TDC Options History — June 2020 In June 2020, TDC traded between $20.19 and $23.59. ATM implied volatility averaged 56.6%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 4.1% (HV 20d: 52.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.45.
Notable Days 2020-06-10 : Highest Volume — 59,573 contracts2020-06-10 : Largest IV spike — 76.0% change2020-06-10 : Highest IV Rank — 63.3%2020-06-10 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.16 $20.19 $23.59 $21.51 $20.80 Max Pain $20.68 $20.00 $22.50 $20.00 $20.00 ATM IV 56.6% 41.4% 81.3% 42.7% 49.4% Expected Move 16.1% 11.6% 23.3% 12.2% 14.2% HV 20d 52.5% 47.0% 58.4% 53.4% 47.6% HV 60d 56.0% 49.8% 63.8% 63.8% 49.8% IV Rank 36.8% 20.4% 63.3% 21.8% 29.0% IV Percentile 72.5% 56.0% 94.4% 57.5% 65.5% Term Structure -1.2% -13.9% 5.6% 0.2% 5.6% VWIV 59.3% 38.1% 85.9% 38.1% 52.0% Skew 25d -3.2% -14.5% 13.5% 8.9% -10.0% Skew 10d -8.1% -33.1% 17.7% 12.1% -28.7% Call IV 25d 59.9% 35.7% 93.4% 37.1% 52.8% Put IV 25d 56.7% 42.6% 80.7% 46.0% 42.9% Bid-Ask Spread % 49.24 10.29 89.26 62.97 26.21 Gamma HHI 0.23 0.13 0.31 0.18 0.31 Net GEX 294.2K -91.3K 762.6K -87.8K 482.4K Net DEX 175.9K -10.1M 5.5M 5.5M 41.2K Net VEX -85.9K -120.6K -62.5K -62.8K -84.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.03 3.82 3.82 1.02 Total Volume 5,139.636 60 59,573 366 614 Total OI 39,193.864 24,372 57,397 24,372 39,470
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 2020-06-01 $21.51 $20.00 42.7% 12.2% 53.4% 21.8% 38.1% 8.9% 0.2% -87.8K 5.5M -62.8K 3.82 62.97 N/A N/A 76 290 9,838 14,534 2020-06-02 $21.64 $20.00 42.4% 12.1% 53.2% 21.5% 49.2% 13.5% -1.4% -91.3K 5.5M -63.2K 0.76 10.29 N/A N/A 131 100 9,919 14,790 2020-06-03 $21.71 $20.00 42.0% 12.0% 53.2% 21.1% 43.9% 12.0% -0.5% -80.1K 5.3M -63.3K 0.03 27.91 N/A N/A 145 4 10,010 14,885 2020-06-04 $21.70 $22.50 41.4% 11.8% 53.1% 20.4% 39.1% 5.5% 3.6% -79.1K 5.3M -62.5K 2.18 72.85 N/A N/A 394 860 10,004 14,883 2020-06-05 $22.13 $22.50 45.6% 11.6% 52.7% 25.0% 39.9% 4.6% 4.0% -13.5K 4.4M -65.3K 0.03 89.26 N/A N/A 324 9 10,002 14,883 2020-06-08 $22.64 $22.50 43.8% 12.2% 53.5% 23.1% 42.5% 5.7% 1.7% 25.2K 3.5M -65.7K 0.15 80.73 N/A N/A 52 8 10,274 14,889 2020-06-09 $22.30 $22.50 46.2% 12.2% 53.2% 25.6% 41.9% 5.0% 2.4% 1.4K 4.1M -63.6K 0.03 78.58 N/A N/A 396 11 10,308 14,889 2020-06-10 $23.59 $22.50 81.3% 23.3% 48.8% 63.3% 83.1% -13.6% -13.9% 2.8K -124.4K -85.9K 0.03 55.33 N/A N/A 57,990 1,583 10,372 14,896 2020-06-11 $21.24 $22.50 80.0% 22.9% 58.3% 61.9% 85.9% -11.3% -13.2% 762.6K -10.1M -120.6K 0.03 55.45 N/A N/A 11,930 360 38,239 16,331 2020-06-12 $21.05 $20.00 79.9% 22.9% 58.4% 61.8% 84.0% -5.6% -11.0% 717.7K -8.0M -120.5K 0.04 55.92 N/A N/A 5,222 230 40,943 16,454 2020-06-15 $20.77 $20.00 73.7% 21.1% 58.2% 55.1% 76.5% -4.9% -9.7% 635.6K -4.6M -109.7K 0.03 49.07 N/A N/A 6,913 229 40,199 16,564 2020-06-16 $20.77 $20.00 69.4% 19.9% 54.0% 50.6% 76.7% -9.5% -8.3% 579.2K -4.3M -106.2K 0.10 53.36 N/A N/A 3,722 383 39,771 16,711 2020-06-17 $20.38 $20.00 63.0% 18.1% 53.7% 43.7% 67.9% -6.5% -3.0% 423.3K -391.9K -97.6K 0.06 62.81 N/A N/A 5,353 299 39,063 16,697 2020-06-18 $20.51 $20.00 59.6% 17.1% 53.7% 40.0% 66.1% -5.9% 0.9% 395.7K -931.9K -98.0K 0.05 61.03 N/A N/A 1,931 90 40,022 16,759 2020-06-19 $20.23 $20.00 57.2% 16.4% 53.6% 37.4% 63.2% -6.3% 1.6% 350.5K 641.6K -89.8K 0.36 62.92 N/A N/A 2,019 724 40,256 16,772 2020-06-22 $20.26 $20.00 58.1% 16.7% 53.3% 38.4% 64.5% -8.1% -0.4% 370.4K -541.3K -89.4K 0.04 46.90 N/A N/A 2,051 86 26,475 10,655 2020-06-23 $20.51 $20.00 53.8% 15.4% 52.4% 33.8% 61.0% -7.3% 1.3% 437.6K -1.5M -90.6K 0.41 35.39 N/A N/A 1,995 814 27,238 10,670 2020-06-24 $20.19 $20.00 54.5% 15.6% 49.0% 34.5% 60.0% -7.2% 2.6% 376.1K 162.0K -86.8K 0.40 24.38 N/A N/A 889 359 27,223 10,825 2020-06-25 $20.38 $20.00 54.4% 15.6% 47.2% 34.4% 58.8% -4.0% 3.0% 411.7K -138.2K -89.8K 0.07 36.89 N/A N/A 928 69 27,550 11,121 2020-06-26 $20.37 $20.00 53.7% 15.4% 47.0% 33.7% 55.2% -14.5% 4.1% 378.5K 1.0M -84.9K 0.05 23.05 N/A N/A 644 32 27,300 11,112 2020-06-29 $20.83 $20.00 52.9% 15.2% 47.7% 32.8% 55.8% -10.3% 4.6% 473.7K -963.0K -88.4K 0.14 12.00 N/A N/A 2,463 350 27,378 11,091 2020-06-30 $20.80 $20.00 49.4% 14.2% 47.6% 29.0% 52.0% -10.0% 5.6% 482.4K 41.2K -84.3K 1.02 26.21 N/A N/A 304 310 28,324 11,146
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