	263
2024-09-19	$3.84	$2.50	46.7%	13.4%	21.9%	6.1%	0.0%	0.0%	42.2%	929	-40.5K	-161	3.75	67.05	N/A	N/A	8	30	795	263
2024-09-20	$3.80	$2.50	49.6%	14.2%	21.4%	7.1%	0.0%	0.0%	-11.9%	828	-40.9K	-166	0.00	70.77	N/A	N/A	0	0	794	293
2024-09-23	$3.77	$2.50	51.0%	14.6%	21.6%	7.5%	0.0%	0.0%	-13.7%	1.1K	-41.2K	-188	0.00	61.32	N/A	N/A	5	0	653	148
2024-09-24	$3.84	$2.50	55.1%	15.8%	21.9%	8.9%	0.0%	0.0%	-13.6%	977	-40.4K	-173	0.00	67.07	N/A	N/A	1	0	655	148
2024-09-25	$3.77	$2.50	53.1%	15.2%	22.8%	8.1%	0.0%	0.0%	-15.0%	926	-36.1K	-159	0.00	67.80	N/A	N/A	0	0	656	148
2024-09-26	$3.81	$2.50	56.2%	16.1%	23.1%	9.2%	0.0%	0.0%	-15.3%	829	-35.5K	-132	0.00	66.45	N/A	N/A	2	0	656	148
2024-09-27	$3.78	$2.50	56.1%	16.1%	23.3%	9.1%	0.0%	0.0%	-16.4%	904	-34.0K	-137	0.00	63.35	N/A	N/A	4	0	658	148
2024-09-30	$3.82	$2.50	62.6%	17.9%	23.4%	11.3%	63.2%	0.0%	-18.6%	943	-36.2K	-141	0.00	62.26	N/A	N/A	108	0	662	148