TDC Options History — June 2015 In June 2015, TDC traded between $36.94 and $40.00. ATM implied volatility averaged 24.2%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 1.9% (HV 20d: 22.4%). Max pain ranged from $40.00 to $42.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.83.
Notable Days 2015-06-03 : Highest Volume — 7,669 contracts2015-06-10 : Largest IV drop — 15.6% change2015-06-09 : Highest IV Rank — 24.2%2015-06-17 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.39 $36.94 $40.00 $38.62 $37.01 Max Pain $41.93 $40.00 $42.50 $42.50 $40.00 ATM IV 24.2% 20.4% 28.5% 24.3% 25.0% Expected Move 6.9% 5.8% 7.5% 7.0% 7.2% HV 20d 22.4% 17.6% 30.5% 27.8% 21.2% HV 60d 23.7% 23.0% 24.4% 23.3% 23.3% IV Rank 11.7% 0.6% 24.2% 12.0% 14.1% IV Percentile 32.8% 0.4% 67.9% 36.9% 44.0% Term Structure 5.1% 0.7% 10.1% 0.7% 6.8% VWIV 24.0% 16.7% 27.0% 24.8% 24.5% Skew 25d -0.3% -2.4% 1.3% -2.4% -0.8% Skew 10d -1.9% -9.1% 2.4% -9.1% -2.6% Call IV 25d 25.0% 22.0% 26.9% 26.5% 25.9% Put IV 25d 24.7% 21.4% 27.1% 24.1% 25.1% Bid-Ask Spread % 46.44 14.85 89.36 89.36 17.27 Gamma HHI 0.27 0.24 0.33 0.28 0.30 Net GEX -49.6K -1.1M 532.2K -269.3K 299.4K Net DEX 21.1M 9.4M 35.7M 23.9M 19.7M Net VEX -318.9K -355.4K -253.0K -253.0K -295.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.83 0.72 3.83 0.96 1.75 Total Volume 3,472.045 1,448 7,669 1,541 2,886 Total OI 52,494.818 42,017 59,292 42,017 51,663
Daily Data (22 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 2015-06-01 $38.62 $42.50 24.3% 7.0% 27.8% 12.0% 24.8% -2.4% 0.7% -269.3K 23.9M -253.0K 0.96 89.36 N/A N/A 785 756 23,198 18,819 2015-06-02 $39.25 $42.50 25.0% 7.2% 28.7% 14.0% 25.6% -1.8% 0.9% -13.2K 19.1M -264.6K 0.72 86.19 N/A N/A 4,143 3,003 23,395 18,838 2015-06-03 $40.00 $42.50 23.9% 6.9% 30.0% 10.8% 26.6% -0.9% 1.2% 532.2K 9.4M -330.0K 0.89 82.14 N/A N/A 4,060 3,609 26,668 21,662 2015-06-04 $39.10 $42.50 25.2% 7.2% 30.5% 14.6% 25.8% 0.8% 3.8% 64.8K 17.2M -320.1K 0.82 69.17 N/A N/A 4,186 3,442 27,363 21,665 2015-06-05 $39.19 $42.50 25.0% 7.1% 20.2% 14.1% 25.0% -0.1% 4.4% 32.8K 17.0M -347.8K 3.83 57.33 N/A N/A 902 3,451 29,269 23,445 2015-06-08 $38.87 $42.50 27.3% 7.3% 19.0% 20.8% 26.2% 0.0% 4.2% -73.3K 19.0M -339.2K 3.53 56.34 N/A N/A 975 3,437 29,508 23,470 2015-06-09 $38.78 $42.50 28.5% 7.2% 18.0% 24.2% 25.2% -0.9% 3.9% -152.5K 20.7M -330.8K 1.25 63.16 N/A N/A 2,602 3,247 29,537 23,470 2015-06-10 $39.02 $42.50 24.1% 6.9% 18.2% 11.3% 25.6% 0.0% 4.8% -75.4K 19.2M -355.4K 1.85 61.07 N/A N/A 880 1,626 31,440 25,003 2015-06-11 $38.50 $42.50 23.7% 6.8% 17.7% 10.4% 25.1% -1.0% 5.8% -423.7K 23.1M -347.7K 2.36 47.32 N/A N/A 718 1,692 31,385 25,008 2015-06-12 $38.58 $42.50 24.3% 7.0% 17.6% 11.9% 24.7% -0.4% 4.4% -439.4K 24.6M -342.7K 3.33 34.25 N/A N/A 519 1,728 31,334 25,066 2015-06-15 $37.42 $42.50 24.8% 7.1% 19.8% 13.5% 27.0% 1.1% 4.0% -967.5K 35.7M -313.8K 2.63 42.46 N/A N/A 647 1,701 31,325 25,054 2015-06-16 $38.27 $42.50 26.0% 7.4% 21.6% 16.8% 25.9% 0.6% 3.6% -1.1M 28.4M -327.1K 1.13 39.87 N/A N/A 1,653 1,863 31,423 25,862 2015-06-17 $38.64 $42.50 26.2% 7.5% 22.1% 17.5% 25.7% 1.0% 2.7% -432.0K 20.7M -339.7K 3.02 34.52 N/A N/A 594 1,793 32,501 25,727 2015-06-18 $39.01 $42.50 23.6% 6.8% 22.4% 9.8% 24.0% -0.0% 5.1% 106.8K 16.7M -335.7K 2.35 41.66 N/A N/A 710 1,667 32,559 25,756 2015-06-19 $38.38 $42.50 23.8% 6.8% 22.9% 10.4% 24.3% -0.5% 4.8% 375.9K 20.7M -331.7K 1.54 31.31 N/A N/A 620 954 33,550 25,742 2015-06-22 $38.58 $42.50 23.0% 6.6% 22.8% 8.3% 23.2% 0.4% 7.6% 381.3K 15.3M -330.1K 1.34 43.67 N/A N/A 618 830 27,710 21,830 2015-06-23 $38.08 $42.50 21.5% 6.2% 22.0% 4.0% 21.7% 1.3% 8.7% 285.5K 20.7M -310.5K 0.77 31.08 N/A N/A 1,570 1,216 27,791 21,878 2015-06-24 $37.60 $40.00 21.4% 6.1% 22.3% 3.7% 21.4% -0.4% 8.5% 169.8K 24.0M -309.4K 2.00 36.81 N/A N/A 733 1,469 28,615 22,030 2015-06-25 $37.52 $40.00 20.4% 5.8% 22.3% 0.6% 16.7% -0.7% 10.1% 77.3K 26.5M -297.9K 1.12 18.19 N/A N/A 1,956 2,183 28,815 22,295 2015-06-26 $37.23 $40.00 21.5% 6.2% 22.2% 3.8% 16.7% -1.3% 8.4% 220.9K 22.4M -300.9K 1.34 23.70 N/A N/A 1,395 1,863 30,241 21,210 2015-06-29 $36.94 $40.00 24.1% 6.9% 22.2% 11.4% 22.0% -0.3% 7.7% 261.8K 21.0M -292.7K 1.72 14.85 N/A N/A 625 1,078 31,226 20,540 2015-06-30 $37.01 $40.00 25.0% 7.2% 21.2% 14.1% 24.5% -0.8% 6.8% 299.4K 19.7M -295.2K 1.75 17.27 N/A N/A 1,048 1,838 31,401 20,262
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