TDC Options History — March 2020 In March 2020, TDC traded between $18.06 and $21.23. ATM implied volatility averaged 85.2%, placing in the 76.4% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 21.4% (HV 20d: 63.7%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 3.41.
Notable Days 2020-03-18 : Highest Volume — 5,608 contracts2020-03-11 : Largest IV drop — 31.5% change2020-03-06 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 30.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.11 $18.06 $21.23 $20.62 $20.29 Max Pain $24.32 $22.50 $25.00 $25.00 $22.50 ATM IV 85.2% 57.1% 115.5% 58.3% 67.2% Expected Move 23.3% 16.4% 30.5% 16.7% 19.3% HV 20d 63.7% 39.6% 87.3% 46.9% 84.3% HV 60d 44.8% 34.0% 56.8% 34.7% 56.8% IV Rank 76.4% 48.2% 100.0% 73.7% 48.2% IV Percentile 97.4% 91.7% 100.0% 95.2% 91.7% Term Structure -10.0% -27.6% 8.4% -4.0% 1.2% VWIV 83.1% 54.2% 116.5% 59.0% 71.8% Skew 25d 4.5% -21.0% 26.3% 5.4% 7.4% Skew 10d 4.1% -23.5% 31.6% 26.4% -5.6% Call IV 25d 83.3% 52.7% 120.7% 55.9% 67.8% Put IV 25d 87.8% 59.7% 116.0% 61.2% 75.2% Bid-Ask Spread % 76.46 56.05 90.04 64.46 81.44 Gamma HHI 0.15 0.13 0.35 0.15 0.16 Net GEX 63.8K -199.2K 188.5K 37.8K 60.9K Net DEX 6.8M 1.2M 10.6M 10.6M 7.3M Net VEX -101.8K -124.6K -81.7K -96.3K -88.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.41 0.00 17.69 1.85 0.51 Total Volume 1,079.636 29 5,608 351 799 Total OI 33,505.455 27,480 39,024 32,936 31,666
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 2020-03-02 $20.62 $25.00 58.3% 16.7% 46.9% 73.7% 59.0% 5.4% -4.0% 37.8K 10.6M -96.3K 1.85 64.46 N/A N/A 123 228 19,455 13,481 2020-03-03 $20.53 $25.00 60.7% 17.4% 46.9% 77.4% 54.2% 4.1% -6.1% 32.9K 10.6M -98.7K 1.21 72.69 N/A N/A 24 29 19,535 13,650 2020-03-04 $20.89 $25.00 57.1% 16.4% 47.3% 70.1% 56.9% 7.0% -1.7% 40.9K 9.8M -100.1K 6.96 72.96 N/A N/A 73 508 19,554 13,644 2020-03-05 $20.47 $25.00 70.2% 17.5% 46.6% 96.3% 61.1% 2.6% -9.4% 47.9K 9.4M -97.7K 0.16 68.12 N/A N/A 45 7 19,598 13,412 2020-03-06 $21.23 $25.00 82.9% 19.6% 47.4% 100.0% 68.6% 4.4% -8.4% 114.4K 5.7M -114.5K 0.09 69.78 N/A N/A 3,515 322 19,595 13,412 2020-03-09 $20.73 $25.00 103.7% 22.3% 39.6% 100.0% 81.9% 3.0% -12.4% 188.5K 4.4M -116.3K 0.25 65.15 N/A N/A 2,112 519 22,207 13,338 2020-03-10 $20.55 $25.00 115.5% 23.2% 39.6% 100.0% 80.8% 4.0% -14.2% 126.6K 5.9M -115.4K 0.08 71.54 N/A N/A 540 41 20,867 13,843 2020-03-11 $19.90 $25.00 79.1% 22.7% 40.7% 61.0% 84.5% 1.0% -13.1% 101.2K 7.1M -109.6K 14.98 56.05 N/A N/A 56 839 21,075 13,851 2020-03-12 $19.06 $25.00 89.3% 25.6% 41.7% 72.0% 87.6% -0.8% -20.7% 66.9K 8.1M -95.9K 0.76 72.69 N/A N/A 114 87 21,059 13,197 2020-03-13 $21.08 $25.00 93.1% 26.7% 57.3% 76.1% 95.7% 2.0% -15.3% 187.5K 1.2M -124.6K 3.88 74.53 N/A N/A 83 322 21,037 13,240 2020-03-16 $20.16 $25.00 95.7% 27.4% 58.8% 78.8% 112.6% 12.7% -10.0% 129.3K 4.3M -108.8K 4.00 74.99 N/A N/A 22 88 21,022 13,171 2020-03-17 $20.69 $25.00 101.5% 29.1% 59.8% 85.0% 94.8% -1.8% -26.5% 142.3K 3.6M -110.3K 1.21 78.79 N/A N/A 71 86 21,021 13,166 2020-03-18 $18.09 $25.00 106.3% 30.5% 75.4% 90.2% 116.5% -21.0% -27.6% 18.6K 7.2M -94.7K 17.69 81.61 N/A N/A 300 5,308 20,962 13,216 2020-03-19 $18.99 $25.00 102.9% 29.5% 77.9% 86.5% 107.4% 10.6% -25.7% -199.2K 8.3M -103.5K 8.67 85.85 N/A N/A 3 26 20,983 18,041 2020-03-20 $19.48 $25.00 99.4% 28.5% 78.9% 82.7% 95.0% 5.5% -20.1% 27.6K 8.6M -96.1K 4.00 90.04 N/A N/A 24 96 20,981 18,030 2020-03-23 $18.06 $25.00 86.0% 24.6% 81.9% 68.3% 88.8% -8.5% 8.4% 7.0K 8.6M -81.7K 6.38 83.06 N/A N/A 362 2,309 15,406 12,074 2020-03-24 $19.66 $22.50 78.8% 22.6% 87.1% 60.6% 91.6% 0.7% 3.1% -1.5K 8.5M -89.8K 0.05 80.92 N/A N/A 502 24 16,679 14,284 2020-03-25 $20.19 $22.50 88.3% 25.3% 87.3% 70.8% 87.4% 26.3% -7.7% 18.9K 6.6M -98.8K 0.00 85.55 N/A N/A 3,398 10 16,698 14,285 2020-03-26 $20.41 $22.50 76.6% 22.0% 86.3% 58.3% 77.8% 14.0% 0.7% 84.9K 5.0M -101.1K 0.30 82.56 N/A N/A 118 35 17,788 14,286 2020-03-27 $20.65 $22.50 79.1% 22.7% 86.3% 61.0% 71.5% 6.8% 0.6% 87.0K 4.6M -101.8K 1.89 84.19 N/A N/A 18 34 17,844 14,302 2020-03-30 $20.59 $22.50 81.6% 23.4% 84.1% 63.7% 82.4% 13.9% -10.0% 83.8K 5.3M -95.5K 0.04 85.12 N/A N/A 514 18 17,863 14,302 2020-03-31 $20.29 $22.50 67.2% 19.3% 84.3% 48.2% 71.8% 7.4% 1.2% 60.9K 7.3M -88.5K 0.51 81.44 N/A N/A 529 270 17,364 14,302
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