TDC Options History — October 2019

In October 2019, TDC traded between $28.21 and $30.55. ATM implied volatility averaged 44.9%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 15.1% (HV 20d: 29.8%). Max pain ranged from $27.50 to $32.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.88.

Notable Days

  • 2019-10-08: Highest Volume — 10,216 contracts
  • 2019-10-09: Largest IV spike — 23.5% change
  • 2019-10-31: Highest IV Rank — 85.2%
  • 2019-10-31: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.43$28.21$30.55$30.03$29.80
Max Pain$30.11$27.50$32.50$32.50$30.00
ATM IV44.9%33.0%60.8%34.8%60.8%
Expected Move13.3%10.0%17.4%10.0%17.4%
HV 20d29.8%25.6%37.2%37.2%26.8%
HV 60d37.4%34.3%38.7%37.9%34.5%
IV Rank52.3%27.6%85.2%31.2%85.2%
IV Percentile89.2%58.3%99.6%68.7%99.6%
Term Structure-6.1%-19.4%8.1%6.3%-19.4%
VWIV45.9%34.4%60.2%34.4%60.2%
Skew 25d3.9%-0.0%6.6%4.3%-0.0%
Skew 10d8.2%-3.6%26.5%-1.7%3.1%
Call IV 25d45.7%35.2%60.4%35.2%60.4%
Put IV 25d49.7%39.2%60.9%39.5%60.4%
Bid-Ask Spread %67.1253.4788.1786.2968.90
Gamma HHI0.360.270.450.380.27
Net GEX432.7K51.1K1.0M51.1K956.7K
Net DEX3.0M-13.5M13.8M7.7M-9.6M
Net VEX-94.9K-123.2K-79.6K-79.9K-115.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.880.0023.810.040.04
Total Volume1,211.522710,2161,314403
Total OI28,156.91322,08133,69526,11527,270

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$30.03$32.5034.8%10.0%37.2%31.2%34.4%4.3%6.3%51.1K7.7M-79.9K0.0486.29N/AN/A1,2684618,3977,718
2019-10-02$29.62$32.5035.2%10.1%36.8%32.0%34.4%1.8%8.1%113.6K8.1M-80.2K0.2688.17N/AN/A1,48638319,3687,726
2019-10-03$29.57$27.5037.9%12.7%34.5%37.6%42.5%4.9%-5.0%233.8K6.1M-85.0K6.1056.58N/AN/A1661,01220,7857,596
2019-10-04$29.86$30.0033.0%12.6%33.8%27.6%0.0%4.5%-5.2%176.3K8.2M-86.8K0.0855.34N/AN/A64520,8948,557
2019-10-07$29.73$30.0037.1%12.9%29.3%36.1%44.6%4.4%-4.0%187.8K8.5M-84.2K23.8153.47N/AN/A581,38120,9558,558
2019-10-08$28.78$30.0037.5%13.2%28.5%36.9%46.5%5.0%-4.4%122.9K13.8M-79.6K0.2056.83N/AN/A8,5431,67320,9819,859
2019-10-09$28.83$30.0046.3%13.3%28.8%55.2%43.1%4.1%-6.0%195.0K11.2M-100.1K0.1463.93N/AN/A2563722,68710,815
2019-10-10$28.99$30.0045.9%13.2%28.9%54.2%45.8%6.1%-4.5%203.7K10.6M-101.4K0.4057.82N/AN/A5222,87710,816
2019-10-11$29.77$30.0044.3%12.7%31.1%50.9%43.7%6.6%-4.0%103.3K7.4M-106.7K7.8163.28N/AN/A1321,03122,87710,818
2019-10-14$29.62$30.0044.9%12.9%30.7%52.2%45.0%4.8%-4.9%430.9K7.4M-101.7K0.3261.22N/AN/A25822,8509,925
2019-10-15$29.89$30.0043.0%12.3%29.5%48.3%43.1%4.1%-4.0%493.1K6.7M-101.9K0.0063.04N/AN/A1,550022,8649,931
2019-10-16$29.62$30.0043.8%12.6%29.6%49.9%0.0%3.9%-5.6%532.6K8.0M-98.0K0.0265.01N/AN/A43123,1579,931
2019-10-17$29.10$30.0042.7%12.2%30.0%47.6%42.7%3.9%-4.5%510.3K10.2M-92.5K0.0770.77N/AN/A44323,1789,932
2019-10-18$28.61$30.0045.4%13.0%30.3%53.2%44.0%4.0%-5.2%483.6K11.6M-87.6K0.0166.26N/AN/A8251023,2199,932
2019-10-21$28.96$30.0044.9%12.9%30.3%52.2%44.4%3.8%-5.4%566.5K-3.8M-92.9K0.3771.48N/AN/A411516,7905,291
2019-10-22$28.21$30.0049.0%14.0%28.7%60.7%46.4%3.7%-8.5%487.1K-1.0M-83.8K0.1270.43N/AN/A1211516,7845,304
2019-10-23$28.67$30.0047.8%13.7%27.0%58.1%46.6%5.7%-6.3%539.0K-2.5M-89.6K0.2264.19N/AN/A36816,8665,307
2019-10-24$28.84$30.0046.4%13.3%27.2%55.2%46.3%5.1%-7.8%557.2K-3.7M-92.4K2.5665.96N/AN/A92316,8935,312
2019-10-25$29.41$30.0046.8%13.4%27.3%56.1%45.2%2.9%-8.1%625.8K-5.1M-94.6K0.4370.32N/AN/A351516,9335,335
2019-10-28$29.92$30.0050.8%14.6%28.0%64.4%48.0%4.9%-11.4%661.1K-7.2M-97.3K0.0175.34N/AN/A1,6481116,9975,333
2019-10-29$30.55$30.0056.7%16.3%26.1%76.7%58.1%1.3%-15.0%696.7K-10.1M-108.6K0.0570.23N/AN/A4,91224017,4755,344
2019-10-30$30.43$30.0058.8%16.9%25.6%81.1%59.1%1.1%-16.6%1.0M-13.5M-123.2K0.1178.80N/AN/A2482821,5915,581
2019-10-31$29.80$30.0060.8%17.4%26.8%85.2%60.2%-0.0%-19.4%956.7K-9.6M-115.7K0.0468.90N/AN/A3871621,6745,596