DLNG Options History — December 2024

In December 2024, DLNG traded between $4.38 and $5.43. ATM implied volatility averaged 39.5%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 12.3% (HV 20d: 51.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.08.

Notable Days

2024-12-26: Highest Volume — 153 contracts
2024-12-17: Largest IV drop — 36.7% change
2024-12-10: Highest IV Rank — 9.3%
2024-12-16: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.76	$4.38	$5.43	$4.77	$5.43
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	39.5%	29.8%	56.0%	41.6%	30.1%
Expected Move	10.6%	7.8%	15.8%	11.9%	8.6%
HV 20d	51.8%	48.2%	56.2%	49.0%	48.2%
HV 60d	37.8%	34.8%	42.0%	34.8%	42.0%
IV Rank	3.7%	0.5%	9.3%	4.4%	0.5%
IV Percentile	11.4%	0.8%	38.5%	10.7%	0.8%
Term Structure	12.9%	-17.1%	70.4%	2.8%	10.9%
VWIV	60.8%	24.9%	199.8%	118.5%	30.8%
Bid-Ask Spread %	77.23	21.43	125.25	117.52	36.64
Gamma HHI	0.97	0.91	0.99	0.99	0.91
Net GEX	13.9K	8.3K	24.0K	16.1K	14.3K
Net DEX	-278.1K	-631.6K	-112.0K	-251.2K	-631.6K
Net VEX	-629	-796	-409	-796	-675
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.42	0.03	0.30
Total Volume	33.476	0	153	0	144
Total OI	1,344.619	1,285	1,577	1,320	1,577

Daily Data (21 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
2024-12-02	$4.77	$2.50	41.6%	11.9%	49.0%	4.4%	0.0%	0.0%	2.8%	16.1K	-251.2K	-796	0.00	117.52	N/A	N/A	0	0	1,305	15
2024-12-03	$4.71	$2.50	42.1%	12.1%	49.4%	4.6%	0.0%	0.0%	-1.7%	15.5K	-225.1K	-739	0.03	37.20	N/A	N/A	30	1	1,305	15
2024-12-04	$4.56	$2.50	43.9%	12.6%	51.6%	5.2%	118.5%	0.0%	-17.1%	12.4K	-154.3K	-545	0.06	89.33	N/A	N/A	17	1	1,277	16
2024-12-05	$4.58	$2.50	45.6%	8.5%	51.4%	5.7%	24.9%	0.0%	3.6%	13.1K	-168.3K	-626	0.00	93.22	N/A	N/A	10	0	1,295	17
2024-12-06	$4.42	$2.50	46.2%	7.8%	53.7%	6.0%	25.2%	0.0%	23.2%	8.3K	-112.0K	-409	0.16	21.43	N/A	N/A	32	5	1,301	17
2024-12-09	$4.52	$2.50	53.1%	15.0%	54.0%	8.3%	0.0%	0.0%	5.1%	9.7K	-217.7K	-713	0.00	68.29	N/A	N/A	0	0	1,271	14
2024-12-10	$4.53	$2.50	56.0%	11.3%	53.3%	9.3%	0.0%	0.0%	-11.2%	11.3K	-195.1K	-643	0.00	90.87	N/A	N/A	10	0	1,271	14
2024-12-11	$4.50	$2.50	37.5%	10.7%	53.4%	3.0%	136.1%	0.0%	3.3%	10.6K	-191.9K	-630	0.00	102.60	N/A	N/A	0	1	1,281	14
2024-12-12	$4.70	$2.50	31.2%	8.9%	55.0%	0.9%	0.0%	0.0%	15.3%	15.8K	-227.7K	-708	0.00	95.72	N/A	N/A	1	0	1,281	14
2024-12-13	$4.58	$2.50	40.9%	11.7%	56.2%	4.2%	199.8%	0.0%	4.6%	12.4K	-204.3K	-668	0.00	93.69	N/A	N/A	12	0	1,280	14
2024-12-16	$4.51	$2.50	55.1%	15.8%	55.8%	9.0%	0.0%	0.0%	21.9%	9.5K	-211.9K	-623	0.00	61.31	N/A	N/A	6	0	1,285	14
2024-12-17	$4.40	$2.50	34.9%	10.0%	52.5%	2.2%	0.0%	0.0%	10.9%	9.0K	-126.0K	-428	0.00	95.13	N/A	N/A	13	0	1,291	14
2024-12-18	$4.38	$2.50	40.6%	11.6%	52.4%	4.1%	0.0%	0.0%	15.5%	9.1K	-141.4K	-489	0.00	125.25	N/A	N/A	0	0	1,304	14
2024-12-19	$4.45	$2.50	34.3%	9.8%	50.4%	2.0%	0.0%	0.0%	44.7%	10.1K	-133.1K	-459	0.00	92.73	N/A	N/A	15	0	1,304	14
2024-12-20	$4.57	$2.50	31.7%	9.1%	50.4%	1.1%	29.8%	0.0%	70.4%	13.6K	-161.1K	-523	0.00	92.28	N/A	N/A	32	0	1,319	14
2024-12-23	$4.94	$2.50	29.8%	8.6%	52.3%	0.5%	33.1%	0.0%	13.8%	22.7K	-322.7K	-728	0.00	84.13	N/A	N/A	27	0	1,301	13
2024-12-24	$5.24	$2.50	33.8%	9.7%	50.7%	1.8%	33.6%	0.0%	12.7%	24.0K	-468.5K	-685	0.00	51.27	N/A	N/A	77	0	1,309	13
2024-12-26	$5.39	$2.50	30.4%	8.7%	51.4%	0.6%	30.2%	0.0%	20.0%	16.6K	-572.8K	-619	0.18	31.71	N/A	N/A	130	23	1,352	37
2024-12-27	$5.30	$2.50	30.4%	8.7%	48.6%	0.6%	32.5%	0.0%	9.0%	20.5K	-554.5K	-758	0.14	56.21	N/A	N/A	69	10	1,445	60
2024-12-30	$5.38	$2.50	39.9%	11.4%	48.7%	3.8%	34.5%	0.0%	12.8%	17.1K	-568.7K	-755	0.42	85.32	N/A	N/A	26	11	1,470	70
2024-12-31	$5.43	$2.50	30.1%	8.6%	48.2%	0.5%	30.8%	0.0%	10.9%	14.3K	-631.6K	-675	0.30	36.64	N/A	N/A	111	33	1,496	81