DAT Options History — July 2024 In July 2024, DAT traded between $34.59 and $35.98. ATM implied volatility averaged 36.1%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 17.1% (HV 20d: 19.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-08 : Highest Volume — 2 contracts2024-07-10 : Largest IV drop — 32.1% change2024-07-09 : Highest IV Rank — 12.9%2024-07-30 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $35.30 $34.59 $35.98 $35.25 $35.98 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 36.1% 29.4% 43.3% 35.7% 40.8% Expected Move 9.9% 8.1% 12.4% 10.2% 11.7% HV 20d 19.0% 15.9% 21.8% 19.7% 20.4% HV 60d 22.9% 21.9% 24.0% 23.7% 22.7% IV Rank 7.7% 2.9% 12.9% 7.4% 11.0% IV Percentile 34.1% 14.3% 52.4% 32.1% 48.4% Term Structure -3.3% -12.2% 0.8% -6.6% -6.8% Skew 25d 1.6% 0.5% 3.4% 1.6% 0.5% Skew 10d 7.3% 2.9% 22.4% 2.9% 9.2% Call IV 25d 35.8% 29.1% 43.9% 38.7% 43.1% Put IV 25d 37.4% 30.8% 45.5% 40.2% 43.6% Bid-Ask Spread % 155.53 151.79 162.23 161.65 155.98 Gamma HHI 0.93 0.87 1.00 1.00 0.87 Net GEX 3.4K 0 7.0K 6.4K 0 Net DEX -14.4K -31.9K 0 -31.6K 0 Net VEX -42 -122 0 -122 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 0.091 0 2 0 0 Total OI 64.455 0 102 100 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 2024-07-01 $35.25 $40.00 35.7% 10.2% 19.7% 7.4% 0.0% 1.6% -6.6% 6.4K -31.6K -122 0.00 161.65 N/A N/A 0 0 100 0 2024-07-02 $35.42 $40.00 36.1% 10.4% 19.7% 7.7% 0.0% 1.2% -8.6% 6.7K -31.5K -119 0.00 162.23 N/A N/A 0 0 100 0 2024-07-03 $35.41 $40.00 38.8% 11.1% 19.8% 9.6% 0.0% 1.0% -12.2% 6.6K -31.6K -115 0.00 162.10 N/A N/A 0 0 100 0 2024-07-05 $35.64 $0.00 36.5% 8.1% 18.9% 8.0% 0.0% 1.8% 0.8% 7.0K -31.9K -107 0.00 151.79 N/A N/A 0 0 100 0 2024-07-08 $35.55 $0.00 40.2% 8.2% 19.0% 10.7% 0.0% 1.2% -1.3% 6.2K -25.1K -82 0.00 151.99 N/A N/A 2 0 100 0 2024-07-09 $34.85 $0.00 43.3% 8.5% 20.1% 12.9% 0.0% 1.5% -0.8% 4.8K -20.1K -69 0.00 155.21 N/A N/A 0 0 102 0 2024-07-10 $34.59 $0.00 29.4% 8.4% 20.3% 2.9% 0.0% 1.4% -0.7% 3.8K -14.4K -47 0.00 155.23 N/A N/A 0 0 102 0 2024-07-11 $34.96 $0.00 29.7% 8.5% 20.0% 3.1% 0.0% 1.8% 0.6% 5.0K -20.7K -62 0.00 153.61 N/A N/A 0 0 102 0 2024-07-12 $35.32 $0.00 29.6% 8.5% 18.3% 3.1% 0.0% 1.2% -0.7% 5.6K -21.9K -58 0.00 153.91 N/A N/A 0 0 102 0 2024-07-15 $35.61 $0.00 38.5% 11.0% 15.9% 9.4% 0.0% 0.7% -1.7% 6.4K -25.8K -51 0.00 155.23 N/A N/A 0 0 102 0 2024-07-16 $35.85 $0.00 30.2% 8.7% 15.9% 3.5% 0.0% 1.1% -0.2% 7.0K -27.6K -44 0.00 154.91 N/A N/A 0 0 102 0 2024-07-17 $35.37 $0.00 33.1% 9.5% 16.7% 5.6% 0.0% 1.6% -2.2% 5.4K -20.3K -31 0.00 152.33 N/A N/A 0 0 102 0 2024-07-18 $34.82 $0.00 34.0% 9.7% 17.1% 6.2% 0.0% 2.8% -1.3% 3.8K -13.4K -15 0.00 155.21 N/A N/A 0 0 102 0 2024-07-19 $34.73 $0.00 33.8% 9.7% 17.0% 6.0% 0.0% 2.2% -0.4% 0 0 0 0.00 155.21 N/A N/A 0 0 102 0 2024-07-22 $35.33 $0.00 34.3% 9.8% 17.9% 6.4% 0.0% 1.9% -1.4% 0 0 0 0.00 156.77 N/A N/A 0 0 0 0 2024-07-23 $35.64 $0.00 33.4% 9.6% 18.0% 5.8% 0.0% 2.1% -3.1% 0 0 0 0.00 156.73 N/A N/A 0 0 0 0 2024-07-24 $34.62 $0.00 38.0% 10.9% 21.2% 9.1% 0.0% 3.4% -2.7% 0 0 0 0.00 154.66 N/A N/A 0 0 0 0 2024-07-25 $35.23 $0.00 37.4% 10.7% 21.8% 8.6% 0.0% 0.8% -4.1% 0 0 0 0.00 153.95 N/A N/A 0 0 0 0 2024-07-26 $35.61 $0.00 37.9% 10.9% 19.8% 9.0% 0.0% 2.0% -3.5% 0 0 0 0.00 154.01 N/A N/A 0 0 0 0 2024-07-29 $35.42 $0.00 40.4% 11.6% 20.0% 10.7% 0.0% 2.9% -6.9% 0 0 0 0.00 154.54 N/A N/A 0 0 0 0 2024-07-30 $35.43 $0.00 43.2% 12.4% 19.8% 12.7% 0.0% 1.6% -8.1% 0 0 0 0.00 154.36 N/A N/A 0 0 0 0 2024-07-31 $35.98 $0.00 40.8% 11.7% 20.4% 11.0% 0.0% 0.5% -6.8% 0 0 0 0.00 155.98 N/A N/A 0 0 0 0
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