DAT Options History — September 2023 In September 2023, DAT traded between $26.82 and $28.48. ATM implied volatility averaged 80.4%. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 63.3% (HV 20d: 17.1%). Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-25 : Highest Volume — 1 contracts2023-09-13 : Largest IV drop — 69.4% change2023-09-01 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.70 $26.82 $28.48 $28.38 $27.54 ATM IV 80.4% 50.7% 165.8% 83.8% 65.7% Expected Move 16.9% 14.0% 24.0% 24.0% 18.8% HV 20d 17.1% 14.5% 24.3% 24.3% 14.9% HV 60d 25.1% 24.5% 25.6% 25.6% 24.5% Term Structure -5.9% -18.5% 7.5% -18.5% -8.3% Skew 25d 63.1% 49.7% 90.4% 90.4% 75.7% Skew 10d 76.6% 60.8% 107.5% 107.5% 90.9% Call IV 25d 43.7% 35.5% 60.9% 60.9% 51.3% Put IV 25d 106.8% 85.2% 151.3% 151.3% 127.0% Bid-Ask Spread % 146.44 144.83 150.05 147.45 150.05 Gamma HHI 0.98 0.58 1.00 1.00 0.58 Net GEX 21 0 91 3 73 Net DEX -3.0K -4.2K -2.6K -2.8K -4.2K Net VEX -1 -6 0 0 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.05 0 1 0 0 Total OI 1.2 1 2 1 2
Daily Data (20 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 2023-09-01 $28.38 $0.00 83.8% 24.0% 24.3% 0.0% 0.0% 90.4% -18.5% 3 -2.8K 0 0.00 147.45 N/A N/A 0 0 1 0 2023-09-05 $28.40 $0.00 96.4% 14.0% 24.3% 0.0% 0.0% 49.7% -3.6% 2 -2.8K 0 0.00 144.84 N/A N/A 0 0 1 0 2023-09-06 $28.38 $0.00 101.7% 14.2% 16.9% 0.0% 0.0% 50.3% -5.4% 2 -2.8K 0 0.00 144.83 N/A N/A 0 0 1 0 2023-09-07 $28.11 $0.00 103.9% 14.1% 16.4% 0.0% 0.0% 51.2% 7.5% 0 -2.8K 0 0.00 144.98 N/A N/A 0 0 1 0 2023-09-08 $28.09 $0.00 110.3% 14.3% 16.4% 0.0% 0.0% 51.8% -4.8% 11 -2.7K -1 0.00 145.96 N/A N/A 0 0 1 0 2023-09-11 $28.48 $0.00 152.0% 15.2% 17.0% 0.0% 0.0% 53.4% -7.1% 2 -2.8K 0 0.00 145.26 N/A N/A 0 0 1 0 2023-09-12 $28.13 $0.00 165.8% 14.8% 17.7% 0.0% 0.0% 55.5% -4.4% 4 -2.8K 0 0.00 146.74 N/A N/A 0 0 1 0 2023-09-13 $27.86 $0.00 50.7% 14.5% 17.9% 0.0% 0.0% 56.4% -4.5% 12 -2.7K -1 0.00 147.22 N/A N/A 0 0 1 0 2023-09-14 $27.88 $0.00 51.4% 14.7% 17.8% 0.0% 0.0% 57.1% -2.8% 0 -2.8K 0 0.00 145.76 N/A N/A 0 0 1 0 2023-09-15 $27.45 $0.00 57.6% 16.5% 16.6% 0.0% 0.0% 59.2% -5.2% 4 -2.7K 0 0.00 145.94 N/A N/A 0 0 1 0 2023-09-18 $27.64 $0.00 53.9% 15.5% 16.7% 0.0% 0.0% 61.3% -4.5% 11 -2.7K -1 0.00 147.73 N/A N/A 0 0 1 0 2023-09-19 $27.48 $0.00 60.7% 17.4% 16.8% 0.0% 0.0% 62.7% -4.5% 3 -2.7K 0 0.00 146.14 N/A N/A 0 0 1 0 2023-09-20 $27.29 $0.00 60.4% 17.3% 17.1% 0.0% 0.0% 64.0% -5.5% 4 -2.7K 0 0.00 147.36 N/A N/A 0 0 1 0 2023-09-21 $27.09 $0.00 60.9% 17.4% 16.1% 0.0% 0.0% 65.6% -5.3% 7 -2.7K -1 0.00 146.08 N/A N/A 0 0 1 0 2023-09-22 $27.25 $0.00 62.5% 17.9% 15.0% 0.0% 0.0% 66.5% -7.0% 14 -2.6K -1 0.00 145.60 N/A N/A 0 0 1 0 2023-09-25 $27.23 $0.00 65.3% 18.7% 14.8% 0.0% 0.0% 70.3% -6.6% 0 -2.7K 0 0.00 146.60 N/A N/A 1 0 1 0 2023-09-26 $26.82 $0.00 65.8% 18.9% 15.8% 0.0% 0.0% 72.3% -7.5% 88 -3.8K -4 0.00 148.68 N/A N/A 0 0 2 0 2023-09-27 $27.07 $0.00 67.9% 19.5% 14.5% 0.0% 0.0% 74.2% -7.9% 91 -3.9K -4 0.00 145.83 N/A N/A 0 0 2 0 2023-09-28 $27.38 $0.00 71.8% 20.6% 14.8% 0.0% 0.0% 74.9% -11.3% 86 -4.0K -4 0.00 145.75 N/A N/A 0 0 2 0 2023-09-29 $27.54 $0.00 65.7% 18.8% 14.9% 0.0% 0.0% 75.7% -8.3% 73 -4.2K -6 0.00 150.05 N/A N/A 0 0 2 0
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