DAT Options History — November 2023 In November 2023, DAT traded between $26.13 and $30.64. ATM implied volatility averaged 65.7%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 37.4% (HV 20d: 28.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 44.1% change2023-11-28 : Highest IV Rank — 18.5%2023-11-01 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.94 $26.13 $30.64 $26.13 $30.64 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 65.7% 48.0% 94.0% 81.4% 67.9% Expected Move 17.0% 13.8% 23.3% 23.3% 19.5% HV 20d 28.3% 24.9% 31.9% 24.9% 25.0% HV 60d 22.7% 19.7% 23.8% 19.7% 23.4% IV Rank 17.2% 16.3% 18.5% 16.3% 17.7% IV Percentile 55.5% 53.9% 57.5% 54.0% 56.6% Term Structure -6.4% -14.4% 15.6% -10.8% -11.9% Skew 25d 60.1% 31.9% 92.2% 92.2% 80.4% Skew 10d 72.1% 32.0% 111.2% 111.2% 94.8% Call IV 25d 46.4% 40.0% 62.2% 62.2% 53.6% Put IV 25d 106.5% 74.9% 154.4% 154.4% 134.0% Bid-Ask Spread % 145.51 141.97 149.59 146.81 148.62 Gamma HHI 0.87 0.58 1.00 0.59 0.94 Net GEX 65 50 113 67 54 Net DEX -4.8K -5.6K -3.7K -3.7K -5.6K Net VEX -3 -5 -2 -5 -2 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 (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 2023-11-01 $26.13 $0.00 81.4% 23.3% 24.9% 0.0% 0.0% 92.2% -10.8% 67 -3.7K -5 0.00 146.81 N/A N/A 0 0 2 0 2023-11-02 $26.50 $20.00 86.9% 15.9% 25.5% 0.0% 0.0% 54.7% -8.7% 67 -3.8K -5 0.00 142.45 N/A N/A 0 0 2 0 2023-11-03 $27.41 $20.00 86.2% 16.8% 26.3% 0.0% 0.0% 31.9% -14.0% 89 -4.1K -3 0.00 141.97 N/A N/A 0 0 2 0 2023-11-06 $27.13 $20.00 92.6% 16.7% 26.5% 0.0% 0.0% 32.7% -14.4% 82 -3.9K -3 0.00 142.47 N/A N/A 0 0 2 0 2023-11-07 $28.27 $20.00 94.0% 14.9% 30.4% 0.0% 0.0% 54.2% 4.1% 53 -4.3K -5 0.00 143.94 N/A N/A 0 0 2 0 2023-11-08 $28.09 $20.00 52.5% 15.1% 30.5% 0.0% 0.0% 53.8% -0.6% 60 -4.5K -3 0.00 142.50 N/A N/A 0 0 2 0 2023-11-09 $27.79 $20.00 52.0% 14.9% 30.4% 0.0% 0.0% 35.1% -9.2% 113 -4.3K -3 0.00 144.54 N/A N/A 0 0 2 0 2023-11-10 $28.59 $20.00 48.0% 13.8% 31.1% 0.0% 0.0% 55.3% 6.4% 50 -4.4K -5 0.00 142.81 N/A N/A 0 0 2 0 2023-11-13 $28.57 $20.00 49.3% 14.1% 30.1% 0.0% 0.0% 37.7% -12.7% 82 -4.6K -3 0.00 142.69 N/A N/A 0 0 2 0 2023-11-14 $29.50 $20.00 56.5% 16.2% 31.9% 0.0% 0.0% 58.2% -10.5% 60 -5.1K -3 0.00 145.50 N/A N/A 0 0 2 0 2023-11-15 $29.46 $20.00 57.8% 16.6% 31.1% 0.0% 0.0% 59.2% -9.6% 61 -5.1K -3 0.00 143.93 N/A N/A 0 0 2 0 2023-11-16 $29.32 $20.00 56.7% 16.3% 31.1% 0.0% 0.0% 60.3% 15.6% 62 -5.0K -3 0.00 145.09 N/A N/A 0 0 2 0 2023-11-17 $29.44 $20.00 59.5% 17.1% 30.0% 0.0% 0.0% 61.1% 11.7% 62 -5.1K -3 0.00 148.65 N/A N/A 0 0 2 0 2023-11-20 $30.13 $20.00 58.1% 16.6% 30.6% 0.0% 0.0% 63.6% -7.6% 57 -5.3K -3 0.00 143.99 N/A N/A 0 0 2 0 2023-11-21 $29.86 $20.00 58.3% 16.7% 30.4% 0.0% 0.0% 65.3% -8.6% 59 -5.3K -2 0.00 149.01 N/A N/A 0 0 2 0 2023-11-22 $29.99 $20.00 59.5% 17.0% 26.5% 0.0% 0.0% 66.6% -8.7% 59 -5.3K -2 0.00 149.59 N/A N/A 0 0 2 0 2023-11-24 $30.05 $20.00 62.0% 17.8% 25.7% 0.0% 0.0% 69.4% -9.6% 58 -5.3K -2 0.00 149.59 N/A N/A 0 0 2 0 2023-11-27 $30.02 $20.00 66.2% 19.0% 25.6% 16.3% 0.0% 75.2% -10.6% 58 -5.3K -2 0.00 146.11 N/A N/A 0 0 2 0 2023-11-28 $30.21 $20.00 68.8% 19.7% 25.6% 18.5% 0.0% 76.9% -11.4% 57 -5.4K -2 0.00 146.05 N/A N/A 0 0 2 0 2023-11-29 $30.57 $20.00 66.3% 19.0% 25.7% 16.4% 0.0% 78.1% -12.8% 54 -5.5K -2 0.00 149.44 N/A N/A 0 0 2 0 2023-11-30 $30.64 $20.00 67.9% 19.5% 25.0% 17.7% 0.0% 80.4% -11.9% 54 -5.6K -2 0.00 148.62 N/A N/A 0 0 2 0
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