DAT Options History — November 2024 In November 2024, DAT traded between $37.50 and $47.05. ATM implied volatility averaged 34.4%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.8% (HV 20d: 33.6%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-21 : Highest Volume — 4 contracts2024-11-13 : Largest IV drop — 51.9% change2024-11-12 : Highest IV Rank — 29.9%2024-11-01 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.60 $37.50 $47.05 $37.67 $46.30 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 34.4% 24.4% 60.3% 39.2% 26.4% Expected Move 7.8% 6.9% 11.2% 11.2% 7.6% HV 20d 33.6% 19.3% 41.6% 19.5% 40.8% HV 60d 25.8% 20.1% 29.2% 20.4% 28.7% IV Rank 8.2% 0.0% 29.9% 11.9% 1.7% IV Percentile 34.1% 0.0% 91.7% 64.3% 4.0% Term Structure -1.7% -12.9% 3.0% -6.3% -2.3% VWIV 33.4% 29.9% 36.9% 36.9% 29.9% Skew 25d 2.2% -8.9% 8.3% 3.1% 3.6% Skew 10d 7.4% 3.5% 15.7% 12.9% 8.5% Call IV 25d 27.5% 23.3% 40.3% 40.3% 27.3% Put IV 25d 29.7% 25.9% 43.4% 43.4% 31.0% Bid-Ask Spread % 138.21 132.88 156.09 156.09 137.20 Gamma HHI 0.84 0.51 1.00 1.00 1.00 Net GEX 320 0 531 479 349 Net DEX -27.9K -42.1K -18.0K -18.0K -39.1K Net VEX -21 -58 0 -24 -52 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 0.45 0 4 0 0 Total OI 7.35 6 11 6 10
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 2024-11-01 $37.67 $0.00 39.2% 11.2% 19.5% 11.9% 0.0% 3.1% -6.3% 479 -18.0K -24 0.00 156.09 N/A N/A 0 0 6 0 2024-11-04 $37.50 $34.00 44.4% 9.1% 19.3% 16.4% 0.0% 1.8% -1.5% 480 -18.0K -22 0.00 136.65 N/A N/A 0 0 6 0 2024-11-05 $38.32 $34.00 45.0% 8.4% 20.0% 16.9% 0.0% 2.1% 0.3% 418 -19.5K -19 0.00 138.80 N/A N/A 0 0 6 0 2024-11-06 $40.53 $34.00 38.4% 7.1% 27.3% 11.2% 0.0% 1.9% 1.3% 402 -23.2K -7 0.00 141.55 N/A N/A 0 0 6 0 2024-11-07 $41.66 $34.00 42.4% 6.9% 28.3% 14.7% 0.0% 1.2% 2.3% 116 -25.0K 0 0.00 138.71 N/A N/A 0 0 6 0 2024-11-08 $40.80 $34.00 40.8% 7.1% 29.3% 13.3% 0.0% 1.7% 1.6% 196 -23.4K -8 0.00 139.33 N/A N/A 0 0 6 0 2024-11-11 $42.86 $34.00 53.6% 7.0% 33.4% 24.2% 0.0% 1.4% 1.7% 0 -25.7K 0 0.00 136.58 N/A N/A 0 0 6 0 2024-11-12 $42.63 $34.00 60.3% 7.0% 32.9% 29.9% 0.0% 3.8% 2.4% 111 -25.0K -4 0.00 136.16 N/A N/A 0 0 6 0 2024-11-13 $42.09 $34.00 29.0% 8.3% 33.3% 3.2% 36.9% -8.9% -10.3% 227 -23.3K -11 0.00 132.88 N/A N/A 1 0 6 0 2024-11-14 $42.57 $34.00 24.4% 7.0% 33.1% 0.0% 0.0% 2.7% 1.2% 307 -26.7K -8 0.00 138.11 N/A N/A 0 0 7 0 2024-11-15 $40.89 $34.00 30.2% 8.7% 37.0% 4.9% 0.0% 0.7% -12.9% 397 -23.1K -18 0.00 136.66 N/A N/A 0 0 7 0 2024-11-18 $42.69 $34.00 26.4% 7.6% 39.1% 1.7% 0.0% 5.8% 3.0% 304 -26.9K -7 0.00 138.16 N/A N/A 0 0 7 0 2024-11-19 $43.23 $34.00 27.0% 7.7% 38.8% 2.1% 0.0% 2.5% -0.8% 346 -27.6K -6 0.00 138.23 N/A N/A 0 0 7 0 2024-11-20 $42.90 $34.00 30.9% 8.9% 38.2% 5.5% 0.0% -0.4% -12.1% 365 -25.7K -15 0.00 136.92 N/A N/A 0 0 7 0 2024-11-21 $44.34 $34.00 26.6% 7.6% 39.1% 1.8% 0.0% 2.7% -0.6% 317 -29.0K -7 0.00 136.76 N/A N/A 4 0 7 0 2024-11-22 $45.89 $34.00 25.6% 7.3% 40.1% 1.0% 29.9% 2.7% -1.0% 531 -42.1K -58 0.00 135.01 N/A N/A 1 0 11 0 2024-11-25 $47.05 $34.00 26.8% 7.7% 40.3% 2.0% 0.0% 8.3% 1.7% 355 -39.8K -53 0.00 135.49 N/A N/A 0 0 10 0 2024-11-26 $46.41 $34.00 25.5% 7.3% 41.0% 0.9% 0.0% 4.4% 0.4% 352 -38.9K -53 0.00 137.85 N/A N/A 3 0 10 0 2024-11-27 $45.72 $34.00 25.8% 7.4% 41.6% 1.2% 0.0% 2.9% -1.4% 350 -38.4K -53 0.00 137.13 N/A N/A 0 0 10 0 2024-11-29 $46.30 $34.00 26.4% 7.6% 40.8% 1.7% 0.0% 3.6% -2.3% 349 -39.1K -52 0.00 137.20 N/A N/A 0 0 10 0
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