DAVE Options History — March 2026

In March 2026, DAVE traded between $170.15 and $226.53. ATM implied volatility averaged 69.0%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 4.9% (HV 20d: 64.1%). Max pain ranged from $155.00 to $190.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2026-03-31: Highest Volume — 6,394 contracts
  • 2026-03-05: Largest IV drop — 12.5% change
  • 2026-03-03: Highest IV Rank — 26.1%
  • 2026-03-03: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$203.92$170.15$226.53$197.56$174.02
Max Pain$182.27$155.00$190.00$155.00$175.00
ATM IV69.0%59.3%80.7%75.5%72.4%
Expected Move19.5%16.4%23.1%21.6%20.8%
HV 20d64.1%45.3%90.7%90.7%59.6%
HV 60d71.7%69.5%75.3%71.4%75.3%
IV Rank18.2%9.0%26.1%21.6%22.3%
IV Percentile40.3%9.5%64.3%56.0%58.3%
Term Structure0.2%-10.0%10.5%-4.4%10.5%
VWIV69.0%59.6%81.0%77.2%65.9%
Skew 25d9.4%1.2%16.8%8.8%12.2%
Skew 10d18.4%4.9%31.4%6.2%31.4%
Call IV 25d63.3%55.3%76.0%76.0%64.4%
Put IV 25d72.7%63.7%86.3%84.9%76.6%
Bid-Ask Spread %57.1130.1876.7069.2150.26
Gamma HHI0.240.080.400.210.12
Net GEX3.9M650.8K8.2M2.1M2.0M
Net DEX-104.6M-169.6M-21.3M-104.1M-44.8M
Net VEX-440.5K-503.2K-363.7K-422.7K-410.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.040.970.770.06
Total Volume2,033.8181566,3945,8086,394
Total OI17,693.31811,44722,09914,24116,729

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$197.56$155.0075.5%21.6%90.7%21.6%77.2%8.8%-4.4%2.1M-104.1M-422.7K0.7769.21N/AN/A3,2832,52510,9633,278
2026-03-03$205.09$190.0080.7%23.1%89.6%26.1%81.0%13.7%-10.0%2.5M-124.6M-503.2K0.9775.38N/AN/A2,9662,88214,1275,435
2026-03-04$209.07$170.0080.1%23.0%87.9%25.5%80.6%7.1%-1.7%2.8M-134.7M-467.9K0.1772.92N/AN/A3,88667112,8744,149
2026-03-05$214.17$180.0070.1%20.2%87.2%19.9%70.7%1.4%-1.4%2.5M-118.5M-446.5K0.1962.84N/AN/A67313111,5444,094
2026-03-06$213.48$185.0074.2%20.6%82.5%24.1%69.8%16.0%-1.7%2.5M-118.4M-450.1K0.2771.88N/AN/A2927911,7014,096
2026-03-09$221.53$185.0069.2%20.4%61.5%19.0%72.6%16.8%2.9%3.0M-139.6M-447.1K0.1773.11N/AN/A1,77730711,9514,101
2026-03-10$226.53$185.0066.7%18.9%61.6%16.5%69.7%13.2%-0.4%4.0M-168.6M-473.5K0.2273.68N/AN/A1,51133113,2034,339
2026-03-11$222.44$185.0068.7%19.1%62.4%18.5%72.1%9.6%-2.4%5.1M-169.6M-490.2K0.2576.70N/AN/A81820114,4194,548
2026-03-12$215.54$185.0067.5%17.4%53.7%17.3%69.4%10.1%0.5%5.7M-150.4M-495.6K0.1352.62N/AN/A1,09814515,1084,702
2026-03-13$210.18$185.0065.7%16.4%55.2%15.5%66.3%3.8%1.2%6.5M-131.3M-476.4K0.1559.36N/AN/A3555415,9764,711
2026-03-16$209.09$185.0063.1%18.2%54.7%12.8%65.5%6.6%0.3%6.2M-123.8M-449.1K0.1249.12N/AN/A93711516,0584,658
2026-03-17$209.49$185.0063.2%18.0%54.7%12.9%62.3%7.8%-3.0%6.8M-118.7M-437.6K0.2148.58N/AN/A3036516,6384,687
2026-03-18$206.41$185.0064.5%19.2%55.2%14.2%60.6%7.1%-4.7%6.4M-121.0M-426.0K0.3251.63N/AN/A48415416,8164,712
2026-03-19$210.41$185.0064.1%18.6%54.1%13.9%66.5%15.5%-1.1%7.7M-122.8M-427.4K0.8454.95N/AN/A857117,2484,822
2026-03-20$210.55$185.0059.3%16.8%54.2%9.0%61.1%10.1%-1.8%8.2M-125.2M-419.1K0.1046.20N/AN/A1,14811217,2764,823
2026-03-23$215.22$185.0062.4%17.9%45.3%12.1%59.6%9.3%-1.5%2.4M-67.3M-423.9K0.2730.18N/AN/A1,5394238,2913,156
2026-03-24$207.72$190.0062.6%18.1%48.4%12.3%61.3%11.1%1.6%2.6M-65.3M-431.4K0.4843.27N/AN/A5582679,6633,314
2026-03-25$181.16$190.0070.2%18.9%70.5%20.0%70.0%2.7%5.9%650.8K-21.3M-363.7K0.1646.60N/AN/A4,57071710,0033,483
2026-03-26$179.51$180.0072.5%20.7%60.4%22.4%71.2%13.4%1.9%1.9M-48.8M-417.4K0.0651.31N/AN/A1,1316513,6443,760
2026-03-27$176.82$180.0072.6%20.6%60.3%22.4%67.8%9.1%4.5%1.7M-42.4M-410.7K0.0450.09N/AN/A1,2695513,8463,742
2026-03-30$170.15$180.0072.1%21.1%60.9%22.0%75.8%1.2%9.4%1.8M-39.3M-402.2K0.1746.66N/AN/A2534413,0283,537
2026-03-31$174.02$175.0072.4%20.8%59.6%22.3%65.9%12.2%10.5%2.0M-44.8M-410.0K0.0650.26N/AN/A6,05733713,2033,526