DLNG Options History — November 2024

In November 2024, DLNG traded between $3.77 and $4.80. ATM implied volatility averaged 72.2%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 41.5% (HV 20d: 30.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2024-11-22: Highest Volume — 589 contracts
2024-11-21: Largest IV spike — 136.5% change
2024-11-22: Highest IV Rank — 49.4%
2024-11-22: Largest Expected Move — 50.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.22	$3.77	$4.80	$3.79	$4.65
Max Pain	$2.63	$2.50	$5.00	$5.00	$2.50
ATM IV	72.2%	28.5%	175.7%	74.1%	42.8%
Expected Move	15.5%	8.2%	50.4%	21.3%	12.3%
HV 20d	30.7%	22.2%	49.0%	23.1%	48.7%
HV 60d	25.5%	21.1%	34.5%	21.2%	34.5%
IV Rank	14.6%	0.0%	49.4%	15.2%	4.8%
IV Percentile	43.9%	0.0%	94.4%	60.7%	12.3%
Term Structure	-7.4%	-173.7%	27.9%	-26.7%	4.8%
VWIV	100.0%	34.0%	221.9%	221.9%	34.0%
Bid-Ask Spread %	107.46	52.71	152.03	52.71	112.48
Gamma HHI	0.86	0.64	1.00	0.67	0.99
Net GEX	4.3K	1.0K	14.4K	1.1K	11.9K
Net DEX	-106.0K	-239.6K	-56.7K	-58.0K	-212.2K
Net VEX	-290	-746	-104	-118	-711
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.02	0.00	0.00
Total Volume	55.7	0	589	1	80
Total OI	680.6	500	1,240	503	1,240

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
2024-11-01	$3.79	$5.00	74.1%	21.3%	23.1%	15.2%	0.0%	0.0%	-26.7%	1.1K	-58.0K	-118	0.00	52.71	N/A	N/A	0	1	499	4
2024-11-04	$3.77	$2.50	82.4%	11.7%	23.0%	18.0%	0.0%	0.0%	-6.9%	1.0K	-56.7K	-104	0.00	91.52	N/A	N/A	2	0	499	5
2024-11-05	$3.85	$2.50	85.4%	11.7%	23.8%	19.0%	0.0%	0.0%	-0.9%	1.2K	-60.4K	-130	0.00	95.68	N/A	N/A	40	0	501	5
2024-11-06	$3.92	$2.50	88.2%	13.0%	24.1%	19.9%	0.0%	0.0%	-0.9%	1.6K	-67.3K	-156	0.00	118.45	N/A	N/A	0	0	530	5
2024-11-07	$3.95	$2.50	95.1%	13.3%	24.3%	22.3%	0.0%	0.0%	27.9%	1.5K	-74.5K	-169	0.00	100.79	N/A	N/A	11	0	530	5
2024-11-08	$3.96	$2.50	102.2%	12.8%	24.3%	24.6%	0.0%	0.0%	-1.1%	1.8K	-75.8K	-202	0.00	112.99	N/A	N/A	0	0	540	5
2024-11-11	$4.08	$2.50	91.9%	11.1%	23.5%	21.2%	0.0%	0.0%	21.7%	1.8K	-82.0K	-162	0.00	97.91	N/A	N/A	15	0	540	5
2024-11-12	$4.06	$2.50	114.9%	11.1%	22.4%	28.9%	0.0%	0.0%	-1.4%	1.8K	-63.2K	-129	0.00	106.31	N/A	N/A	26	0	525	5
2024-11-13	$4.05	$2.50	41.7%	11.9%	22.3%	4.3%	0.0%	0.0%	-1.6%	2.0K	-68.6K	-156	0.00	97.52	N/A	N/A	1	0	551	5
2024-11-14	$4.08	$2.50	72.6%	20.8%	22.2%	14.7%	0.0%	0.0%	-1.7%	2.0K	-89.6K	-247	0.00	135.84	N/A	N/A	0	0	550	5
2024-11-15	$4.21	$2.50	35.8%	10.3%	24.0%	2.3%	0.0%	0.0%	-1.4%	2.4K	-76.9K	-158	0.00	100.40	N/A	N/A	5	0	550	5
2024-11-18	$4.47	$2.50	37.1%	10.6%	29.6%	2.7%	0.0%	0.0%	3.1%	3.8K	-94.6K	-211	0.00	124.69	N/A	N/A	24	0	496	4
2024-11-19	$4.43	$2.50	50.9%	14.6%	29.8%	7.4%	0.0%	0.0%	1.4%	3.2K	-103.1K	-239	0.00	103.24	N/A	N/A	28	0	520	4
2024-11-20	$4.25	$2.50	43.2%	12.4%	33.5%	4.8%	0.0%	0.0%	12.2%	2.8K	-85.9K	-201	0.00	80.30	N/A	N/A	86	0	545	4
2024-11-21	$4.17	$2.50	102.1%	29.3%	34.3%	24.6%	0.0%	0.0%	-10.7%	2.8K	-77.8K	-187	0.00	134.74	N/A	N/A	12	0	631	4
2024-11-22	$4.46	$2.50	175.7%	50.4%	41.1%	49.4%	221.9%	0.0%	-173.7%	4.6K	-115.1K	-373	0.02	152.03	N/A	N/A	579	10	644	4
2024-11-25	$4.78	$2.50	45.0%	12.9%	45.7%	5.4%	44.3%	0.0%	-10.6%	13.9K	-239.6K	-746	0.01	127.70	N/A	N/A	124	1	1,186	14
2024-11-26	$4.80	$2.50	28.5%	8.2%	44.7%	0.0%	0.0%	0.0%	9.9%	14.4K	-223.5K	-716	0.00	124.77	N/A	N/A	61	0	1,200	15
2024-11-27	$4.59	$2.50	34.4%	9.9%	49.0%	2.0%	34.0%	0.0%	8.2%	10.2K	-194.5K	-680	0.00	79.17	N/A	N/A	8	0	1,217	15
2024-11-29	$4.65	$2.50	42.8%	12.3%	48.7%	4.8%	0.0%	0.0%	4.8%	11.9K	-212.2K	-711	0.00	112.48	N/A	N/A	80	0	1,225	15