DAT Options History — July 2023

In July 2023, DAT traded between $28.19 and $31.01. ATM implied volatility averaged 61.8%. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 38.7% (HV 20d: 23.1%). Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-07-03: Highest Volume — 1 contracts
  • 2023-07-12: Largest IV drop — 43.0% change
  • 2023-07-05: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.77$28.19$31.01$28.74$30.70
ATM IV61.8%46.8%86.8%67.5%63.4%
Expected Move15.9%13.4%20.3%19.4%18.2%
HV 20d23.1%19.6%27.0%21.4%27.0%
Term Structure-5.2%-10.3%5.5%-8.4%-8.1%
Skew 25d60.8%50.7%83.7%78.4%73.4%
Skew 10d73.7%62.5%100.1%93.9%87.0%
Call IV 25d42.8%36.6%56.7%53.3%50.0%
Put IV 25d103.6%88.0%140.4%131.6%123.4%
Bid-Ask Spread %142.39140.14145.22143.65142.56
Gamma HHI1.001.001.001.001.00
Net GEX702500
Net DEX-2.8K-3.1K00-3.1K
Net VEX-1-3000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.050110
Total OI0.950101

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$28.74$0.0067.5%19.4%21.4%0.0%0.0%78.4%-8.4%0000.00143.65N/AN/A1000
2023-07-05$28.67$0.0070.9%20.3%21.4%0.0%0.0%83.7%-10.3%25-2.7K-20.00143.45N/AN/A0010
2023-07-06$28.19$0.0078.0%14.3%22.1%0.0%0.0%51.5%-2.4%14-2.6K-30.00142.15N/AN/A0010
2023-07-07$28.55$0.0075.3%13.5%19.6%0.0%0.0%50.7%5.5%23-2.7K-20.00141.63N/AN/A0010
2023-07-10$29.14$0.0086.8%14.5%20.5%0.0%0.0%52.7%-3.2%11-2.8K-20.00141.48N/AN/A0010
2023-07-11$29.66$0.0084.7%13.8%21.2%0.0%0.0%51.8%-4.2%12-2.8K-20.00140.71N/AN/A0010
2023-07-12$29.84$0.0048.3%13.8%20.6%0.0%0.0%51.6%-3.5%5-2.9K-10.00141.85N/AN/A0010
2023-07-13$30.62$0.0046.8%13.4%22.3%0.0%0.0%51.5%-3.6%3-3.0K00.00141.72N/AN/A0010
2023-07-14$30.13$0.0050.8%14.6%23.1%0.0%0.0%52.7%-4.1%0-3.0K00.00143.23N/AN/A0010
2023-07-17$30.61$0.0049.7%14.2%23.2%0.0%0.0%54.7%-5.2%4-3.1K00.00140.14N/AN/A0010
2023-07-18$30.87$0.0051.0%14.6%22.5%0.0%0.0%55.1%-5.3%3-3.1K00.00141.30N/AN/A0010
2023-07-19$31.01$0.0052.5%15.0%22.3%0.0%0.0%55.1%-5.3%7-3.0K-10.00141.30N/AN/A0010
2023-07-20$29.93$0.0054.9%15.7%25.6%0.0%0.0%58.1%-6.3%11-2.8K-20.00142.21N/AN/A0010
2023-07-21$29.85$0.0054.7%15.7%25.2%0.0%0.0%59.9%-5.6%11-2.8K-20.00142.95N/AN/A0010
2023-07-24$29.71$0.0056.8%16.3%24.9%0.0%0.0%64.4%-6.4%5-2.9K-10.00143.34N/AN/A0010
2023-07-25$30.11$0.0058.1%16.6%24.3%0.0%0.0%65.0%-6.1%9-2.9K-10.00143.09N/AN/A0010
2023-07-26$29.97$0.0059.9%17.2%23.5%0.0%0.0%66.6%-7.2%0-3.0K00.00143.21N/AN/A0010
2023-07-27$29.27$0.0064.3%18.4%25.1%0.0%0.0%68.8%-6.7%3-2.9K00.00145.22N/AN/A0010
2023-07-28$29.84$0.0062.3%17.9%25.9%0.0%0.0%70.0%-8.4%2-3.0K00.00142.59N/AN/A0010
2023-07-31$30.70$0.0063.4%18.2%27.0%0.0%0.0%73.4%-8.1%0-3.1K00.00142.56N/AN/A0010