DAT Options History — September 2024 In September 2024, DAT traded between $33.38 and $35.52. ATM implied volatility averaged 36.6%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 13.8% (HV 20d: 22.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 53.6% change2024-09-18 : Highest IV Rank — 19.3%2024-09-18 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $34.73 $33.38 $35.52 $34.44 $35.47 ATM IV 36.6% 30.2% 49.1% 39.3% 35.9% Expected Move 9.8% 8.7% 13.7% 11.3% 10.3% HV 20d 22.8% 19.4% 26.2% 26.2% 19.4% HV 60d 24.9% 24.4% 25.6% 25.2% 24.5% IV Rank 8.9% 3.6% 19.3% 10.0% 9.1% IV Percentile 39.7% 18.7% 67.9% 51.6% 45.6% Term Structure -3.7% -10.9% 2.9% -9.6% -7.4% Skew 25d 2.4% 1.3% 3.2% 1.9% 2.4% Skew 10d 7.2% 3.6% 19.1% 3.6% 6.3% Call IV 25d 35.0% 30.4% 53.8% 41.5% 36.9% Put IV 25d 37.5% 32.4% 56.1% 43.4% 39.3% Bid-Ask Spread % 157.40 141.04 178.10 141.59 160.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 344 295 410 308 357 Net DEX -8.1K -9.2K -6.8K -7.9K -9.2K Net VEX -27 -29 -25 -29 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
Daily Data (20 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 2024-09-03 $34.44 $0.00 39.3% 11.3% 26.2% 10.0% 0.0% 1.9% -9.6% 308 -7.9K -29 0.00 141.59 N/A N/A 0 0 4 0 2024-09-04 $34.48 $0.00 40.5% 11.6% 25.6% 10.8% 0.0% 3.2% -8.5% 299 -7.9K -29 0.00 141.04 N/A N/A 0 0 4 0 2024-09-05 $34.21 $0.00 41.2% 9.0% 25.8% 11.3% 0.0% 1.5% -5.3% 316 -7.7K -29 0.00 152.54 N/A N/A 0 0 4 0 2024-09-06 $33.38 $0.00 44.2% 9.7% 24.2% 13.5% 0.0% 1.3% 2.0% 295 -6.8K -28 0.00 151.00 N/A N/A 0 0 4 0 2024-09-09 $34.09 $0.00 46.6% 9.6% 24.8% 15.2% 0.0% 2.9% -6.8% 317 -7.3K -28 0.00 151.59 N/A N/A 0 0 4 0 2024-09-10 $33.91 $0.00 49.1% 9.1% 24.7% 16.9% 0.0% 2.7% -5.9% 317 -7.2K -28 0.00 153.84 N/A N/A 0 0 4 0 2024-09-11 $34.20 $0.00 32.3% 9.3% 23.2% 5.0% 0.0% 2.1% -6.5% 332 -7.5K -28 0.00 154.33 N/A N/A 0 0 4 0 2024-09-12 $34.29 $0.00 30.3% 8.7% 23.2% 3.6% 0.0% 2.7% -5.5% 346 -7.6K -28 0.00 157.38 N/A N/A 0 0 4 0 2024-09-13 $34.62 $0.00 30.2% 8.7% 22.5% 4.2% 0.0% 2.7% 2.9% 345 -7.9K -28 0.00 158.06 N/A N/A 0 0 4 0 2024-09-16 $34.90 $0.00 31.2% 8.9% 22.5% 5.1% 0.0% 3.2% 1.8% 351 -8.3K -27 0.00 157.85 N/A N/A 0 0 4 0 2024-09-17 $34.79 $0.00 31.1% 8.9% 22.0% 5.0% 0.0% 3.1% 2.4% 357 -8.1K -27 0.00 158.19 N/A N/A 0 0 4 0 2024-09-18 $34.66 $0.00 47.8% 13.7% 22.0% 19.3% 0.0% 2.4% -5.9% 410 -7.2K -26 0.00 178.10 N/A N/A 0 0 4 0 2024-09-19 $35.28 $0.00 31.6% 9.1% 22.9% 5.4% 0.0% 2.8% -2.7% 350 -8.8K -27 0.00 157.66 N/A N/A 0 0 4 0 2024-09-20 $35.17 $0.00 30.9% 8.9% 21.8% 4.8% 0.0% 2.9% -0.1% 354 -8.6K -26 0.00 159.60 N/A N/A 0 0 4 0 2024-09-23 $35.36 $0.00 31.2% 8.9% 21.7% 5.1% 0.0% 2.9% -0.5% 347 -8.9K -26 0.00 159.34 N/A N/A 0 0 4 0 2024-09-24 $35.28 $0.00 31.9% 9.1% 21.6% 5.7% 0.0% 2.4% -2.5% 379 -8.8K -26 0.00 160.86 N/A N/A 0 0 4 0 2024-09-25 $35.16 $0.00 32.0% 9.2% 21.6% 5.8% 0.0% 1.5% -1.9% 358 -8.8K -26 0.00 159.61 N/A N/A 0 0 4 0 2024-09-26 $35.49 $0.00 43.4% 12.4% 21.0% 15.5% 0.0% 2.1% -10.9% 403 -8.6K -25 0.00 174.29 N/A N/A 0 0 4 0 2024-09-27 $35.52 $0.00 32.1% 9.2% 19.4% 5.8% 0.0% 2.0% -2.7% 345 -9.2K -25 0.00 160.34 N/A N/A 0 0 4 0 2024-09-30 $35.47 $0.00 35.9% 10.3% 19.4% 9.1% 0.0% 2.4% -7.4% 357 -9.2K -25 0.00 160.89 N/A N/A 0 0 4 0
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