DAT Options History — June 2024 In June 2024, DAT traded between $33.66 and $34.97. ATM implied volatility averaged 32.9%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 6.9% (HV 20d: 26.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-26 : Highest Volume — 100 contracts2024-06-12 : Largest IV drop — 35.9% change2024-06-10 : Highest IV Rank — 13.1%2024-06-05 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $34.18 $33.66 $34.97 $33.66 $34.97 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 32.9% 26.7% 43.6% 35.0% 33.6% Expected Move 8.7% 7.4% 11.0% 10.0% 9.6% HV 20d 26.0% 21.4% 28.6% 27.8% 21.4% HV 60d 23.7% 23.1% 24.4% 23.5% 23.7% IV Rank 5.5% 1.0% 13.1% 6.9% 5.9% IV Percentile 20.0% 2.0% 40.1% 24.2% 26.6% Term Structure -5.7% -13.8% -2.3% -8.9% -6.9% VWIV 27.3% 27.3% 27.3% 27.3% 27.3% Skew 25d 1.7% 0.5% 2.8% 2.1% 2.1% Skew 10d 2.5% 1.4% 3.3% 2.6% 1.4% Call IV 25d 32.5% 27.2% 39.5% 39.3% 36.0% Put IV 25d 34.2% 28.9% 42.2% 41.3% 38.1% Bid-Ask Spread % 157.33 137.79 162.12 137.83 161.54 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 599 0 5.8K 0 5.8K Net DEX -2.9K -28.1K 0 0 -28.1K Net VEX -13 -132 0 0 -132 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 5.263 0 100 0 0 Total OI 10.526 0 100 0 100
Daily Data (19 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 2024-06-03 $33.66 $0.00 35.0% 10.0% 27.8% 6.9% 0.0% 2.1% -8.9% 0 0 0 0.00 137.83 N/A N/A 0 0 0 0 2024-06-04 $33.78 $0.00 35.5% 10.2% 26.9% 7.3% 0.0% 1.7% -9.3% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2024-06-05 $34.40 $0.00 38.4% 11.0% 27.0% 9.3% 0.0% 2.6% -13.8% 0 0 0 0.00 137.79 N/A N/A 0 0 0 0 2024-06-06 $34.55 $0.00 35.4% 7.4% 27.0% 7.2% 0.0% 1.6% -2.3% 0 0 0 0.00 160.19 N/A N/A 0 0 0 0 2024-06-07 $34.24 $0.00 37.0% 7.5% 27.1% 8.3% 0.0% 2.3% -3.9% 0 0 0 0.00 159.89 N/A N/A 0 0 0 0 2024-06-10 $34.41 $0.00 43.6% 7.9% 27.1% 13.1% 0.0% 2.1% -5.5% 0 0 0 0.00 159.68 N/A N/A 0 0 0 0 2024-06-11 $34.00 $0.00 41.8% 7.8% 27.3% 11.7% 0.0% 1.7% -4.3% 0 0 0 0.00 159.75 N/A N/A 0 0 0 0 2024-06-12 $34.88 $0.00 26.8% 7.7% 28.6% 1.1% 0.0% 1.3% -4.6% 0 0 0 0.00 161.80 N/A N/A 0 0 0 0 2024-06-13 $34.05 $0.00 26.7% 7.6% 26.7% 1.0% 0.0% 0.9% -5.3% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2024-06-14 $34.03 $0.00 27.4% 7.8% 26.5% 1.5% 0.0% 1.8% -3.3% 0 0 0 0.00 161.39 N/A N/A 0 0 0 0 2024-06-17 $34.36 $0.00 28.1% 8.0% 26.5% 2.0% 0.0% 1.5% -5.7% 0 0 0 0.00 161.32 N/A N/A 0 0 0 0 2024-06-18 $33.93 $0.00 28.5% 8.2% 25.0% 2.3% 0.0% 0.6% -5.3% 0 0 0 0.00 160.95 N/A N/A 0 0 0 0 2024-06-20 $33.80 $0.00 29.5% 8.5% 25.0% 3.0% 0.0% 2.6% -5.1% 0 0 0 0.00 161.56 N/A N/A 0 0 0 0 2024-06-21 $33.89 $0.00 29.3% 8.4% 25.1% 2.9% 0.0% 2.8% -4.1% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0 2024-06-24 $33.82 $0.00 31.4% 9.0% 24.4% 4.4% 0.0% 0.5% -5.9% 0 0 0 0.00 161.91 N/A N/A 0 0 0 0 2024-06-25 $33.71 $0.00 31.0% 8.9% 24.0% 4.1% 0.0% 0.7% -5.6% 0 0 0 0.00 161.36 N/A N/A 0 0 0 0 2024-06-26 $33.95 $0.00 33.8% 9.7% 24.2% 6.1% 27.3% 1.3% -6.0% 0 0 0 0.00 160.57 N/A N/A 100 0 0 0 2024-06-27 $34.92 $40.00 32.9% 9.4% 26.6% 5.4% 0.0% 2.2% -3.7% 5.6K -27.3K -123 0.00 159.60 N/A N/A 0 0 100 0 2024-06-28 $34.97 $40.00 33.6% 9.6% 21.4% 5.9% 0.0% 2.1% -6.9% 5.8K -28.1K -132 0.00 161.54 N/A N/A 0 0 100 0
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