DAT Options History — April 2024 In April 2024, DAT traded between $33.05 and $36.55. ATM implied volatility averaged 34.8%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 13.0% (HV 20d: 21.8%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 33.0% change2024-04-09 : Highest IV Rank — 11.1%2024-04-30 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $35.11 $33.05 $36.55 $36.55 $34.39 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 34.8% 28.3% 42.3% 32.5% 37.2% Expected Move 9.4% 8.0% 10.7% 9.3% 10.7% HV 20d 21.8% 19.1% 27.3% 27.3% 22.8% HV 60d 26.2% 25.3% 27.5% 25.5% 26.6% IV Rank 5.7% 1.0% 11.1% 4.1% 7.5% IV Percentile 18.9% 3.7% 27.6% 14.7% 26.7% Term Structure -5.0% -10.4% -0.4% -6.8% -10.4% Skew 25d 1.7% 0.0% 3.5% 1.4% 1.1% Skew 10d 1.2% -5.2% 13.3% 2.1% -5.2% Call IV 25d 33.7% 27.9% 39.3% 35.7% 39.3% Put IV 25d 35.4% 30.0% 40.3% 37.1% 40.3% Bid-Ask Spread % 153.44 143.11 159.95 143.11 157.56 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 84 0 173 161 0 Net DEX -533 -1.3K 0 -1.3K 0 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.682 0 1 1 0
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 2024-04-01 $36.55 $38.00 32.5% 9.3% 27.3% 4.1% 0.0% 1.4% -6.8% 161 -1.3K -3 0.00 143.11 N/A N/A 0 0 1 0 2024-04-02 $36.06 $38.00 34.6% 9.9% 27.3% 5.6% 0.0% 1.9% -7.4% 146 -1.1K -3 0.00 143.23 N/A N/A 0 0 1 0 2024-04-03 $36.11 $38.00 35.3% 10.1% 21.5% 6.0% 0.0% 1.0% -9.4% 148 -1.1K -3 0.00 143.22 N/A N/A 0 0 1 0 2024-04-04 $36.32 $0.00 37.1% 8.0% 19.9% 7.4% 0.0% 1.7% -3.7% 156 -1.2K -3 0.00 152.92 N/A N/A 0 0 1 0 2024-04-05 $36.13 $0.00 37.7% 8.0% 19.8% 7.8% 0.0% 2.1% -1.6% 156 -1.0K -2 0.00 154.37 N/A N/A 0 0 1 0 2024-04-08 $36.42 $0.00 42.2% 8.0% 20.0% 11.0% 0.0% 1.9% -0.8% 167 -1.1K -2 0.00 156.33 N/A N/A 0 0 1 0 2024-04-09 $36.31 $0.00 42.3% 8.1% 20.1% 11.1% 0.0% 2.3% -2.1% 163 -1.1K -2 0.00 156.14 N/A N/A 0 0 1 0 2024-04-10 $36.22 $0.00 28.3% 8.1% 19.9% 1.0% 0.0% 3.5% -0.4% 162 -1.0K -2 0.00 156.56 N/A N/A 0 0 1 0 2024-04-11 $36.39 $0.00 28.3% 8.1% 19.1% 1.0% 0.0% 2.3% -1.5% 173 -1.1K -2 0.00 155.06 N/A N/A 0 0 1 0 2024-04-12 $35.56 $0.00 30.7% 8.8% 19.5% 2.8% 0.0% 2.4% -1.2% 133 -736 -1 0.00 154.60 N/A N/A 0 0 1 0 2024-04-15 $34.36 $0.00 32.1% 9.2% 22.6% 3.8% 0.0% 2.3% -4.2% 81 -360 -1 0.00 152.89 N/A N/A 0 0 1 0 2024-04-16 $34.19 $0.00 33.1% 9.5% 22.4% 4.5% 0.0% 2.1% -2.5% 70 -274 0 0.00 153.09 N/A N/A 0 0 1 0 2024-04-17 $33.66 $0.00 33.1% 9.5% 22.8% 4.5% 0.0% 1.1% -3.1% 58 -249 0 0.00 152.00 N/A N/A 0 0 1 0 2024-04-18 $33.55 $0.00 33.2% 9.5% 20.7% 4.6% 0.0% 0.0% -3.0% 45 -157 0 0.00 152.25 N/A N/A 0 0 1 0 2024-04-19 $33.05 $0.00 34.6% 9.9% 20.3% 5.6% 0.0% 0.5% -2.8% 26 -74 0 0.00 149.44 N/A N/A 0 0 1 0 2024-04-22 $33.67 $0.00 35.0% 10.0% 22.1% 5.9% 0.0% 2.2% -4.4% 0 0 0 0.00 153.08 N/A N/A 0 0 0 0 2024-04-23 $34.48 $0.00 36.3% 10.4% 21.9% 6.8% 0.0% 1.9% -10.3% 0 0 0 0.00 156.17 N/A N/A 0 0 0 0 2024-04-24 $34.50 $0.00 36.3% 10.4% 21.9% 6.8% 0.0% 1.9% -9.9% 0 0 0 0.00 156.66 N/A N/A 0 0 0 0 2024-04-25 $34.44 $0.00 34.9% 10.0% 21.9% 5.8% 0.0% 1.5% -7.2% 0 0 0 0.00 157.50 N/A N/A 0 0 0 0 2024-04-26 $35.03 $0.00 33.6% 9.6% 22.9% 4.9% 0.0% 1.7% -7.4% 0 0 0 0.00 159.62 N/A N/A 0 0 0 0 2024-04-29 $35.11 $0.00 36.2% 10.4% 22.1% 6.7% 0.0% 1.0% -9.7% 0 0 0 0.00 159.95 N/A N/A 0 0 0 0 2024-04-30 $34.39 $0.00 37.2% 10.7% 22.8% 7.5% 0.0% 1.1% -10.4% 0 0 0 0.00 157.56 N/A N/A 0 0 0 0
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