DAT Options History — March 2024 In March 2024, DAT traded between $35.54 and $37.84. ATM implied volatility averaged 35.9%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 7.0% (HV 20d: 28.9%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-28 : Highest Volume — 1 contracts2024-03-13 : Largest IV drop — 58.3% change2024-03-12 : Highest IV Rank — 27.0%2024-03-01 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.87 $35.54 $37.84 $36.81 $37.26 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 35.9% 26.9% 64.4% 36.0% 29.8% Expected Move 8.1% 7.4% 10.3% 10.3% 8.5% HV 20d 28.9% 25.0% 34.8% 29.7% 26.4% HV 60d 25.6% 23.4% 26.6% 23.4% 25.7% IV Rank 6.5% 0.0% 27.0% 6.5% 2.1% IV Percentile 14.7% 0.0% 61.6% 15.2% 9.5% Term Structure -1.4% -9.7% 2.9% -9.7% -4.7% VWIV 26.3% 26.3% 26.3% 26.3% 26.3% Skew 25d 1.7% -0.1% 2.9% 2.8% 0.8% Skew 10d 2.6% 1.2% 3.8% 3.2% 1.2% Call IV 25d 29.7% 26.3% 38.5% 38.5% 30.9% Put IV 25d 31.4% 28.3% 41.3% 41.3% 31.6% Bid-Ask Spread % 140.65 137.96 143.88 137.96 139.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 125 0 580 243 0 Net DEX -29.9K -56.0K 0 -54.4K 0 Net VEX -1 -8 0 -4 0 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 1 Total OI 8.25 0 15 15 0
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 2024-03-01 $36.81 $31.00 36.0% 10.3% 29.7% 6.5% 0.0% 2.8% -9.7% 243 -54.4K -4 0.00 137.96 N/A N/A 0 0 15 0 2024-03-04 $37.24 $0.00 39.8% 7.4% 29.3% 9.3% 0.0% 2.0% 0.5% 160 -55.4K -2 0.00 138.90 N/A N/A 0 0 15 0 2024-03-05 $35.54 $0.00 42.3% 7.7% 34.1% 11.1% 0.0% 2.5% 0.8% 580 -51.1K -8 0.00 139.53 N/A N/A 0 0 15 0 2024-03-06 $36.37 $0.00 43.5% 7.8% 34.8% 11.9% 0.0% 2.1% 1.1% 313 -53.5K -4 0.00 139.09 N/A N/A 0 0 15 0 2024-03-07 $36.63 $0.00 44.2% 7.6% 34.3% 12.5% 0.0% 2.2% 1.6% 245 -54.2K -3 0.00 139.52 N/A N/A 0 0 15 0 2024-03-08 $36.57 $0.00 47.3% 7.9% 32.8% 14.7% 0.0% 1.7% -0.3% 248 -54.1K -3 0.00 139.01 N/A N/A 0 0 15 0 2024-03-11 $36.61 $0.00 59.9% 8.2% 32.2% 23.8% 0.0% 2.9% -0.4% 217 -54.3K -2 0.00 138.88 N/A N/A 0 0 15 0 2024-03-12 $36.88 $0.00 64.4% 7.8% 32.3% 27.0% 0.0% 2.5% 1.2% 126 -55.0K -1 0.00 139.98 N/A N/A 0 0 15 0 2024-03-13 $37.42 $0.00 26.9% 7.7% 29.3% 0.0% 0.0% 1.8% 0.3% 69 -56.0K 0 0.00 140.46 N/A N/A 0 0 15 0 2024-03-14 $36.66 $0.00 28.5% 8.2% 27.7% 1.2% 0.0% 2.4% 2.9% 190 -54.5K -1 0.00 142.55 N/A N/A 0 0 15 0 2024-03-15 $36.77 $0.00 27.4% 7.9% 27.5% 0.4% 0.0% 2.0% -0.2% 113 -54.9K 0 0.00 141.19 N/A N/A 0 0 15 0 2024-03-18 $36.33 $0.00 28.9% 8.3% 27.6% 1.5% 0.0% 1.7% -3.7% 0 0 0 0.00 141.25 N/A N/A 0 0 0 0 2024-03-19 $36.04 $0.00 28.4% 8.2% 26.4% 1.1% 0.0% 2.1% -1.1% 0 0 0 0.00 141.44 N/A N/A 0 0 0 0 2024-03-20 $36.85 $0.00 27.8% 8.0% 26.6% 0.7% 0.0% 1.0% -0.2% 0 0 0 0.00 141.50 N/A N/A 0 0 0 0 2024-03-21 $37.17 $0.00 28.7% 8.2% 25.0% 1.4% 0.0% 0.1% -3.0% 0 0 0 0.00 141.55 N/A N/A 0 0 0 0 2024-03-22 $36.87 $0.00 28.2% 8.1% 25.1% 0.9% 0.0% 0.8% -2.4% 0 0 0 0.00 142.27 N/A N/A 0 0 0 0 2024-03-25 $37.79 $0.00 29.0% 8.3% 25.9% 1.6% 0.0% 1.4% -3.8% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2024-03-26 $37.84 $0.00 28.3% 8.1% 25.9% 1.1% 0.0% -0.1% -3.7% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2024-03-27 $37.79 $0.00 29.0% 8.3% 25.9% 1.5% 0.0% 0.8% -4.2% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2024-03-28 $37.26 $0.00 29.8% 8.5% 26.4% 2.1% 26.3% 0.8% -4.7% 0 0 0 0.00 139.94 N/A N/A 1 0 0 0
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