TDC Options History — March 2021 In March 2021, TDC traded between $38.23 and $44.44. ATM implied volatility averaged 58.8%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 23.8% (HV 20d: 82.6%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.55.
Notable Days 2021-03-01 : Highest Volume — 7,560 contracts2021-03-22 : Largest IV drop — 9.1% change2021-03-01 : Highest IV Rank — 45.9%2021-03-04 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $41.54 $38.23 $44.44 $42.27 $38.93 Max Pain $38.48 $37.50 $40.00 $40.00 $37.50 ATM IV 58.8% 48.8% 67.9% 67.9% 50.3% Expected Move 16.9% 14.0% 19.5% 19.5% 14.4% HV 20d 82.6% 48.0% 169.1% 167.6% 51.3% HV 60d 105.3% 104.1% 107.5% 104.2% 107.5% IV Rank 36.7% 26.6% 45.9% 45.9% 28.2% IV Percentile 63.5% 44.0% 78.2% 78.2% 48.8% Term Structure 7.7% -0.6% 14.0% 2.5% 10.9% VWIV 60.1% 49.7% 71.7% 71.7% 50.4% Skew 25d -1.3% -4.0% 2.9% -2.6% -0.6% Skew 10d -3.7% -21.5% 2.3% -6.1% -0.6% Call IV 25d 59.9% 48.3% 70.8% 70.8% 50.4% Put IV 25d 58.6% 49.1% 68.2% 68.2% 49.8% Bid-Ask Spread % 57.83 48.20 68.89 48.20 59.02 Gamma HHI 0.10 0.08 0.12 0.09 0.12 Net GEX 454.1K 184.7K 736.9K 417.1K 318.8K Net DEX -38.9M -56.1M -18.1M -42.5M -26.0M Net VEX -253.0K -290.3K -206.6K -242.5K -230.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.03 1.40 0.29 0.40 Total Volume 1,699.087 165 7,560 7,560 478 Total OI 54,892.13 45,616 62,918 47,982 50,696
Daily Data (23 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 2021-03-01 $42.27 $40.00 67.9% 19.5% 167.6% 45.9% 71.7% -2.6% 2.5% 417.1K -42.5M -242.5K 0.29 48.20 N/A N/A 5,849 1,711 30,865 17,117 2021-03-02 $41.35 $40.00 64.6% 18.5% 168.3% 42.6% 67.4% -2.1% 2.4% 470.6K -41.3M -267.3K 0.21 55.56 N/A N/A 761 163 36,061 18,437 2021-03-03 $41.76 $40.00 65.6% 18.8% 168.1% 43.5% 67.6% -1.0% -0.6% 491.5K -43.0M -265.5K 1.02 57.49 N/A N/A 1,037 1,057 36,072 18,473 2021-03-04 $40.43 $37.50 65.5% 19.5% 169.1% 43.4% 68.0% 0.9% 4.2% 355.4K -34.7M -264.4K 0.20 54.87 N/A N/A 664 136 36,587 19,253 2021-03-05 $41.31 $37.50 64.9% 18.8% 168.7% 42.8% 65.9% -1.4% 5.7% 420.8K -39.5M -265.6K 0.67 54.25 N/A N/A 437 294 36,559 19,261 2021-03-08 $41.36 $37.50 66.6% 18.7% 132.8% 44.6% 65.5% -2.6% 7.1% 413.5K -39.1M -258.1K 1.00 52.05 N/A N/A 2,033 2,040 36,853 19,195 2021-03-09 $43.31 $37.50 62.9% 18.1% 81.1% 40.8% 62.3% -3.0% 7.8% 667.0K -51.8M -275.7K 1.40 57.21 N/A N/A 909 1,276 38,314 20,007 2021-03-10 $43.17 $37.50 62.1% 17.8% 72.6% 40.0% 63.4% -3.3% 7.3% 609.7K -50.3M -268.5K 0.30 58.77 N/A N/A 855 259 38,369 20,526 2021-03-11 $43.05 $37.50 63.2% 18.1% 52.2% 41.1% 63.4% -3.7% 7.3% 600.8K -49.1M -268.6K 1.15 54.06 N/A N/A 1,444 1,667 38,806 20,640 2021-03-12 $42.96 $37.50 62.0% 17.8% 52.2% 40.0% 65.7% -3.0% 6.4% 582.0K -47.3M -289.3K 0.43 58.53 N/A N/A 637 274 39,507 22,031 2021-03-15 $44.37 $37.50 62.8% 18.0% 50.3% 40.8% 66.8% -3.4% 6.2% 736.9K -56.1M -290.3K 0.31 58.62 N/A N/A 872 268 39,572 22,082 2021-03-16 $44.14 $37.50 61.2% 17.5% 48.9% 39.1% 65.1% -4.0% 7.5% 705.4K -54.6M -279.3K 0.13 56.03 N/A N/A 895 119 39,896 22,132 2021-03-17 $44.44 $37.50 60.2% 17.3% 48.0% 38.1% 62.4% -0.2% 6.6% 682.5K -53.7M -274.7K 0.51 57.94 N/A N/A 660 336 40,367 22,158 2021-03-18 $42.16 $37.50 58.0% 16.6% 49.1% 35.9% 59.6% -0.8% 9.2% 341.4K -40.0M -255.9K 0.84 54.39 N/A N/A 370 309 40,597 22,321 2021-03-19 $43.48 $37.50 54.1% 15.5% 50.6% 31.9% 55.2% -1.8% 9.8% 543.3K -48.2M -256.5K 0.19 56.28 N/A N/A 1,059 196 40,537 22,300 2021-03-22 $43.67 $37.50 49.1% 14.1% 48.8% 27.0% 50.2% -1.4% 14.0% 513.4K -42.7M -245.9K 0.27 52.95 N/A N/A 1,418 387 30,903 14,713 2021-03-23 $40.08 $40.00 48.8% 14.0% 55.2% 26.6% 49.7% 1.2% 13.1% 351.9K -27.5M -222.9K 0.72 60.01 N/A N/A 1,601 1,149 31,619 14,928 2021-03-24 $38.23 $40.00 49.5% 14.2% 56.8% 27.3% 49.8% -1.1% 13.6% 184.7K -18.1M -206.6K 0.41 61.89 N/A N/A 790 323 31,668 15,690 2021-03-25 $38.51 $40.00 51.1% 14.7% 52.2% 29.0% 51.7% 0.8% 11.3% 210.3K -20.1M -211.6K 0.84 63.31 N/A N/A 385 322 32,006 15,624 2021-03-26 $39.61 $40.00 55.3% 15.9% 53.3% 33.2% 53.0% 2.9% 3.8% 250.2K -23.9M -213.5K 0.03 68.89 N/A N/A 2,894 93 32,172 15,822 2021-03-29 $38.43 $40.00 53.6% 15.4% 51.5% 31.4% 54.9% -0.1% 10.4% 305.9K -23.6M -237.0K 0.45 66.86 N/A N/A 335 152 34,938 15,836 2021-03-30 $38.34 $40.00 52.6% 15.1% 51.1% 30.4% 52.6% 0.7% 10.4% 271.5K -22.2M -229.2K 0.76 62.90 N/A N/A 94 71 35,116 15,893 2021-03-31 $38.93 $37.50 50.3% 14.4% 51.3% 28.2% 50.4% -0.6% 10.9% 318.8K -26.0M -230.5K 0.40 59.02 N/A N/A 342 136 35,133 15,563
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