DAT Options History — March 2026

In March 2026, DAT traded between $33.35 and $37.88. ATM implied volatility averaged 41.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 5.4% (HV 20d: 35.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days.

Notable Days

  • 2026-03-11: Largest IV drop — 42.6% change
  • 2026-03-10: Highest IV Rank — 48.0%
  • 2026-03-30: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.06$33.35$37.88$37.40$34.08
ATM IV41.1%33.9%60.1%39.0%44.6%
Expected Move10.9%9.1%13.4%11.2%12.8%
HV 20d35.7%26.3%47.2%47.2%27.9%
HV 60d33.1%32.2%34.9%33.0%34.9%
IV Rank23.9%14.8%48.0%21.3%28.4%
IV Percentile76.6%52.4%98.4%74.2%88.1%
Term Structure-0.6%-7.4%11.9%-2.1%-7.4%
Skew 25d5.5%2.3%13.8%7.5%4.9%
Skew 10d6.0%-5.3%26.0%6.1%-3.2%
Call IV 25d37.2%30.9%47.3%38.2%42.9%
Put IV 25d42.7%35.1%54.0%45.7%47.8%
Bid-Ask Spread %127.53103.94173.67140.20107.19
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$37.40$0.0039.0%11.2%47.2%21.3%0.0%7.5%-2.1%0000.00140.20N/AN/A0000
2026-03-03$37.58$0.0038.4%11.0%47.2%20.6%0.0%9.0%-4.2%0000.00140.80N/AN/A0000
2026-03-04$37.88$0.0037.1%10.6%45.8%18.9%0.0%7.3%-2.9%0000.00140.82N/AN/A0000
2026-03-05$37.55$0.0039.6%9.2%45.1%22.1%0.0%4.2%-1.1%0000.00153.28N/AN/A0000
2026-03-06$37.56$0.0042.8%10.4%42.8%26.1%0.0%5.9%-3.5%0000.00150.10N/AN/A0000
2026-03-09$37.43$0.0047.4%10.6%41.6%31.9%0.0%5.3%-0.8%0000.00152.57N/AN/A0000
2026-03-10$36.68$0.0060.1%11.5%41.1%48.0%0.0%6.4%1.2%0000.00173.67N/AN/A0000
2026-03-11$36.40$0.0034.5%9.9%38.9%15.6%0.0%4.7%-1.5%0000.00155.76N/AN/A0000
2026-03-12$36.39$0.0033.9%0.0%38.0%14.8%0.0%13.8%6.1%0000.00111.21N/AN/A0000
2026-03-13$35.91$0.0035.5%0.0%37.3%16.9%0.0%4.8%11.9%0000.00116.55N/AN/A0000
2026-03-16$36.06$0.0036.5%9.8%34.6%18.2%0.0%2.3%1.0%0000.00117.95N/AN/A0000
2026-03-17$36.75$0.0035.5%9.1%33.4%16.9%0.0%5.3%1.9%0000.00112.86N/AN/A0000
2026-03-18$36.59$0.0036.3%9.5%33.4%17.9%0.0%4.5%1.2%0000.00112.86N/AN/A0000
2026-03-19$36.36$0.0038.2%9.7%32.9%20.3%0.0%5.3%2.9%0000.00115.17N/AN/A0000
2026-03-20$35.43$0.0049.7%13.0%33.8%34.9%0.0%6.7%-6.4%0000.00134.19N/AN/A0000
2026-03-23$36.05$0.0038.1%10.4%26.5%20.2%0.0%4.3%-0.7%0000.00116.31N/AN/A0000
2026-03-24$34.59$0.0041.5%10.9%29.3%24.5%0.0%3.4%-2.5%0000.00112.22N/AN/A0000
2026-03-25$35.09$0.0040.7%10.3%26.9%23.5%0.0%5.3%-3.5%0000.00123.00N/AN/A0000
2026-03-26$34.79$0.0042.6%12.2%26.5%25.9%0.0%4.4%0.5%0000.00110.97N/AN/A0000
2026-03-27$33.40$0.0044.6%12.8%28.7%28.4%0.0%3.4%-0.4%0000.00103.97N/AN/A0000
2026-03-30$33.35$0.0046.9%13.4%26.3%31.3%0.0%2.5%-3.5%0000.00103.94N/AN/A0000
2026-03-31$34.08$0.0044.6%12.8%27.9%28.4%0.0%4.9%-7.4%0000.00107.19N/AN/A0000