DAT Options History — December 2023 In December 2023, DAT traded between $31.59 and $33.42. ATM implied volatility averaged 68.0%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 47.3% (HV 20d: 20.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-06 : Highest Volume — 15 contracts2023-12-13 : Largest IV drop — 70.3% change2023-12-12 : Highest IV Rank — 80.1%2023-12-01 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.54 $31.59 $33.42 $31.91 $32.99 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 68.0% 42.2% 142.1% 68.9% 56.1% Expected Move 13.8% 12.0% 19.8% 19.8% 16.1% HV 20d 20.8% 18.1% 27.5% 27.5% 19.5% HV 60d 24.3% 23.5% 24.6% 24.6% 23.7% IV Rank 20.0% 0.0% 80.1% 18.6% 11.2% IV Percentile 39.5% 0.0% 97.8% 58.5% 21.5% Term Structure 0.1% -11.2% 12.6% -11.2% -5.4% VWIV 34.6% 34.6% 34.6% 34.6% 34.6% Skew 25d 52.1% 43.2% 80.0% 80.0% 63.1% Skew 10d 66.3% 55.5% 97.6% 97.6% 80.1% Call IV 25d 36.1% 31.0% 54.5% 54.5% 42.6% Put IV 25d 88.3% 74.2% 134.4% 134.4% 105.8% Bid-Ask Spread % 144.88 142.93 147.74 143.97 145.23 Gamma HHI 0.98 0.93 1.00 0.96 1.00 Net GEX 1.0K 40 1.6K 43 1.2K Net DEX -26.0K -33.0K -5.9K -6.0K -31.0K Net VEX -67 -92 -1 -1 -79 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 0.9 0 15 0 0 Total OI 12.75 2 17 2 15
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 2023-12-01 $31.91 $20.00 68.9% 19.8% 27.5% 18.6% 0.0% 80.0% -11.2% 43 -6.0K -1 0.00 143.97 N/A N/A 0 0 2 0 2023-12-04 $32.13 $0.00 79.1% 12.1% 26.0% 27.2% 0.0% 43.2% -1.8% 40 -6.1K -1 0.00 143.08 N/A N/A 0 0 2 0 2023-12-05 $32.07 $0.00 81.9% 12.1% 25.4% 29.5% 0.0% 43.4% 8.9% 41 -6.0K -1 0.00 142.93 N/A N/A 0 0 2 0 2023-12-06 $31.70 $0.00 84.2% 12.0% 23.1% 31.4% 0.0% 43.5% 7.5% 44 -5.9K -1 0.00 147.74 N/A N/A 15 0 2 0 2023-12-07 $31.59 $0.00 88.7% 12.0% 23.0% 35.2% 0.0% 44.8% 11.5% 1.3K -30.0K -91 0.00 146.51 N/A N/A 0 0 17 0 2023-12-08 $32.01 $0.00 96.6% 12.2% 22.2% 41.8% 0.0% 45.6% 12.6% 1.3K -31.9K -90 0.00 144.63 N/A N/A 0 0 17 0 2023-12-11 $31.95 $0.00 125.0% 12.8% 20.9% 65.7% 0.0% 47.4% 10.3% 1.4K -31.8K -88 0.00 144.10 N/A N/A 1 0 17 0 2023-12-12 $31.88 $0.00 142.1% 12.8% 21.0% 80.1% 0.0% 48.1% 4.6% 1.1K -29.8K -92 0.00 147.71 N/A N/A 1 0 16 0 2023-12-13 $32.51 $0.00 42.2% 12.1% 19.3% 0.0% 0.0% 48.4% 8.5% 1.4K -28.3K -84 0.00 145.57 N/A N/A 0 0 15 0 2023-12-14 $32.89 $0.00 44.1% 12.7% 19.3% 1.6% 0.0% 48.1% -2.7% 941 -31.2K -91 0.00 145.09 N/A N/A 0 0 15 0 2023-12-15 $32.77 $0.00 43.9% 12.6% 19.2% 1.4% 0.0% 48.8% -2.2% 913 -32.2K -90 0.00 144.49 N/A N/A 0 0 15 0 2023-12-18 $32.91 $0.00 46.8% 13.4% 19.2% 3.7% 0.0% 50.9% -3.1% 1.2K -30.4K -83 0.00 143.73 N/A N/A 0 0 15 0 2023-12-19 $32.95 $0.00 47.2% 13.5% 18.1% 4.0% 0.0% 51.6% -3.6% 993 -31.3K -86 0.00 145.13 N/A N/A 0 0 15 0 2023-12-20 $32.53 $0.00 47.2% 13.5% 18.5% 4.0% 0.0% 53.3% -4.1% 1.4K -28.5K -81 0.00 144.90 N/A N/A 0 0 15 0 2023-12-21 $32.84 $0.00 48.2% 13.8% 18.6% 4.8% 0.0% 53.3% -4.4% 1.4K -30.1K -80 0.00 147.10 N/A N/A 0 0 15 0 2023-12-22 $33.03 $0.00 50.3% 14.4% 18.6% 6.5% 0.0% 54.1% -4.7% 1.5K -31.1K -76 0.00 143.98 N/A N/A 0 0 15 0 2023-12-26 $33.34 $0.00 54.3% 15.6% 18.5% 9.8% 0.0% 58.1% -5.1% 1.4K -32.5K -77 0.00 143.56 N/A N/A 0 0 15 0 2023-12-27 $33.38 $0.00 56.6% 16.2% 18.6% 11.6% 0.0% 59.6% -7.7% 1.3K -32.8K -76 0.00 144.19 N/A N/A 0 0 15 0 2023-12-28 $33.42 $0.00 57.4% 16.5% 18.5% 12.3% 34.6% 57.4% -6.8% 1.6K -33.0K -71 0.00 143.90 N/A N/A 1 0 15 0 2023-12-29 $32.99 $0.00 56.1% 16.1% 19.5% 11.2% 0.0% 63.1% -5.4% 1.2K -31.0K -79 0.00 145.23 N/A N/A 0 0 15 0
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