TDC Options History — February 2022

In February 2022, TDC traded between $40.35 and $51.49. ATM implied volatility averaged 55.1%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 20.2% (HV 20d: 75.3%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-02-08: Highest Volume — 13,031 contracts
  • 2022-02-08: Largest IV drop — 56.4% change
  • 2022-02-07: Highest IV Rank — 96.2%
  • 2022-02-02: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.58$40.35$51.49$41.46$49.70
Max Pain$46.71$40.00$50.00$42.50$47.50
ATM IV55.1%39.6%118.5%76.2%46.1%
Expected Move14.4%11.4%22.3%21.8%13.2%
HV 20d75.3%36.2%90.1%36.2%88.4%
HV 60d52.5%33.8%58.5%48.7%57.8%
IV Rank21.9%3.7%96.2%46.5%11.5%
IV Percentile51.2%13.1%99.6%94.0%53.6%
Term Structure-3.9%-19.0%0.8%-17.5%-2.9%
VWIV51.3%38.9%79.4%77.2%46.9%
Skew 25d3.9%1.8%5.8%5.8%5.2%
Skew 10d8.0%4.8%12.2%11.2%9.9%
Call IV 25d49.6%39.3%78.1%75.1%44.7%
Put IV 25d53.5%42.8%81.8%80.9%49.9%
Bid-Ask Spread %45.2413.6360.1033.7358.07
Gamma HHI0.140.100.180.180.11
Net GEX246.5K-60.9K726.8K-44.4K282.0K
Net DEX-15.1M-33.2M4.3M3.6M-16.3M
Net VEX-175.0K-192.8K-148.3K-153.1K-192.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.481.660.871.66
Total Volume3,590.5261,39513,0311,5922,416
Total OI27,680.52622,81931,72222,81927,719

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$41.46$42.5076.2%21.8%36.2%46.5%77.2%5.8%-17.5%-44.4K3.6M-153.1K0.8733.73N/AN/A85074212,9849,835
2022-02-02$42.12$42.5077.6%22.3%36.8%48.2%79.4%3.7%-19.0%-21.3K1.5M-155.5K0.8637.37N/AN/A78467413,0649,972
2022-02-03$40.98$40.0081.1%17.5%36.8%52.3%61.7%2.9%-6.1%-60.9K4.3M-149.9K0.8630.32N/AN/A75164413,10310,038
2022-02-04$41.87$40.0089.6%18.1%37.7%62.3%65.2%2.7%-7.0%-27.7K1.8M-154.3K0.5028.74N/AN/A1,63982013,10110,044
2022-02-07$40.35$40.00118.5%21.1%39.6%96.2%74.0%5.0%-10.6%-2.6K3.7M-148.3K1.2225.61N/AN/A3,1233,81213,81310,241
2022-02-08$50.76$40.0051.7%13.8%90.0%17.8%49.9%1.8%-3.6%726.8K-33.2M-179.4K0.7813.63N/AN/A7,3085,72315,24111,874
2022-02-09$50.50$50.0041.6%11.9%90.1%6.1%41.6%2.9%-1.4%442.8K-27.5M-186.4K1.1545.90N/AN/A3,0353,49015,67314,952
2022-02-10$50.35$50.0041.1%11.8%90.0%5.5%42.8%2.7%0.8%297.0K-25.0M-190.8K0.9039.49N/AN/A1,9471,74515,46415,784
2022-02-11$50.06$50.0042.5%12.2%88.9%7.2%44.1%4.3%-0.4%306.5K-23.5M-188.5K1.0454.48N/AN/A1,5831,65015,41115,630
2022-02-14$49.42$50.0042.7%12.2%89.2%7.4%44.1%3.3%-0.1%352.5K-20.8M-181.5K1.0656.49N/AN/A1,2651,34115,51815,301
2022-02-15$50.71$50.0040.9%11.7%89.0%5.3%45.0%3.9%0.6%450.6K-27.4M-179.8K0.6357.42N/AN/A1,8231,15215,46215,270
2022-02-16$51.49$50.0039.6%11.4%88.7%3.7%43.0%3.5%-0.0%509.2K-31.8M-178.9K0.6560.10N/AN/A1,50698515,75815,338
2022-02-17$50.20$50.0041.0%11.8%88.6%5.4%38.9%4.1%0.0%480.1K-25.3M-175.9K0.5058.10N/AN/A1,78289615,77515,426
2022-02-18$49.10$50.0041.0%11.7%87.2%5.4%41.8%4.2%-0.4%180.1K-19.0M-177.0K0.4848.21N/AN/A3,1751,52416,13415,588
2022-02-22$48.08$50.0044.0%12.6%87.9%9.1%43.7%4.6%-1.9%147.2K-10.6M-178.9K0.8755.38N/AN/A1,3251,15113,77612,322
2022-02-23$47.51$50.0044.7%12.8%88.1%9.9%45.3%4.7%-2.1%108.4K-8.7M-177.2K1.0650.44N/AN/A1,0281,09113,88012,322
2022-02-24$49.57$47.5044.2%12.7%88.6%9.3%45.9%4.4%-2.1%271.8K-16.0M-185.2K1.1556.08N/AN/A1,3281,52113,94312,732
2022-02-25$49.75$47.5042.6%12.2%88.2%7.4%43.2%5.0%-1.1%285.6K-16.6M-192.5K1.3750.01N/AN/A1,0941,49714,25113,191
2022-02-28$49.70$47.5046.1%13.2%88.4%11.5%46.9%5.2%-2.9%282.0K-16.3M-192.8K1.6658.07N/AN/A9091,50714,39913,320