DAT Options History — June 2023 In June 2023, DAT traded between $27.06 and $29.04. ATM implied volatility averaged 78.3%. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 52.7% (HV 20d: 25.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 68.8% change2023-06-01 : Largest Expected Move — 22.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.19 $27.06 $29.04 $27.06 $28.77 ATM IV 78.3% 49.5% 158.5% 80.0% 63.2% Expected Move 16.3% 13.6% 22.9% 22.9% 18.1% HV 20d 25.6% 25.1% 26.0% 25.4% 25.6% Term Structure -3.8% -12.9% 7.1% -12.9% -6.8% Skew 25d 66.1% 48.9% 131.0% 106.2% 72.7% Skew 10d 84.0% 57.8% 190.9% 145.1% 86.6% Call IV 25d 40.9% 29.3% 49.2% 47.7% 48.8% Put IV 25d 107.1% 80.6% 169.1% 153.9% 121.5% Bid-Ask Spread % 144.55 140.43 154.88 154.88 146.54 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2023-06-01 $27.06 $0.00 80.0% 22.9% 0.0% 0.0% 0.0% 106.2% -12.9% 0 0 0 0.00 154.88 N/A N/A 0 0 0 0 2023-06-02 $28.18 $0.00 75.6% 21.7% 0.0% 0.0% 0.0% 131.0% -11.7% 0 0 0 0.00 154.88 N/A N/A 0 0 0 0 2023-06-05 $28.27 $0.00 90.9% 13.9% 0.0% 0.0% 0.0% 55.9% -5.2% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2023-06-06 $28.50 $0.00 96.9% 14.2% 0.0% 0.0% 0.0% 56.8% -5.3% 0 0 0 0.00 143.21 N/A N/A 0 0 0 0 2023-06-07 $27.66 $0.00 97.2% 13.8% 0.0% 0.0% 0.0% 48.9% 4.5% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2023-06-08 $27.98 $0.00 102.7% 13.9% 0.0% 0.0% 0.0% 52.8% 7.1% 0 0 0 0.00 142.83 N/A N/A 0 0 0 0 2023-06-09 $28.19 $0.00 110.1% 14.0% 0.0% 0.0% 0.0% 52.6% -4.1% 0 0 0 0.00 143.64 N/A N/A 0 0 0 0 2023-06-12 $28.63 $0.00 136.4% 13.6% 0.0% 0.0% 0.0% 53.9% -3.0% 0 0 0 0.00 142.49 N/A N/A 0 0 0 0 2023-06-13 $28.75 $0.00 158.5% 14.1% 0.0% 0.0% 0.0% 54.3% 5.7% 0 0 0 0.00 142.44 N/A N/A 0 0 0 0 2023-06-14 $28.59 $0.00 49.5% 14.2% 0.0% 0.0% 0.0% 55.1% 2.9% 0 0 0 0.00 142.22 N/A N/A 0 0 0 0 2023-06-15 $29.04 $0.00 50.9% 14.6% 0.0% 0.0% 0.0% 55.5% -2.1% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2023-06-16 $28.67 $0.00 50.4% 14.5% 0.0% 0.0% 0.0% 56.5% -3.3% 0 0 0 0.00 143.36 N/A N/A 0 0 0 0 2023-06-20 $28.56 $0.00 53.3% 15.3% 25.4% 0.0% 0.0% 59.9% -4.9% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0 2023-06-21 $28.14 $0.00 57.6% 16.5% 25.9% 0.0% 0.0% 62.2% -4.7% 0 0 0 0.00 145.38 N/A N/A 0 0 0 0 2023-06-22 $27.86 $0.00 57.3% 16.4% 25.7% 0.0% 0.0% 64.2% -5.3% 0 0 0 0.00 143.28 N/A N/A 0 0 0 0 2023-06-23 $27.56 $0.00 56.9% 16.3% 25.6% 0.0% 0.0% 66.0% -5.5% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-06-26 $27.22 $0.00 64.9% 18.6% 25.5% 0.0% 0.0% 70.3% -6.4% 0 0 0 0.00 145.25 N/A N/A 0 0 0 0 2023-06-27 $27.88 $0.00 61.6% 17.7% 26.0% 0.0% 0.0% 70.4% -5.4% 0 0 0 0.00 141.46 N/A N/A 0 0 0 0 2023-06-28 $28.23 $0.00 64.3% 18.4% 25.3% 0.0% 0.0% 71.1% -6.0% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0 2023-06-29 $28.29 $0.00 66.1% 19.0% 25.1% 0.0% 0.0% 72.5% -7.2% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0 2023-06-30 $28.77 $0.00 63.2% 18.1% 25.6% 0.0% 0.0% 72.7% -6.8% 0 0 0 0.00 146.54 N/A N/A 0 0 0 0
« May 2023 | All History | Jul 2023 » Home DAT History June 2023