DAT Options History — October 2023 In October 2023, DAT traded between $25.88 and $28.05. ATM implied volatility averaged 70.3%. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 49.4% (HV 20d: 20.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 43.8% change2023-10-31 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.08 $25.88 $28.05 $27.41 $26.36 ATM IV 70.3% 52.6% 93.8% 78.2% 80.3% Expected Move 18.4% 14.3% 23.0% 22.4% 23.0% HV 20d 20.9% 13.8% 26.2% 13.8% 25.1% HV 60d 23.5% 21.6% 24.4% 24.4% 21.9% Term Structure 1.0% -13.0% 12.8% -13.0% -10.1% Skew 25d 69.0% 52.0% 89.1% 82.7% 88.6% Skew 10d 84.2% 64.3% 107.7% 99.1% 106.7% Call IV 25d 48.2% 37.8% 60.9% 56.2% 60.2% Put IV 25d 117.2% 89.7% 150.0% 138.9% 148.8% Bid-Ask Spread % 146.37 144.55 148.81 146.74 146.89 Gamma HHI 0.90 0.53 1.00 1.00 0.61 Net GEX 74 53 109 93 67 Net DEX -4.0K -4.4K -3.5K -4.1K -3.8K Net VEX -4 -6 -3 -4 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (22 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 2023-10-02 $27.41 $0.00 78.2% 22.4% 13.8% 0.0% 0.0% 82.7% -13.0% 93 -4.1K -4 0.00 146.74 N/A N/A 0 0 2 0 2023-10-03 $26.75 $0.00 77.2% 22.1% 15.9% 0.0% 0.0% 87.1% -11.2% 72 -3.8K -4 0.00 148.81 N/A N/A 0 0 2 0 2023-10-04 $27.02 $0.00 79.8% 22.9% 16.6% 0.0% 0.0% 89.1% -11.9% 98 -3.9K -4 0.00 145.41 N/A N/A 0 0 2 0 2023-10-05 $27.05 $0.00 81.8% 14.8% 16.4% 0.0% 0.0% 53.1% 5.8% 77 -3.9K -4 0.00 144.55 N/A N/A 0 0 2 0 2023-10-06 $27.85 $0.00 79.5% 14.3% 19.8% 0.0% 0.0% 52.0% 4.6% 58 -4.4K -5 0.00 146.79 N/A N/A 0 0 2 0 2023-10-09 $27.90 $0.00 89.6% 14.8% 19.1% 0.0% 0.0% 53.5% 6.5% 55 -4.3K -4 0.00 145.77 N/A N/A 0 0 2 0 2023-10-10 $28.05 $0.00 93.8% 15.2% 18.7% 0.0% 0.0% 54.4% 12.8% 76 -4.3K -4 0.00 146.48 N/A N/A 0 0 2 0 2023-10-11 $28.05 $0.00 52.7% 15.1% 18.3% 0.0% 0.0% 55.2% 11.0% 81 -4.4K -4 0.00 145.20 N/A N/A 0 0 2 0 2023-10-12 $27.66 $0.00 52.6% 15.1% 19.0% 0.0% 0.0% 57.1% 4.5% 57 -4.2K -4 0.00 147.02 N/A N/A 0 0 2 0 2023-10-13 $27.15 $0.00 57.6% 16.5% 19.4% 0.0% 0.0% 58.8% 1.0% 109 -3.9K -4 0.00 146.73 N/A N/A 0 0 2 0 2023-10-16 $27.79 $0.00 55.3% 15.9% 21.0% 0.0% 0.0% 60.4% -1.4% 72 -4.3K -5 0.00 145.12 N/A N/A 0 0 2 0 2023-10-17 $27.73 $0.00 56.3% 16.1% 20.9% 0.0% 0.0% 62.2% 12.1% 84 -4.2K -4 0.00 147.35 N/A N/A 0 0 2 0 2023-10-18 $27.25 $0.00 61.2% 17.5% 21.7% 0.0% 0.0% 63.6% 12.1% 73 -4.0K -4 0.00 146.55 N/A N/A 0 0 2 0 2023-10-19 $27.11 $0.00 61.6% 17.7% 21.7% 0.0% 0.0% 65.5% 10.2% 76 -3.9K -4 0.00 146.94 N/A N/A 0 0 2 0 2023-10-20 $26.63 $0.00 61.5% 17.6% 22.4% 0.0% 0.0% 67.5% 9.1% 62 -3.8K -4 0.00 145.16 N/A N/A 0 0 2 0 2023-10-23 $26.60 $0.00 63.7% 18.3% 22.4% 0.0% 0.0% 72.3% 8.7% 73 -3.7K -3 0.00 145.80 N/A N/A 0 0 2 0 2023-10-24 $27.18 $0.00 66.7% 19.1% 23.2% 0.0% 0.0% 72.3% -6.0% 105 -3.9K -3 0.00 145.84 N/A N/A 0 0 2 0 2023-10-25 $26.23 $0.00 72.6% 20.8% 26.2% 0.0% 0.0% 76.2% -8.5% 54 -3.6K -6 0.00 147.60 N/A N/A 0 0 2 0 2023-10-26 $25.94 $0.00 72.2% 20.7% 26.0% 0.0% 0.0% 78.6% 6.8% 59 -3.5K -3 0.00 144.88 N/A N/A 0 0 2 0 2023-10-27 $25.88 $0.00 73.0% 20.9% 25.8% 0.0% 0.0% 80.4% -8.8% 53 -3.5K -6 0.00 147.07 N/A N/A 0 0 2 0 2023-10-30 $26.08 $0.00 79.6% 22.8% 26.0% 0.0% 0.0% 87.1% -12.6% 67 -3.7K -5 0.00 147.49 N/A N/A 0 0 2 0 2023-10-31 $26.36 $0.00 80.3% 23.0% 25.1% 0.0% 0.0% 88.6% -10.1% 67 -3.8K -5 0.00 146.89 N/A N/A 0 0 2 0
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