DAT Options History — January 2024 In January 2024, DAT traded between $31.20 and $33.99. ATM implied volatility averaged 35.6%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 15.1% (HV 20d: 20.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2024-01-03 : Largest IV drop — 41.3% change2024-01-02 : Highest IV Rank — 16.8%2024-01-02 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.56 $31.20 $33.99 $31.92 $33.05 ATM IV 35.6% 28.5% 63.0% 63.0% 38.1% Expected Move 9.6% 8.2% 18.1% 18.1% 10.9% HV 20d 20.5% 18.4% 22.4% 18.4% 20.4% HV 60d 23.7% 22.0% 25.2% 24.9% 23.0% IV Rank 3.3% 0.0% 16.8% 16.8% 7.0% IV Percentile 5.3% 0.0% 45.3% 45.3% 8.8% Term Structure -4.1% -9.1% 1.3% -8.0% -7.5% Skew 25d 4.8% -0.7% 70.6% 70.6% -0.7% Skew 10d 7.0% 1.7% 87.8% 87.8% 2.2% Call IV 25d 34.9% 29.4% 48.9% 48.9% 43.1% Put IV 25d 39.7% 31.5% 119.6% 119.6% 42.3% Bid-Ask Spread % 142.38 140.05 145.45 145.45 143.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.5K 1.2K 1.7K 1.5K 1.6K Net DEX -32.5K -42.8K -23.8K -25.7K -35.8K Net VEX -67 -81 -45 -76 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 15 15 15 15 15
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 2024-01-02 $31.92 $0.00 63.0% 18.1% 18.4% 16.8% 0.0% 70.6% -8.0% 1.5K -25.7K -76 0.00 145.45 N/A N/A 0 0 15 0 2024-01-03 $31.20 $0.00 37.0% 10.6% 19.9% 0.0% 0.0% -0.3% -8.7% 1.6K -24.0K -81 0.00 142.82 N/A N/A 0 0 15 0 2024-01-04 $31.28 $0.00 38.1% 8.3% 20.0% 0.9% 0.0% 2.9% -1.8% 1.7K -24.3K -80 0.00 140.05 N/A N/A 0 0 15 0 2024-01-05 $31.20 $0.00 38.5% 8.2% 19.6% 1.2% 0.0% 1.0% -2.0% 1.7K -23.8K -80 0.00 140.88 N/A N/A 0 0 15 0 2024-01-08 $31.94 $0.00 41.2% 8.2% 21.4% 3.3% 0.0% 2.2% 1.3% 1.6K -29.0K -78 0.00 141.70 N/A N/A 0 0 15 0 2024-01-09 $31.94 $0.00 43.8% 8.4% 20.8% 5.3% 0.0% 2.2% 0.5% 1.6K -29.0K -77 0.00 141.89 N/A N/A 0 0 15 0 2024-01-10 $32.20 $0.00 28.5% 8.2% 21.0% 0.0% 0.0% 1.4% -0.3% 1.4K -30.6K -77 0.00 141.57 N/A N/A 0 0 15 0 2024-01-11 $32.37 $0.00 28.7% 8.2% 21.1% 0.2% 0.0% 2.0% -1.4% 1.4K -31.4K -74 0.00 141.99 N/A N/A 0 0 15 0 2024-01-12 $32.38 $0.00 29.4% 8.4% 19.9% 0.7% 0.0% 1.8% -1.5% 1.4K -31.3K -74 0.00 142.16 N/A N/A 0 0 15 0 2024-01-16 $32.20 $0.00 31.4% 9.0% 19.4% 2.2% 0.0% 2.0% -3.2% 1.4K -30.6K -73 0.00 142.39 N/A N/A 0 0 15 0 2024-01-17 $32.16 $0.00 31.7% 9.1% 19.4% 2.3% 0.0% 2.8% -3.0% 1.4K -30.5K -72 0.00 141.51 N/A N/A 0 0 15 0 2024-01-18 $32.44 $0.00 33.0% 9.5% 19.6% 3.3% 0.0% 1.9% -5.2% 1.3K -31.7K -70 0.00 142.07 N/A N/A 0 0 15 0 2024-01-19 $32.98 $0.00 30.2% 8.7% 20.6% 1.3% 0.0% 2.6% -3.2% 1.4K -35.6K -63 0.00 141.70 N/A N/A 0 0 15 0 2024-01-22 $33.58 $0.00 31.5% 9.0% 20.9% 2.2% 0.0% 2.4% -5.9% 1.3K -40.5K -52 0.00 142.41 N/A N/A 0 0 15 0 2024-01-23 $33.41 $0.00 33.4% 9.6% 20.8% 3.6% 0.0% 2.1% -6.4% 1.4K -36.7K -62 0.00 142.85 N/A N/A 0 0 15 0 2024-01-24 $33.26 $0.00 32.7% 9.4% 20.8% 3.1% 0.0% 0.4% -4.8% 1.4K -36.1K -61 0.00 142.67 N/A N/A 0 0 15 0 2024-01-25 $33.14 $0.00 32.4% 9.3% 20.6% 2.9% 0.0% 0.4% -2.9% 1.6K -35.7K -59 0.00 143.15 N/A N/A 0 0 15 0 2024-01-26 $33.17 $0.00 33.5% 9.6% 20.6% 3.7% 0.0% 0.9% -4.5% 1.6K -35.9K -59 0.00 143.29 N/A N/A 0 0 15 0 2024-01-29 $33.99 $0.00 35.3% 10.1% 22.4% 5.0% 0.0% 2.1% -9.1% 1.2K -42.8K -45 0.00 142.94 N/A N/A 0 0 15 0 2024-01-30 $33.90 $0.00 35.5% 10.2% 21.8% 5.1% 0.0% 0.2% -9.0% 1.2K -42.3K -45 0.00 142.96 N/A N/A 0 0 15 0 2024-01-31 $33.05 $0.00 38.1% 10.9% 20.4% 7.0% 0.0% -0.7% -7.5% 1.6K -35.8K -57 0.00 143.44 N/A N/A 0 0 15 0
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