DAT Options History — May 2024 In May 2024, DAT traded between $33.64 and $37.39. ATM implied volatility averaged 36.5%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 12.9% (HV 20d: 23.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 62.9% change2024-05-14 : Highest IV Rank — 30.4%2024-05-02 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.64 $33.64 $37.39 $34.33 $33.64 ATM IV 36.5% 25.3% 69.0% 38.0% 33.2% Expected Move 8.4% 7.2% 12.1% 10.9% 9.5% HV 20d 23.5% 20.7% 28.5% 22.7% 28.5% HV 60d 24.5% 23.4% 26.4% 26.4% 23.6% IV Rank 7.5% 0.0% 30.4% 8.0% 5.6% IV Percentile 21.6% 0.0% 74.8% 28.3% 19.8% Term Structure -3.5% -10.5% 12.5% -9.8% -6.8% Skew 25d 1.5% -0.5% 2.4% 1.1% 1.2% Skew 10d 2.0% -4.7% 4.0% -4.7% 1.7% Call IV 25d 30.4% 26.7% 40.4% 40.3% 36.6% Put IV 25d 31.9% 28.2% 42.1% 41.3% 37.8% Bid-Ask Spread % 140.19 134.12 190.37 159.52 137.70 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2024-05-01 $34.33 $0.00 38.0% 10.9% 22.7% 8.0% 0.0% 1.1% -9.8% 0 0 0 0.00 159.52 N/A N/A 0 0 0 0 2024-05-02 $34.45 $0.00 42.1% 12.1% 22.6% 11.0% 0.0% 0.0% 0.0% 0 0 0 0.00 190.37 N/A N/A 0 0 0 0 2024-05-03 $35.02 $0.00 36.6% 10.5% 23.6% 7.0% 0.0% 1.7% -10.5% 0 0 0 0.00 160.90 N/A N/A 0 0 0 0 2024-05-06 $35.63 $0.00 39.7% 7.5% 24.3% 9.3% 0.0% 1.6% -0.9% 0 0 0 0.00 134.12 N/A N/A 0 0 0 0 2024-05-07 $34.92 $0.00 41.1% 7.6% 25.2% 10.3% 0.0% 0.8% -1.1% 0 0 0 0.00 134.68 N/A N/A 0 0 0 0 2024-05-08 $35.12 $0.00 42.6% 7.7% 25.4% 11.4% 0.0% 2.2% -0.8% 0 0 0 0.00 134.65 N/A N/A 0 0 0 0 2024-05-09 $35.26 $0.00 46.9% 7.5% 25.3% 14.4% 0.0% 2.2% -1.9% 0 0 0 0.00 135.19 N/A N/A 0 0 0 0 2024-05-10 $35.00 $0.00 46.5% 7.6% 24.2% 14.2% 0.0% 1.1% -1.6% 0 0 0 0.00 134.71 N/A N/A 0 0 0 0 2024-05-13 $35.09 $0.00 59.7% 7.8% 20.7% 23.6% 0.0% 1.3% -2.8% 0 0 0 0.00 135.41 N/A N/A 0 0 0 0 2024-05-14 $35.50 $0.00 69.0% 8.2% 20.9% 30.4% 0.0% 1.8% -3.9% 0 0 0 0.00 135.18 N/A N/A 0 0 0 0 2024-05-15 $36.72 $0.00 25.6% 7.3% 22.7% 0.0% 0.0% 1.7% -1.7% 0 0 0 0.00 134.95 N/A N/A 0 0 0 0 2024-05-16 $36.27 $0.00 26.2% 7.5% 23.3% 0.4% 0.0% 1.4% 12.5% 0 0 0 0.00 135.56 N/A N/A 0 0 0 0 2024-05-17 $36.58 $0.00 25.3% 7.2% 22.2% 0.0% 0.0% 2.0% -2.8% 0 0 0 0.00 135.56 N/A N/A 0 0 0 0 2024-05-20 $37.39 $0.00 26.3% 7.5% 22.5% 0.8% 0.0% 2.3% -3.5% 0 0 0 0.00 134.63 N/A N/A 0 0 0 0 2024-05-21 $37.09 $0.00 26.4% 7.6% 21.9% 0.8% 0.0% 1.3% -4.1% 0 0 0 0.00 134.70 N/A N/A 0 0 0 0 2024-05-22 $36.91 $0.00 27.2% 7.8% 22.0% 1.4% 0.0% 1.0% -3.9% 0 0 0 0.00 135.13 N/A N/A 0 0 0 0 2024-05-23 $36.15 $0.00 28.0% 8.0% 23.6% 1.9% 0.0% 1.7% -4.3% 0 0 0 0.00 135.69 N/A N/A 0 0 0 0 2024-05-24 $36.45 $0.00 28.9% 8.3% 23.1% 2.6% 0.0% 2.4% -7.2% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0 2024-05-28 $36.19 $0.00 29.4% 8.4% 23.3% 2.9% 0.0% 1.6% -5.3% 0 0 0 0.00 136.57 N/A N/A 0 0 0 0 2024-05-29 $35.92 $0.00 29.8% 8.6% 22.1% 3.3% 0.0% 1.7% -5.7% 0 0 0 0.00 136.13 N/A N/A 0 0 0 0 2024-05-30 $34.38 $0.00 33.5% 9.6% 27.5% 5.8% 0.0% -0.5% -7.5% 0 0 0 0.00 137.03 N/A N/A 0 0 0 0 2024-05-31 $33.64 $0.00 33.2% 9.5% 28.5% 5.6% 0.0% 1.2% -6.8% 0 0 0 0.00 137.70 N/A N/A 0 0 0 0
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