DAT Options History — August 2023 In August 2023, DAT traded between $26.61 and $30.33. ATM implied volatility averaged 68.6%. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 37.7% (HV 20d: 30.9%). Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 5 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 38.9% change2023-08-31 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.69 $26.61 $30.33 $30.33 $27.96 ATM IV 68.6% 55.6% 90.9% 70.1% 76.2% Expected Move 18.0% 13.9% 21.8% 20.1% 21.8% HV 20d 30.9% 23.6% 35.0% 27.5% 23.6% HV 60d 27.8% 26.2% 29.3% 28.2% 26.2% Term Structure -4.7% -12.1% 19.3% -9.3% -11.9% Skew 25d 68.5% 49.0% 88.8% 76.6% 88.8% Skew 10d 82.9% 60.4% 105.8% 90.8% 105.8% Call IV 25d 47.4% 36.0% 59.3% 52.3% 59.3% Put IV 25d 115.9% 85.0% 148.1% 128.9% 148.1% Bid-Ask Spread % 145.18 140.58 150.70 142.38 147.56 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 13 0 33 0 0 Net DEX -2.7K -3.0K -2.5K -3.0K -2.8K Net VEX -1 -2 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (23 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 2023-08-01 $30.33 $0.00 70.1% 20.1% 27.5% 0.0% 0.0% 76.6% -9.3% 0 -3.0K 0 0.00 142.38 N/A N/A 0 0 1 0 2023-08-02 $28.86 $0.00 73.3% 21.0% 33.2% 0.0% 0.0% 83.0% -10.9% 8 -2.9K 0 0.00 143.12 N/A N/A 0 0 1 0 2023-08-03 $29.09 $0.00 75.5% 13.9% 32.7% 0.0% 0.0% 49.0% -1.3% 10 -2.8K -2 0.00 143.60 N/A N/A 0 0 1 0 2023-08-04 $28.99 $0.00 77.7% 14.1% 32.4% 0.0% 0.0% 49.3% -2.9% 5 -2.9K -1 0.00 143.19 N/A N/A 0 0 1 0 2023-08-07 $28.95 $0.00 86.5% 14.4% 31.6% 0.0% 0.0% 52.0% 5.5% 8 -2.9K 0 0.00 140.58 N/A N/A 0 0 1 0 2023-08-08 $27.60 $0.00 90.9% 14.7% 35.0% 0.0% 0.0% 55.1% 6.2% 25 -2.7K -1 0.00 141.24 N/A N/A 0 0 1 0 2023-08-09 $27.20 $0.00 55.6% 15.9% 35.0% 0.0% 0.0% 57.1% -4.6% 9 -2.6K -1 0.00 144.96 N/A N/A 0 0 1 0 2023-08-10 $27.27 $0.00 56.3% 16.1% 33.3% 0.0% 0.0% 57.9% 5.0% 15 -2.7K 0 0.00 142.56 N/A N/A 0 0 1 0 2023-08-11 $27.33 $0.00 56.6% 16.2% 33.2% 0.0% 0.0% 58.5% -3.8% 10 -2.7K -1 0.00 143.83 N/A N/A 0 0 1 0 2023-08-14 $27.50 $0.00 59.3% 17.0% 32.5% 0.0% 0.0% 61.0% -6.9% 7 -2.7K -1 0.00 143.10 N/A N/A 0 0 1 0 2023-08-15 $27.36 $0.00 60.1% 17.2% 32.1% 0.0% 0.0% 63.0% 1.9% 25 -2.6K -1 0.00 142.96 N/A N/A 0 0 1 0 2023-08-16 $27.23 $0.00 60.9% 17.4% 31.9% 0.0% 0.0% 64.2% -6.5% 9 -2.7K -1 0.00 144.94 N/A N/A 0 0 1 0 2023-08-17 $26.61 $0.00 59.7% 17.1% 30.7% 0.0% 0.0% 66.3% 19.3% 31 -2.5K -1 0.00 143.32 N/A N/A 0 0 1 0 2023-08-18 $26.71 $0.00 60.2% 17.3% 30.8% 0.0% 0.0% 68.0% -6.2% 33 -2.5K -1 0.00 143.99 N/A N/A 0 0 1 0 2023-08-21 $26.88 $0.00 64.0% 18.3% 31.1% 0.0% 0.0% 71.6% -8.0% 10 -2.6K -1 0.00 149.31 N/A N/A 0 0 1 0 2023-08-22 $26.94 $0.00 65.7% 18.8% 30.5% 0.0% 0.0% 72.9% -8.7% 10 -2.6K -1 0.00 147.71 N/A N/A 0 0 1 0 2023-08-23 $27.41 $0.00 70.1% 20.1% 31.6% 0.0% 0.0% 73.2% -12.1% 8 -2.7K -1 0.00 146.88 N/A N/A 0 0 1 0 2023-08-24 $26.95 $0.00 68.2% 19.5% 31.1% 0.0% 0.0% 76.1% -9.6% 25 -2.7K -1 0.00 147.55 N/A N/A 0 0 1 0 2023-08-25 $27.13 $0.00 69.5% 19.9% 30.2% 0.0% 0.0% 77.5% -8.4% 15 -2.5K -2 0.00 147.63 N/A N/A 0 0 1 0 2023-08-28 $27.12 $0.00 75.1% 21.5% 27.6% 0.0% 0.0% 83.7% -10.7% 15 -2.5K -2 0.00 147.67 N/A N/A 0 0 1 0 2023-08-29 $27.65 $0.00 71.8% 20.6% 28.9% 0.0% 0.0% 84.1% -11.4% 5 -2.7K 0 0.00 150.70 N/A N/A 0 0 1 0 2023-08-30 $27.87 $0.00 74.4% 21.3% 23.8% 0.0% 0.0% 86.2% -11.8% 5 -2.8K 0 0.00 150.36 N/A N/A 0 0 1 0 2023-08-31 $27.96 $0.00 76.2% 21.8% 23.6% 0.0% 0.0% 88.8% -11.9% 0 -2.8K 0 0.00 147.56 N/A N/A 0 0 1 0
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