DAT Options History — October 2024 In October 2024, DAT traded between $34.70 and $38.33. ATM implied volatility averaged 34.7%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 16.0% (HV 20d: 18.8%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-23 : Highest Volume — 3 contracts2024-10-09 : Largest IV drop — 24.9% change2024-10-07 : Highest IV Rank — 16.4%2024-10-31 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.70 $34.70 $38.33 $34.70 $37.63 ATM IV 34.7% 30.5% 44.4% 35.8% 39.5% Expected Move 9.5% 8.5% 11.3% 10.3% 11.3% HV 20d 18.8% 16.2% 21.2% 17.6% 21.2% HV 60d 24.2% 21.3% 25.3% 24.9% 21.5% IV Rank 8.1% 4.5% 16.4% 9.0% 12.2% IV Percentile 41.7% 21.4% 69.8% 45.6% 64.7% Term Structure -1.3% -6.7% 4.4% -6.7% -5.5% Skew 25d 2.8% 1.7% 4.6% 1.7% 4.4% Skew 10d 8.5% 3.4% 14.7% 3.4% 13.3% Call IV 25d 33.7% 29.1% 40.2% 38.9% 40.2% Put IV 25d 36.5% 32.2% 44.6% 40.6% 44.6% Bid-Ask Spread % 153.45 147.94 162.33 162.33 156.10 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 391 293 568 403 466 Net DEX -12.3K -18.8K -8.2K -8.3K -17.8K Net VEX -22 -28 -15 -25 -24 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 0.13 0 3 0 0 Total OI 4.522 4 6 4 6
Daily Data (23 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 2024-10-01 $34.70 $0.00 35.8% 10.3% 17.6% 9.0% 0.0% 1.7% -6.7% 403 -8.3K -25 0.00 162.33 N/A N/A 0 0 4 0 2024-10-02 $34.91 $0.00 36.4% 10.4% 17.7% 9.5% 0.0% 3.4% -5.3% 378 -8.4K -25 0.00 161.52 N/A N/A 0 0 4 0 2024-10-03 $34.78 $0.00 36.7% 9.3% 17.5% 9.8% 0.0% 3.0% 1.4% 379 -8.2K -25 0.00 148.73 N/A N/A 0 0 4 0 2024-10-04 $35.72 $0.00 35.6% 8.5% 17.1% 8.9% 0.0% 3.0% 1.1% 352 -9.5K -24 0.00 151.29 N/A N/A 0 0 4 0 2024-10-07 $35.46 $0.00 44.4% 9.2% 16.2% 16.4% 0.0% 2.4% 2.2% 354 -9.1K -24 0.00 149.91 N/A N/A 0 0 4 0 2024-10-08 $36.01 $0.00 41.0% 8.9% 16.6% 13.5% 0.0% 3.2% 1.9% 354 -9.9K -22 0.00 150.70 N/A N/A 0 0 4 0 2024-10-09 $36.53 $0.00 30.8% 8.8% 17.0% 4.7% 0.0% 3.1% 0.0% 343 -10.6K -21 0.00 148.87 N/A N/A 0 0 4 0 2024-10-10 $36.98 $0.00 31.1% 8.9% 17.3% 5.0% 0.0% 2.6% 0.8% 332 -11.1K -20 0.00 149.09 N/A N/A 0 0 4 0 2024-10-11 $37.73 $0.00 30.7% 8.8% 18.1% 4.7% 0.0% 3.0% -1.0% 297 -12.3K -18 0.00 147.94 N/A N/A 0 0 4 0 2024-10-14 $37.80 $0.00 30.5% 8.7% 18.1% 4.5% 0.0% 2.9% -0.2% 293 -12.4K -17 0.00 150.91 N/A N/A 0 0 4 0 2024-10-15 $37.30 $0.00 32.6% 9.3% 18.9% 6.2% 0.0% 2.7% -0.2% 327 -11.7K -19 0.00 148.38 N/A N/A 0 0 4 0 2024-10-16 $37.04 $0.00 32.2% 9.2% 19.1% 5.9% 0.0% 2.3% -1.6% 355 -11.2K -19 0.00 151.73 N/A N/A 0 0 4 0 2024-10-17 $36.87 $0.00 31.6% 9.1% 18.5% 5.4% 0.0% 1.9% 0.4% 352 -11.2K -19 0.00 154.15 N/A N/A 0 0 4 0 2024-10-18 $37.28 $0.00 31.0% 8.9% 18.7% 4.9% 0.0% 1.9% -0.7% 338 -11.9K -17 0.00 153.62 N/A N/A 0 0 4 0 2024-10-21 $36.97 $0.00 32.4% 9.3% 19.1% 6.1% 0.0% 3.1% 4.4% 568 -10.6K -15 0.00 154.90 N/A N/A 0 0 4 0 2024-10-22 $36.70 $0.00 32.8% 9.4% 19.3% 6.4% 0.0% 1.9% -1.2% 378 -10.8K -19 0.00 157.04 N/A N/A 0 0 4 0 2024-10-23 $36.13 $0.00 34.9% 10.0% 20.2% 8.3% 0.0% 3.1% -2.3% 401 -10.2K -20 0.00 155.93 N/A N/A 3 0 4 0 2024-10-24 $36.71 $0.00 33.9% 9.7% 20.7% 7.4% 0.0% 1.7% -1.5% 488 -15.8K -28 0.00 155.41 N/A N/A 0 0 6 0 2024-10-25 $36.91 $0.00 34.6% 9.9% 20.7% 8.0% 0.0% 2.9% -2.2% 520 -16.6K -27 0.00 156.31 N/A N/A 0 0 6 0 2024-10-28 $37.45 $0.00 36.2% 10.4% 21.2% 9.4% 0.0% 3.0% -3.4% 482 -17.4K -26 0.00 155.94 N/A N/A 0 0 6 0 2024-10-29 $38.33 $0.00 36.8% 10.5% 20.2% 9.8% 0.0% 4.6% -5.5% 416 -18.8K -22 0.00 152.72 N/A N/A 0 0 6 0 2024-10-30 $38.06 $0.00 37.3% 10.7% 20.7% 10.3% 0.0% 2.5% -4.6% 428 -18.5K -24 0.00 155.84 N/A N/A 0 0 6 0 2024-10-31 $37.63 $0.00 39.5% 11.3% 21.2% 12.2% 0.0% 4.4% -5.5% 466 -17.8K -24 0.00 156.10 N/A N/A 0 0 6 0
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