DAT Options History — February 2025 In February 2025, DAT traded between $42.80 and $48.87. ATM implied volatility averaged 30.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 5.7% (HV 20d: 25.1%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-14 : Highest Volume — 350 contracts2025-02-28 : Largest IV spike — 74.8% change2025-02-28 : Highest IV Rank — 60.5%2025-02-28 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $46.55 $42.80 $48.87 $46.20 $43.73 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 30.8% 24.4% 59.8% 32.8% 59.8% Expected Move 8.6% 7.0% 17.1% 9.4% 17.1% HV 20d 25.1% 21.1% 30.0% 26.9% 27.0% HV 60d 32.7% 31.0% 36.7% 36.3% 31.0% IV Rank 13.7% 3.2% 60.5% 16.8% 60.5% IV Percentile 31.5% 2.0% 96.0% 49.2% 96.0% Term Structure -1.7% -21.1% 3.2% -5.6% -21.1% VWIV 43.5% 43.5% 43.5% 43.5% 43.5% Skew 25d 2.0% -1.9% 3.6% -0.2% 1.2% Skew 10d 6.1% 0.9% 23.3% 0.9% 23.3% Call IV 25d 30.6% 22.5% 84.6% 34.2% 84.6% Put IV 25d 32.6% 25.8% 85.8% 34.0% 85.8% Bid-Ask Spread % 135.75 122.29 155.90 145.81 155.90 Gamma HHI 0.60 0.36 0.93 0.44 0.37 Net GEX 1.3K 386 2.5K 898 2.4K Net DEX -44.6K -72.7K -22.8K -32.6K -60.5K Net VEX -168 -356 -35 -92 -349 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 40.368 0 350 0 0 Total OI 15.684 6 29 10 29
Daily Data (19 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 2025-02-03 $46.20 $0.00 32.8% 9.4% 26.9% 16.8% 0.0% -0.2% -5.6% 898 -32.6K -92 0.00 145.81 N/A N/A 0 0 10 0 2025-02-04 $47.80 $0.00 30.3% 8.7% 27.8% 12.7% 0.0% 3.6% -2.2% 856 -36.1K -85 0.00 147.50 N/A N/A 0 0 10 0 2025-02-05 $47.91 $0.00 29.3% 8.4% 27.7% 11.2% 0.0% 2.3% -1.5% 837 -37.4K -83 0.00 144.12 N/A N/A 63 0 10 0 2025-02-06 $48.25 $40.00 28.8% 8.0% 23.0% 10.4% 0.0% 3.3% -0.6% 518 -27.7K -52 0.00 122.29 N/A N/A 160 0 7 0 2025-02-07 $48.05 $40.00 30.6% 7.7% 23.2% 13.3% 0.0% 3.3% 0.2% 531 -27.4K -52 0.00 128.82 N/A N/A 1 0 7 0 2025-02-10 $48.87 $40.00 31.7% 7.7% 22.2% 15.0% 0.0% 2.8% -0.8% 396 -25.4K -35 0.00 127.56 N/A N/A 0 0 6 0 2025-02-11 $48.41 $40.00 34.0% 7.5% 21.8% 18.8% 0.0% 2.9% 2.7% 407 -23.5K -43 0.00 128.87 N/A N/A 0 0 6 0 2025-02-12 $48.75 $40.00 25.8% 7.4% 21.5% 5.4% 0.0% 2.3% 1.2% 386 -24.4K -41 0.00 129.93 N/A N/A 0 0 6 0 2025-02-13 $48.70 $40.00 24.4% 7.0% 21.1% 3.2% 0.0% 2.5% 1.2% 391 -23.7K -43 0.00 129.25 N/A N/A 0 0 6 0 2025-02-14 $47.78 $40.00 25.3% 7.3% 22.7% 4.7% 0.0% 1.8% 1.6% 436 -22.8K -45 0.00 128.59 N/A N/A 350 0 6 0 2025-02-18 $48.27 $40.00 24.6% 7.1% 22.8% 3.6% 0.0% 2.5% 3.2% 1.5K -72.7K -210 0.00 129.34 N/A N/A 182 0 20 0 2025-02-19 $47.16 $40.00 25.5% 7.3% 24.1% 5.0% 0.0% 1.3% 1.7% 1.6K -70.1K -211 0.00 134.25 N/A N/A 0 0 20 0 2025-02-20 $46.22 $40.00 26.5% 7.6% 25.3% 6.6% 43.5% 1.8% -1.0% 1.7K -63.6K -224 0.00 136.62 N/A N/A 1 0 20 0 2025-02-21 $44.61 $0.00 28.2% 8.1% 28.4% 9.3% 0.0% 1.8% 0.0% 1.6K -51.7K -229 0.00 135.99 N/A N/A 10 0 19 0 2025-02-24 $43.93 $0.00 29.7% 8.5% 28.8% 11.9% 0.0% 2.0% -2.1% 2.5K -66.5K -356 0.00 138.24 N/A N/A 0 0 29 0 2025-02-25 $42.80 $0.00 32.1% 9.2% 30.0% 15.7% 0.0% 2.0% -2.4% 2.4K -59.3K -348 0.00 138.26 N/A N/A 0 0 29 0 2025-02-26 $43.20 $0.00 32.4% 9.3% 26.3% 16.2% 0.0% 2.0% -2.1% 2.4K -60.8K -347 0.00 138.79 N/A N/A 0 0 29 0 2025-02-27 $43.90 $0.00 34.2% 9.8% 27.0% 19.1% 0.0% -1.9% -5.2% 2.5K -60.3K -346 0.00 139.08 N/A N/A 0 0 29 0 2025-02-28 $43.73 $0.00 59.8% 17.1% 27.0% 60.5% 0.0% 1.2% -21.1% 2.4K -60.5K -349 0.00 155.90 N/A N/A 0 0 29 0
« Jan 2025 | All History | Mar 2025 » Home DAT History February 2025