DAT Options History — May 2023

In May 2023, DAT traded between $26.03 and $26.91. ATM implied volatility averaged 73.9%. The 30-day expected move averaged 21.2%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

  • 2023-05-31: Largest IV spike — 6.5% change
  • 2023-05-31: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.52$26.03$26.91$26.03$26.91
ATM IV73.9%70.9%77.7%70.9%77.7%
Expected Move21.2%20.3%22.3%20.3%22.3%
Term Structure-12.0%-13.8%-10.3%-10.3%-13.8%
Skew 25d96.0%89.3%102.2%89.3%102.2%
Skew 10d134.3%131.0%140.2%131.0%140.2%
Call IV 25d48.2%47.6%48.7%48.2%47.6%
Put IV 25d144.1%137.6%149.8%137.6%149.8%
Bid-Ask Spread %157.29154.63158.62158.62154.63
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (3 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-26$26.03$0.0070.9%20.3%0.0%0.0%0.0%89.3%-10.3%0000.00158.62N/AN/A0000
2023-05-30$26.61$0.0073.0%20.9%0.0%0.0%0.0%96.4%-12.0%0000.00158.62N/AN/A0000
2023-05-31$26.91$0.0077.7%22.3%0.0%0.0%0.0%102.2%-13.8%0000.00154.63N/AN/A0000