DAT Options History — December 2024

In December 2024, DAT traded between $43.82 and $49.14. ATM implied volatility averaged 28.0%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 12.1% (HV 20d: 40.1%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-19: Highest Volume — 1 contracts
2024-12-18: Largest IV spike — 48.1% change
2024-12-18: Highest IV Rank — 21.5%
2024-12-18: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.28	$43.82	$49.14	$46.65	$43.82
Max Pain	$34.00	$34.00	$34.00	$34.00	$34.00
ATM IV	28.0%	22.4%	35.7%	28.9%	31.1%
Expected Move	7.6%	6.3%	10.2%	8.3%	8.9%
HV 20d	40.1%	37.6%	42.9%	40.7%	38.3%
HV 60d	32.4%	27.8%	35.0%	28.0%	34.8%
IV Rank	6.6%	0.0%	21.5%	3.8%	14.0%
IV Percentile	17.9%	0.0%	59.9%	15.1%	36.5%
Term Structure	0.9%	-3.9%	7.2%	0.0%	-1.9%
Skew 25d	3.5%	0.1%	11.3%	7.1%	1.9%
Skew 10d	5.5%	0.6%	14.7%	12.8%	2.0%
Call IV 25d	26.0%	18.6%	33.3%	26.4%	33.3%
Put IV 25d	29.5%	23.6%	40.3%	33.6%	35.1%
Bid-Ask Spread %	146.06	135.12	153.88	138.68	153.88
Gamma HHI	0.95	0.54	1.00	0.99	0.68
Net GEX	370	329	531	357	464
Net DEX	-32.0K	-43.2K	-10.3K	-39.2K	-12.7K
Net VEX	-50	-54	-49	-52	-54
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	0.095	0	1	0	0
Total OI	8.429	4	11	10	5

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-12-02	$46.65	$34.00	28.9%	8.3%	40.7%	3.8%	0.0%	7.1%	0.0%	357	-39.2K	-52	138.68	N/A	N/A	0	10
2024-12-03	$46.86	$34.00	27.8%	8.0%	40.4%	2.9%	0.0%	4.8%	-3.5%	351	-39.7K	-51	137.81	N/A	N/A	0	10
2024-12-04	$48.28	$34.00	27.3%	7.8%	40.8%	2.4%	0.0%	10.3%	-3.6%	356	-42.0K	-50	135.12	N/A	N/A	0	10
2024-12-05	$47.09	$0.00	30.5%	6.8%	39.2%	5.2%	0.0%	0.1%	-1.5%	342	-41.3K	-49	143.89	N/A	N/A	0	10
2024-12-06	$49.14	$0.00	29.3%	6.7%	40.5%	4.1%	0.0%	7.0%	7.0%	337	-43.2K	-49	142.27	N/A	N/A	0	10
2024-12-09	$48.19	$0.00	33.7%	6.3%	40.4%	7.9%	0.0%	2.4%	4.1%	348	-41.5K	-50	143.20	N/A	N/A	0	10
2024-12-10	$46.30	$0.00	33.1%	6.6%	40.8%	7.3%	0.0%	2.8%	3.9%	347	-39.4K	-50	148.59	N/A	N/A	0	10
2024-12-11	$47.64	$0.00	22.4%	6.4%	41.6%	0.0%	0.0%	0.4%	3.2%	356	-41.0K	-50	144.75	N/A	N/A	0	10
2024-12-12	$47.70	$0.00	22.8%	6.5%	41.1%	0.3%	0.0%	4.4%	7.2%	341	-41.0K	-50	145.78	N/A	N/A	0	10
2024-12-13	$46.31	$0.00	22.9%	6.6%	42.9%	0.8%	0.0%	1.8%	3.8%	358	-39.4K	-50	146.45	N/A	N/A	0	10
2024-12-16	$47.03	$0.00	23.6%	6.8%	39.7%	1.9%	0.0%	2.0%	3.1%	360	-40.7K	-49	146.13	N/A	N/A	0	10
2024-12-17	$46.63	$0.00	24.1%	6.9%	37.6%	2.7%	0.0%	1.9%	2.4%	354	-40.1K	-49	147.41	N/A	N/A	0	10
2024-12-18	$44.27	$0.00	35.7%	10.2%	42.4%	21.5%	0.0%	11.3%	-0.2%	339	-35.9K	-50	151.85	N/A	N/A	0	10
2024-12-19	$44.63	$0.00	28.8%	8.3%	42.4%	10.4%	0.0%	3.0%	0.4%	329	-36.8K	-50	144.67	N/A	N/A	1	10
2024-12-20	$45.43	$0.00	29.0%	8.3%	41.2%	10.8%	0.0%	0.4%	-0.3%	531	-41.8K	-50	145.53	N/A	N/A	0	11
2024-12-23	$45.27	$0.00	27.5%	7.9%	39.3%	8.3%	0.0%	2.2%	-0.5%	340	-10.7K	-49	147.24	N/A	N/A	0	4
2024-12-24	$45.73	$0.00	25.7%	7.4%	38.4%	5.4%	0.0%	2.7%	1.0%	358	-11.1K	-49	150.41	N/A	N/A	0	4
2024-12-26	$45.82	$0.00	26.1%	7.5%	38.1%	6.0%	0.0%	2.0%	0.1%	357	-11.2K	-49	151.37	N/A	N/A	0	4
2024-12-27	$44.82	$0.00	28.2%	8.1%	38.6%	9.4%	0.0%	2.4%	-1.3%	377	-10.3K	-49	151.45	N/A	N/A	1	4
2024-12-30	$44.32	$0.00	30.3%	8.7%	38.4%	12.7%	0.0%	3.0%	-3.9%	459	-13.3K	-54	150.84	N/A	N/A	0	5
2024-12-31	$43.82	$0.00	31.1%	8.9%	38.3%	14.0%	0.0%	1.9%	-1.9%	464	-12.7K	-54	153.88	N/A	N/A	0	5