TDC Options History — August 2021 In August 2021, TDC traded between $48.58 and $55.02. ATM implied volatility averaged 47.5%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 7.4% (HV 20d: 40.1%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.30.
Notable Days 2021-08-02 : Highest Volume — 11,276 contracts2021-08-06 : Largest IV drop — 46.7% change2021-08-05 : Highest IV Rank — 56.9%2021-08-04 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.24 $48.58 $55.02 $49.92 $54.68 Max Pain $42.61 $35.00 $50.00 $45.00 $50.00 ATM IV 47.5% 38.0% 78.9% 67.0% 42.5% Expected Move 13.4% 10.9% 21.3% 19.2% 12.2% HV 20d 40.1% 37.4% 45.3% 40.7% 38.9% HV 60d 38.9% 37.5% 51.1% 51.1% 37.7% IV Rank 25.4% 15.8% 56.9% 44.9% 20.3% IV Percentile 39.9% 8.3% 96.0% 88.1% 32.1% Term Structure -2.1% -16.5% 1.2% -13.2% -0.8% VWIV 47.2% 38.2% 76.5% 68.4% 42.5% Skew 25d 0.3% -0.8% 1.6% -0.5% 0.4% Skew 10d 0.7% -1.3% 3.4% -1.2% -0.8% Call IV 25d 47.6% 39.1% 76.8% 68.7% 43.0% Put IV 25d 47.9% 39.7% 77.6% 68.2% 43.4% Bid-Ask Spread % 55.79 33.02 78.88 41.35 78.88 Gamma HHI 0.33 0.13 0.56 0.14 0.51 Net GEX 2.3M 736.6K 4.9M 1.0M 2.4M Net DEX -68.6M -111.0M -49.0M -54.9M -78.2M Net VEX -271.8K -316.5K -247.5K -275.8K -288.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.04 0.75 0.06 0.58 Total Volume 3,415.227 492 11,276 11,276 4,752 Total OI 45,338.545 33,631 52,410 37,826 44,751
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 2021-08-02 $49.92 $45.00 67.0% 19.2% 40.7% 44.9% 68.4% -0.5% -13.2% 1.0M -54.9M -275.8K 0.06 41.35 N/A N/A 10,648 628 26,181 11,645 2021-08-03 $51.30 $45.00 73.6% 21.1% 40.4% 51.6% 74.0% 1.6% -15.9% 1.1M -62.6M -282.9K 0.26 38.63 N/A N/A 3,092 803 26,239 11,744 2021-08-04 $49.99 $45.00 74.3% 21.3% 41.3% 52.3% 76.5% 0.8% -16.5% 1.8M -68.3M -311.2K 0.42 33.02 N/A N/A 1,591 674 34,115 12,028 2021-08-05 $50.75 $35.00 78.9% 16.8% 41.1% 56.9% 59.1% 1.4% -4.6% 2.0M -74.1M -316.5K 0.25 49.18 N/A N/A 2,239 563 35,032 12,665 2021-08-06 $48.58 $35.00 42.0% 12.1% 43.0% 19.8% 42.7% 1.0% 0.8% 1.6M -49.0M -276.2K 0.21 64.22 N/A N/A 5,008 1,030 35,591 13,146 2021-08-09 $48.93 $35.00 40.5% 11.8% 42.2% 18.3% 41.3% 0.8% 0.3% 1.7M -51.0M -267.7K 0.31 54.86 N/A N/A 2,020 634 36,227 13,367 2021-08-10 $51.42 $37.50 42.6% 12.1% 45.3% 20.4% 42.4% 0.9% -0.1% 3.0M -75.6M -281.9K 0.20 58.50 N/A N/A 6,638 1,305 36,231 13,517 2021-08-11 $51.53 $37.50 40.6% 11.6% 44.5% 18.4% 41.5% 0.2% 1.2% 3.2M -74.1M -270.4K 0.29 51.48 N/A N/A 921 268 35,835 13,684 2021-08-12 $52.51 $40.00 41.4% 11.9% 44.8% 19.3% 41.7% 0.1% 0.4% 3.4M -82.9M -283.5K 0.20 55.52 N/A N/A 2,249 442 35,735 14,449 2021-08-13 $55.02 $40.00 42.0% 12.0% 37.7% 19.8% 42.4% -0.1% 0.5% 4.6M -111.0M -272.9K 0.35 57.87 N/A N/A 3,324 1,174 35,738 14,435 2021-08-16 $54.51 $40.00 42.8% 12.3% 37.8% 20.6% 43.3% 0.3% 0.2% 4.9M -104.3M -262.4K 0.21 57.78 N/A N/A 2,202 457 35,943 14,686 2021-08-17 $53.14 $42.50 42.3% 12.1% 37.7% 20.1% 44.0% -0.3% 0.7% 4.3M -79.9M -259.7K 0.36 52.96 N/A N/A 2,016 717 35,535 15,531 2021-08-18 $52.21 $42.50 41.5% 11.9% 37.4% 19.3% 42.9% 0.1% 1.0% 3.0M -67.4M -255.0K 0.04 68.19 N/A N/A 2,132 85 36,104 15,659 2021-08-19 $51.09 $42.50 43.1% 12.4% 38.4% 20.9% 44.0% -0.3% -0.3% 962.6K -55.4M -248.4K 0.11 53.06 N/A N/A 1,292 148 36,135 16,035 2021-08-20 $52.34 $42.50 41.4% 11.9% 39.2% 19.2% 41.7% -0.0% 0.8% 3.4M -64.0M -247.5K 0.33 60.76 N/A N/A 1,110 361 36,391 16,019 2021-08-23 $52.83 $42.50 43.3% 12.4% 38.3% 21.1% 43.4% 0.2% -0.6% 736.6K -52.7M -247.9K 0.68 38.56 N/A N/A 1,114 757 21,495 12,136 2021-08-24 $53.50 $42.50 44.1% 12.6% 38.2% 21.9% 43.4% -0.8% -0.7% 785.4K -55.7M -252.0K 0.39 74.06 N/A N/A 4,583 1,778 21,555 12,397 2021-08-25 $53.92 $47.50 42.0% 12.0% 38.2% 19.8% 41.6% -0.4% 0.2% 899.3K -58.7M -254.9K 0.08 72.39 N/A N/A 2,043 154 22,448 13,045 2021-08-26 $52.88 $50.00 41.7% 12.0% 39.0% 19.6% 42.5% 0.7% 0.1% 898.8K -52.0M -267.3K 0.75 61.21 N/A N/A 463 347 24,145 14,510 2021-08-27 $54.26 $50.00 38.0% 10.9% 39.4% 15.8% 38.2% 0.6% 1.2% 2.0M -70.0M -282.3K 0.09 69.60 N/A N/A 2,655 226 27,971 14,513 2021-08-30 $53.86 $50.00 40.3% 11.6% 39.6% 18.1% 40.5% 0.2% -0.3% 2.0M -66.6M -275.4K 0.55 35.33 N/A N/A 317 175 28,025 14,815 2021-08-31 $54.68 $50.00 42.5% 12.2% 38.9% 20.3% 42.5% 0.4% -0.8% 2.4M -78.2M -288.4K 0.58 78.88 N/A N/A 3,003 1,749 29,804 14,947
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