DAT Options History — March 2025

In March 2025, DAT traded between $38.51 and $43.23. ATM implied volatility averaged 37.8%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 0.3% (HV 20d: 37.5%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-25: Highest Volume — 1 contracts
  • 2025-03-10: Largest IV spike — 25.3% change
  • 2025-03-10: Highest IV Rank — 47.9%
  • 2025-03-12: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.78$38.51$43.23$42.51$39.66
Max Pain$43.00$43.00$43.00$43.00$43.00
ATM IV37.8%31.4%52.0%37.6%46.2%
Expected Move11.0%8.2%15.9%10.8%9.9%
HV 20d37.5%25.8%46.0%28.3%45.7%
HV 60d32.3%30.5%34.5%31.4%34.5%
IV Rank25.0%14.5%47.9%24.7%38.5%
IV Percentile69.5%41.3%93.7%74.6%91.3%
Term Structure-5.0%-18.9%1.9%-1.6%-4.5%
Skew 25d1.8%-2.3%8.1%4.2%-0.4%
Skew 10d1.3%-2.8%4.5%4.1%-0.7%
Call IV 25d34.6%29.0%41.2%38.1%40.1%
Put IV 25d36.4%32.7%44.2%42.3%39.7%
Bid-Ask Spread %136.35116.14143.33138.96142.05
Gamma HHI0.360.350.380.370.36
Net GEX2.2K1.7K2.6K2.3K2.1K
Net DEX-47.0K-59.4K-34.3K-53.4K-36.9K
Net VEX-301-342-264-334-269
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480100
Total OI29.1929302930

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$42.51$0.0037.6%10.8%28.3%24.7%0.0%4.2%-1.6%2.3K-53.4K-3340.00138.96N/AN/A00290
2025-03-04$43.23$0.0036.6%10.5%29.3%23.0%0.0%5.7%-3.0%2.3K-58.5K-3420.00137.96N/AN/A00290
2025-03-05$43.13$0.0038.2%10.9%25.8%25.5%0.0%8.1%-5.8%2.3K-56.5K-3340.00137.69N/AN/A00290
2025-03-06$41.27$0.0042.9%12.3%29.0%33.2%0.0%2.2%-0.5%2.1K-47.4K-3140.00136.77N/AN/A00290
2025-03-07$40.70$0.0041.5%11.9%28.6%30.9%0.0%5.2%-0.8%2.1K-44.0K-3070.00139.29N/AN/A00290
2025-03-10$38.51$0.0052.0%14.9%33.0%47.9%0.0%3.4%-6.5%1.7K-34.4K-2700.00137.83N/AN/A00290
2025-03-11$39.44$0.0041.1%15.2%33.9%30.3%0.0%6.6%-3.4%1.8K-38.0K-2840.00139.39N/AN/A00290
2025-03-12$38.74$0.0035.5%15.9%33.9%21.2%0.0%-1.0%-2.9%1.9K-38.6K-2780.00140.12N/AN/A00290
2025-03-13$38.69$0.0040.0%15.1%33.5%28.5%0.0%3.5%-2.5%1.7K-34.3K-2640.00141.76N/AN/A00290
2025-03-14$40.95$0.0034.6%14.5%41.3%19.8%0.0%-0.1%-0.4%2.2K-42.9K-2990.00143.33N/AN/A00290
2025-03-17$40.70$43.0032.3%9.5%41.1%16.0%0.0%1.3%1.1%2.3K-48.0K-3040.00116.66N/AN/A00290
2025-03-18$40.34$43.0035.0%9.7%40.5%20.3%0.0%1.5%-0.1%2.2K-43.0K-2880.00116.14N/AN/A00290
2025-03-19$40.81$43.0031.4%9.1%40.8%14.5%0.0%1.5%-0.2%2.2K-50.4K-3060.00119.81N/AN/A00290
2025-03-20$40.47$0.0037.5%9.0%40.5%24.5%0.0%0.1%-15.7%2.2K-46.8K-2960.00136.28N/AN/A00290
2025-03-21$40.86$0.0032.0%9.3%39.4%15.5%0.0%0.7%-0.5%2.2K-48.8K-3020.00138.26N/AN/A00290
2025-03-24$43.11$0.0031.4%8.9%44.2%14.5%0.0%2.8%1.9%2.5K-58.2K-3200.00139.86N/AN/A00290
2025-03-25$42.39$0.0033.6%8.2%43.6%18.2%0.0%-1.2%-10.9%2.6K-59.4K-3200.00140.59N/AN/A10290
2025-03-26$41.10$0.0037.5%8.8%44.7%24.5%0.0%-2.3%-16.4%2.5K-55.4K-3080.00138.15N/AN/A00300
2025-03-27$40.73$0.0035.9%8.2%44.2%21.9%0.0%-1.5%-12.6%2.5K-50.8K-3070.00141.08N/AN/A00300
2025-03-28$39.14$0.0041.2%9.0%46.0%30.5%0.0%-2.3%-18.9%2.1K-41.0K-2720.00141.38N/AN/A00300
2025-03-31$39.66$0.0046.2%9.9%45.7%38.5%0.0%-0.4%-4.5%2.1K-36.9K-2690.00142.05N/AN/A00300