DAT Options History — August 2024 In August 2024, DAT traded between $32.41 and $35.92. ATM implied volatility averaged 45.1%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 14.1% (HV 20d: 31.0%). Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-02 : Highest Volume — 4 contracts2024-08-05 : Largest IV spike — 75.0% change2024-08-05 : Highest IV Rank — 41.9%2024-08-05 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $34.66 $32.41 $35.92 $34.64 $35.53 ATM IV 45.1% 29.1% 84.2% 43.9% 33.2% Expected Move 10.2% 8.3% 15.8% 12.6% 9.5% HV 20d 31.0% 24.6% 33.5% 24.6% 25.9% HV 60d 25.4% 23.8% 26.7% 23.8% 24.4% IV Rank 14.1% 2.7% 41.9% 13.3% 5.6% IV Percentile 44.7% 13.1% 92.5% 55.2% 29.8% Term Structure -4.2% -10.8% 11.9% -6.6% -6.3% Skew 25d 2.5% 0.4% 4.3% 3.0% 3.4% Skew 10d 4.4% 2.7% 9.0% 6.2% 3.2% Call IV 25d 36.3% 31.0% 50.6% 45.4% 35.2% Put IV 25d 38.7% 32.4% 54.8% 48.4% 38.6% Bid-Ask Spread % 141.22 133.05 156.35 156.35 141.26 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 260 0 317 0 304 Net DEX -7.5K -9.3K 0 0 -9.1K Net VEX -28 -32 0 0 -29 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 0.182 0 4 0 0 Total OI 3.636 0 4 0 4
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 2024-08-01 $34.64 $0.00 43.9% 12.6% 24.6% 13.3% 0.0% 3.0% -6.6% 0 0 0 0.00 156.35 N/A N/A 0 0 0 0 2024-08-02 $33.37 $0.00 48.1% 13.8% 27.6% 16.3% 0.0% 3.0% -6.0% 0 0 0 0.00 155.47 N/A N/A 4 0 0 0 2024-08-05 $32.41 $0.00 84.2% 15.8% 29.1% 41.9% 0.0% 4.2% -5.8% 198 -6.4K -32 0.00 140.33 N/A N/A 0 0 4 0 2024-08-06 $33.01 $0.00 82.8% 13.6% 29.6% 41.0% 0.0% 4.3% 6.1% 201 -6.3K -31 0.00 148.38 N/A N/A 0 0 4 0 2024-08-07 $33.16 $0.00 54.2% 10.8% 29.6% 20.6% 0.0% 2.6% -1.5% 267 -6.8K -32 0.00 133.05 N/A N/A 0 0 4 0 2024-08-08 $34.34 $0.00 68.7% 11.5% 32.2% 30.9% 0.0% 2.9% -10.8% 257 -7.8K -32 0.00 148.14 N/A N/A 0 0 4 0 2024-08-09 $33.81 $0.00 52.6% 9.7% 32.3% 19.5% 0.0% 3.1% -8.9% 275 -7.4K -32 0.00 135.50 N/A N/A 0 0 4 0 2024-08-12 $33.58 $0.00 67.9% 9.2% 32.1% 30.4% 0.0% 2.8% -6.6% 280 -7.1K -32 0.00 137.19 N/A N/A 0 0 4 0 2024-08-13 $34.43 $0.00 78.4% 9.1% 33.4% 37.8% 0.0% 2.5% -5.8% 288 -7.9K -32 0.00 136.91 N/A N/A 0 0 4 0 2024-08-14 $34.36 $0.00 30.4% 8.7% 33.2% 3.7% 0.0% 2.4% -5.2% 301 -7.8K -32 0.00 137.81 N/A N/A 0 0 4 0 2024-08-15 $35.00 $0.00 29.7% 8.5% 33.4% 3.1% 0.0% 1.4% 11.9% 303 -8.6K -31 0.00 138.45 N/A N/A 0 0 4 0 2024-08-16 $35.25 $0.00 30.5% 8.7% 33.5% 3.7% 0.0% 2.1% -4.4% 305 -8.8K -31 0.00 137.92 N/A N/A 0 0 4 0 2024-08-19 $35.72 $0.00 29.2% 8.4% 33.3% 2.8% 0.0% 2.4% -4.5% 311 -9.1K -31 0.00 139.69 N/A N/A 0 0 4 0 2024-08-20 $35.68 $0.00 29.1% 8.3% 33.1% 2.7% 0.0% 1.3% -5.1% 308 -9.2K -31 0.00 140.28 N/A N/A 0 0 4 0 2024-08-21 $35.92 $0.00 30.4% 8.7% 31.4% 3.7% 0.0% 2.1% -3.1% 308 -9.3K -30 0.00 139.62 N/A N/A 0 0 4 0 2024-08-22 $35.23 $0.00 31.9% 9.2% 31.7% 4.7% 0.0% 1.2% -5.8% 302 -8.8K -30 0.00 139.04 N/A N/A 0 0 4 0 2024-08-23 $35.55 $0.00 30.9% 8.9% 31.6% 4.0% 0.0% 2.3% -2.6% 295 -9.2K -30 0.00 140.17 N/A N/A 0 0 4 0 2024-08-26 $35.64 $0.00 32.4% 9.3% 31.5% 5.1% 0.0% 1.3% -3.5% 293 -9.3K -30 0.00 140.63 N/A N/A 0 0 4 0 2024-08-27 $35.45 $0.00 35.3% 10.1% 31.6% 7.1% 0.0% 0.4% -7.9% 301 -9.2K -29 0.00 140.56 N/A N/A 0 0 4 0 2024-08-28 $34.88 $0.00 35.7% 10.2% 31.6% 7.5% 0.0% 2.5% -4.5% 317 -8.3K -30 0.00 140.44 N/A N/A 0 0 4 0 2024-08-29 $35.67 $0.00 33.1% 9.5% 29.5% 5.6% 0.0% 2.7% -4.4% 310 -9.1K -30 0.00 139.63 N/A N/A 0 0 4 0 2024-08-30 $35.53 $0.00 33.2% 9.5% 25.9% 5.6% 0.0% 3.4% -6.3% 304 -9.1K -29 0.00 141.26 N/A N/A 0 0 4 0
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