Ex date 2025-06-16. Elevated ITM call volume expected due to arbitrage opportunities. For more info
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DTE seasonality
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JanFebMarAprMayJunJulAugSepOctNovDec
2010-3.56%3.28%3.92%8.00%-5.52%1.32%1.21%1.49%-0.79%1.81%-4.73%2.98%
20112.07%1.77%5.23%3.21%2.16%-1.94%-0.36%1.44%-1.91%6.30%1.04%4.60%
2012-2.28%1.47%3.02%2.45%0.80%5.42%3.44%-4.84%3.71%3.60%-2.45%0.13%
20135.43%5.51%3.26%6.64%-8.60%1.58%5.51%-5.42%-0.35%4.79%-3.47%0.47%
20142.76%5.19%4.48%5.18%-2.59%3.20%-5.20%6.00%-1.90%7.99%-0.85%6.91%
20153.81%-8.51%-0.77%-1.31%-0.50%-4.92%7.80%-2.98%3.92%1.52%-1.35%0.54%
20166.01%-1.05%8.65%-1.65%1.70%10.16%-1.61%-4.74%1.67%2.50%-3.04%6.73%
20170.13%32.51%0.72%2.43%4.71%-3.41%1.20%4.91%-4.42%2.89%4.63%-5.29%
2018-3.49%-4.60%3.59%0.96%-2.82%1.17%4.74%2.40%-1.81%3.00%6.53%-7.88%
20196.75%4.93%0.95%0.78%-0.19%1.92%-0.60%2.01%2.54%-4.24%-1.87%3.95%
20202.11%-15.79%-14.95%9.23%3.69%-0.07%7.56%2.63%-3.06%7.28%1.94%-3.50%
2021-2.22%-0.84%13.10%5.17%-1.45%-6.08%6.49%2.57%-7.17%1.47%-4.42%10.34%
20220.51%1.26%8.67%-0.88%1.27%-4.49%2.80%0.03%-11.73%-2.56%3.48%1.31%
2023-0.99%-5.72%-0.15%2.62%-4.28%2.25%3.89%-9.55%-3.97%-2.92%8.02%5.91%
2024-4.39%2.78%3.50%-1.62%5.63%-4.74%8.58%3.73%2.71%-3.26%1.26%-4.00%
2025-0.72%11.53%3.42%-0.92%-0.26%-0.81%
DTE Distribution of Daily % Changes
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DTE - Average growth of $100 invested at start of year
0 years of data
Created with Highcharts 10.1.0.Avg Return2025unusualwhales.com
DTE -
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DTE Distribution of Daily Returns from 2017 to 2025
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