TDC Options History — October 2008 In October 2008, TDC traded between $14.24 and $18.85. ATM implied volatility averaged 76.8%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 3.5% (HV 20d: 80.3%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.65.
Notable Days 2008-10-03 : Highest Volume — 5,306 contracts2008-10-09 : Largest IV spike — 32.5% change2008-10-09 : Highest IV Rank — 100.0%2008-10-10 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.14 $14.24 $18.85 $18.85 $15.39 Max Pain $19.57 $17.50 $22.50 $22.50 $17.50 ATM IV 76.8% 59.9% 110.8% 62.4% 77.3% Expected Move 21.2% 17.5% 25.7% 17.9% 22.2% HV 20d 80.3% 71.6% 91.4% 72.9% 82.0% HV 60d 58.9% 49.9% 67.6% 49.9% 66.0% IV Rank 68.5% 50.8% 100.0% 67.5% 62.0% IV Percentile 97.2% 93.7% 100.0% 97.6% 95.6% Term Structure -7.7% -13.0% 2.7% -2.9% -10.4% VWIV 72.0% 48.3% 92.3% 48.3% 78.5% Skew 25d 3.4% -15.4% 14.9% -8.2% 8.9% Skew 10d 8.2% -19.0% 25.7% -19.0% 8.8% Call IV 25d 72.4% 61.6% 84.4% 63.7% 71.7% Put IV 25d 75.8% 46.2% 94.1% 55.5% 80.6% Bid-Ask Spread % 49.19 29.37 67.60 39.31 29.37 Gamma HHI 0.55 0.47 0.71 0.71 0.48 Net GEX 84.3K 46.0K 156.1K 156.1K 61.0K Net DEX -262.4K -1.9M 654.9K -1.9M 203.4K Net VEX -21.4K -31.7K -13.7K -31.7K -15.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.00 2.80 0.90 2.80 Total Volume 475 64 5,306 295 95 Total OI 13,135.739 12,228 14,390 12,636 12,816
Daily Data (23 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 2008-10-01 $18.85 $22.50 62.4% 17.9% 72.9% 67.5% 48.3% -8.2% -2.9% 156.1K -1.9M -31.7K 0.90 39.31 N/A N/A 155 140 10,895 1,741 2008-10-02 $17.84 $22.50 61.0% 17.5% 73.5% 65.2% 66.5% -12.6% 2.7% 124.8K -1.2M -28.4K 0.00 57.01 N/A N/A 84 0 10,922 1,862 2008-10-03 $17.10 $22.50 62.7% 18.0% 72.0% 68.0% 55.9% -15.4% 1.6% 99.1K -380.8K -24.0K 0.01 47.33 N/A N/A 5,253 53 10,961 1,862 2008-10-06 $16.79 $20.00 70.7% 18.8% 71.6% 81.5% 66.1% -3.0% -8.4% 89.7K 16.3K -22.7K 0.43 50.64 N/A N/A 214 92 10,913 1,901 2008-10-07 $16.07 $20.00 59.9% 19.9% 72.2% 63.3% 68.3% -1.3% -12.2% 78.2K 95.8K -20.4K 0.74 50.60 N/A N/A 483 356 11,041 1,944 2008-10-08 $16.79 $20.00 70.0% 21.1% 74.8% 80.4% 76.2% 8.5% -10.0% 96.7K -815.1K -27.8K 1.16 59.88 N/A N/A 122 141 11,476 2,257 2008-10-09 $16.01 $17.50 92.7% 23.3% 75.5% 100.0% 69.4% 5.0% -12.7% 91.0K -611.7K -27.1K 0.13 55.36 N/A N/A 283 36 11,533 2,268 2008-10-10 $15.22 $20.00 110.8% 25.7% 76.3% 100.0% 92.3% 9.3% -11.0% 74.2K -134.1K -23.8K 0.04 64.78 N/A N/A 719 32 11,694 2,256 2008-10-13 $16.57 $17.50 101.7% 21.6% 84.6% 89.7% 72.1% 4.8% -7.5% 87.2K -301.0K -24.1K 0.03 58.66 N/A N/A 353 10 11,682 2,276 2008-10-14 $16.12 $17.50 82.4% 21.1% 79.2% 67.8% 77.5% -6.6% -7.7% 89.2K 200.5K -20.1K 1.46 57.59 N/A N/A 115 168 11,920 2,266 2008-10-15 $16.11 $20.00 77.7% 20.9% 77.8% 62.4% 63.3% 4.0% -7.1% 88.6K -38.9K -23.7K 0.00 43.05 N/A N/A 127 0 11,923 2,311 2008-10-16 $17.49 $20.00 75.7% 21.7% 85.2% 60.2% 73.6% 14.3% -9.5% 118.6K -1.1M -26.7K 2.07 53.24 N/A N/A 118 244 12,014 2,281 2008-10-17 $16.86 $20.00 78.2% 22.4% 85.4% 63.1% 0.0% 4.9% -12.6% 114.6K -905.4K -25.8K 0.17 45.12 N/A N/A 115 20 12,098 2,292 2008-10-20 $16.90 $20.00 67.4% 19.3% 85.1% 50.8% 69.1% 8.4% -1.9% 106.7K -1.2M -25.1K 0.91 64.03 N/A N/A 55 50 10,590 1,638 2008-10-21 $16.13 $20.00 70.3% 20.2% 86.0% 54.2% 68.1% 6.2% -7.7% 74.9K -104.3K -17.3K 2.26 44.19 N/A N/A 106 240 10,595 1,647 2008-10-22 $14.58 $20.00 75.3% 21.6% 91.4% 59.8% 74.6% -1.9% -7.3% 50.9K 348.7K -14.8K 0.19 56.27 N/A N/A 159 30 10,636 1,787 2008-10-23 $14.89 $20.00 74.5% 21.4% 89.3% 58.9% 62.5% 1.4% -9.8% 47.1K 654.9K -14.1K 0.00 38.89 N/A N/A 127 0 10,722 1,797 2008-10-24 $14.67 $20.00 85.3% 24.5% 84.9% 71.1% 92.3% 9.5% -9.1% 54.1K 288.9K -16.2K 0.62 39.68 N/A N/A 162 100 10,720 1,797 2008-10-27 $14.24 $20.00 82.4% 23.6% 77.3% 67.8% 82.0% 14.9% -8.1% 46.0K 552.0K -13.7K 0.17 34.16 N/A N/A 115 20 10,772 1,847 2008-10-28 $15.72 $17.50 80.8% 23.2% 83.4% 66.0% 77.6% 11.8% -13.0% 60.3K 259.7K -16.1K 0.28 37.71 N/A N/A 72 20 10,859 1,826 2008-10-29 $15.19 $17.50 75.5% 21.7% 83.4% 60.0% 76.9% 9.2% -7.6% 61.8K 58.6K -16.7K 0.54 67.60 N/A N/A 50 27 10,882 1,846 2008-10-30 $15.66 $17.50 71.8% 20.6% 82.9% 55.7% 72.7% 6.5% -5.8% 68.3K 6.8K -17.1K 0.00 36.82 N/A N/A 64 0 10,924 1,832 2008-10-31 $15.39 $17.50 77.3% 22.2% 82.0% 62.0% 78.5% 8.9% -10.4% 61.0K 203.4K -15.8K 2.80 29.37 N/A N/A 25 70 10,984 1,832
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