TDC Options History — April 2020 In April 2020, TDC traded between $19.69 and $25.56. ATM implied volatility averaged 65.0%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 2.1% (HV 20d: 62.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.24.
Notable Days 2020-04-21 : Highest Volume — 753 contracts2020-04-08 : Largest IV spike — 15.4% change2020-04-01 : Highest IV Rank — 54.1%2020-04-01 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.49 $19.69 $25.56 $19.69 $24.73 Max Pain $23.21 $20.00 $25.00 $22.50 $25.00 ATM IV 65.0% 56.1% 72.7% 72.7% 63.2% Expected Move 18.7% 17.2% 20.8% 20.8% 18.1% HV 20d 62.9% 37.5% 87.3% 84.6% 44.0% HV 60d 59.6% 57.0% 61.8% 57.0% 61.8% IV Rank 45.8% 36.2% 54.1% 54.1% 43.9% IV Percentile 88.0% 81.3% 93.3% 93.3% 85.3% Term Structure -8.0% -12.8% -0.7% -0.7% -12.8% VWIV 65.3% 60.6% 72.9% 72.9% 69.3% Skew 25d 6.7% -0.4% 14.2% 1.9% 6.6% Skew 10d 20.2% -0.5% 43.7% 29.3% 15.3% Call IV 25d 63.1% 52.1% 73.8% 73.8% 61.8% Put IV 25d 69.9% 66.3% 75.6% 75.6% 68.4% Bid-Ask Spread % 41.31 16.67 83.89 83.89 23.66 Gamma HHI 0.23 0.13 0.65 0.16 0.19 Net GEX 179.8K 1.5K 866.8K 4.9K 122.7K Net DEX 2.9M -2.5M 9.5M 9.5M -1.0M Net VEX -86.7K -92.6K -81.1K -82.8K -88.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.24 0.01 22.25 1.39 2.50 Total Volume 345.524 42 753 179 42 Total OI 26,212.905 17,632 32,409 31,376 18,761
Daily Data (21 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 2020-04-01 $19.69 $22.50 72.7% 20.8% 84.6% 54.1% 72.9% 1.9% -0.7% 4.9K 9.5M -82.8K 1.39 83.89 N/A N/A 75 104 16,971 14,405 2020-04-02 $20.18 $20.00 72.1% 20.6% 84.9% 53.4% 69.9% -0.4% -9.0% 37.9K 7.9M -88.3K 0.01 39.43 N/A N/A 641 8 16,984 14,389 2020-04-03 $20.37 $20.00 70.6% 20.2% 83.9% 51.8% 0.0% 8.3% -10.1% 82.2K 7.1M -88.1K 0.11 41.43 N/A N/A 539 60 17,548 14,377 2020-04-06 $21.82 $20.00 63.0% 18.7% 87.0% 43.6% 66.9% 6.4% -9.0% 156.9K 4.5M -90.5K 0.58 40.21 N/A N/A 118 68 17,243 14,416 2020-04-07 $21.40 $20.00 56.1% 17.7% 87.3% 36.2% 0.0% 5.8% -8.5% 215.5K 5.8M -85.8K 0.22 59.87 N/A N/A 551 123 17,254 14,446 2020-04-08 $22.24 $20.00 64.7% 18.5% 87.3% 45.4% 63.2% 4.5% -2.9% 189.2K 3.4M -90.5K 0.24 36.75 N/A N/A 353 85 16,972 14,480 2020-04-09 $22.34 $20.00 64.6% 18.5% 85.3% 45.3% 61.9% 5.3% -5.9% 229.3K 3.3M -90.9K 0.17 52.22 N/A N/A 378 66 17,234 14,562 2020-04-13 $22.25 $20.00 68.0% 19.5% 78.0% 49.0% 71.0% 4.3% -9.4% 263.0K 3.7M -87.3K 1.51 50.89 N/A N/A 162 245 17,583 14,620 2020-04-14 $22.52 $25.00 63.1% 18.1% 76.0% 43.8% 63.3% 7.1% -6.7% 293.4K 2.8M -86.2K 4.77 40.07 N/A N/A 22 105 17,723 14,557 2020-04-15 $22.38 $25.00 65.8% 18.9% 75.7% 46.6% 65.6% 6.8% -9.0% 345.5K 3.7M -84.0K 22.25 27.62 N/A N/A 4 89 17,728 14,623 2020-04-16 $22.95 $25.00 65.8% 18.9% 55.6% 46.6% 65.5% 5.3% -8.5% 467.0K 1.3M -88.0K 2.86 22.30 N/A N/A 111 318 17,727 14,601 2020-04-17 $22.77 $25.00 62.8% 18.0% 54.3% 43.4% 63.6% 6.0% -2.3% 866.8K 751.0K -84.6K 0.51 30.78 N/A N/A 302 153 17,781 14,628 2020-04-20 $22.73 $25.00 66.0% 18.9% 54.1% 46.9% 64.7% 5.5% -11.8% 1.5K 2.5M -83.1K 0.21 62.09 N/A N/A 493 102 8,615 9,017 2020-04-21 $21.99 $25.00 68.2% 19.5% 47.0% 49.2% 70.2% 8.0% -7.3% 7.9K 2.9M -81.1K 0.14 43.60 N/A N/A 661 92 9,054 9,041 2020-04-22 $22.50 $25.00 65.5% 18.8% 38.2% 46.4% 64.7% 9.1% -7.0% 40.8K 2.1M -84.1K 0.35 16.67 N/A N/A 168 58 9,757 9,017 2020-04-23 $22.64 $25.00 67.3% 19.3% 37.5% 48.2% 62.7% 7.9% -8.9% 45.3K 1.9M -84.4K 4.13 34.65 N/A N/A 61 252 9,880 8,974 2020-04-24 $23.20 $25.00 64.0% 18.3% 38.0% 44.7% 60.6% 10.5% -8.0% 67.6K 1.1M -85.8K 3.09 40.20 N/A N/A 23 71 9,918 8,866 2020-04-27 $24.10 $25.00 59.8% 17.2% 39.6% 40.2% 62.2% 10.0% -8.2% 97.3K -21.2K -88.3K 0.56 34.86 N/A N/A 61 34 9,935 8,941 2020-04-28 $23.96 $25.00 60.8% 17.4% 39.7% 41.3% 61.5% 8.4% -9.6% 96.2K 286.7K -85.3K 0.12 31.39 N/A N/A 82 10 9,969 8,960 2020-04-29 $25.56 $25.00 61.7% 17.7% 43.6% 42.3% 61.8% 14.2% -12.0% 144.4K -2.5M -92.6K 1.25 54.92 N/A N/A 163 203 9,960 8,954 2020-04-30 $24.73 $25.00 63.2% 18.1% 44.0% 43.9% 69.3% 6.6% -12.8% 122.7K -1.0M -88.7K 2.50 23.66 N/A N/A 12 30 9,947 8,814
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