TDC Options History — April 2022

In April 2022, TDC traded between $41.65 and $48.94. ATM implied volatility averaged 51.9%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 26.4% (HV 20d: 25.5%). Max pain ranged from $47.50 to $50.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.02.

Notable Days

  • 2022-04-14: Highest Volume — 5,874 contracts
  • 2022-04-13: Largest IV spike — 33.2% change
  • 2022-04-29: Highest IV Rank — 54.4%
  • 2022-04-29: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.67$41.65$48.94$48.94$41.65
Max Pain$48.25$47.50$50.00$50.00$47.50
ATM IV51.9%30.9%78.5%30.9%78.5%
Expected Move16.6%13.3%22.5%13.4%22.5%
HV 20d25.5%21.2%33.9%33.9%21.3%
HV 60d57.6%56.8%58.8%58.6%57.0%
IV Rank24.0%0.0%54.4%0.0%54.4%
IV Percentile54.7%0.0%98.4%0.0%98.4%
Term Structure-9.1%-20.3%16.1%16.1%-20.3%
VWIV57.9%47.5%77.5%47.5%77.5%
Skew 25d6.1%3.0%10.5%3.0%10.5%
Skew 10d12.1%6.5%19.1%6.5%19.1%
Call IV 25d54.7%31.6%74.9%31.6%74.9%
Put IV 25d60.8%34.6%85.4%34.6%85.4%
Bid-Ask Spread %41.1432.1449.4140.1338.87
Gamma HHI0.170.140.260.180.15
Net GEX-59.3K-397.3K224.4K224.4K-111.8K
Net DEX1.4M-11.2M10.3M-11.2M10.3M
Net VEX-164.7K-186.4K-151.5K-186.4K-152.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.311.930.961.32
Total Volume2,900.19235,8743,5143,014
Total OI26,145.8520,32131,01430,55323,044

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$48.94$50.0030.9%13.4%33.9%0.0%47.5%3.0%16.1%224.4K-11.2M-186.4K0.9640.13N/AN/A1,7961,71816,64513,908
2022-04-04$48.79$50.0031.0%13.3%32.5%0.1%48.5%4.8%-4.4%218.5K-10.0M-177.5K0.8835.96N/AN/A1,9421,71616,64413,942
2022-04-05$47.64$47.5032.6%13.8%32.8%2.0%50.1%4.5%-5.2%36.6K-3.3M-176.1K1.0140.67N/AN/A1,6661,69016,61814,068
2022-04-06$47.48$47.5032.5%14.1%30.5%1.8%50.2%4.8%-6.4%-38.9K-1.2M-172.5K0.8243.91N/AN/A1,6291,33416,62314,193
2022-04-07$47.87$47.5035.6%14.2%30.2%5.4%49.6%5.1%-6.3%56.7K-4.7M-172.9K0.7744.60N/AN/A1,5651,20116,62514,069
2022-04-08$47.17$47.5033.1%14.4%29.5%2.5%50.3%5.2%-6.5%-132.9K-143.8K-169.1K0.8038.16N/AN/A1,2871,02916,56914,201
2022-04-11$46.89$47.5040.8%14.8%28.0%11.4%51.0%4.8%-6.8%-212.7K1.4M-161.6K0.7144.07N/AN/A1,4421,02416,58214,195
2022-04-12$46.59$47.5038.6%14.9%26.8%8.8%52.0%5.8%-7.4%-297.0K3.8M-159.9K0.8340.24N/AN/A1,3061,07816,71914,213
2022-04-13$47.45$47.5051.4%14.7%21.3%23.5%51.6%5.4%-6.9%-397.3K-1.6M-159.6K0.9032.14N/AN/A1,3081,17516,76514,249
2022-04-14$45.96$50.0052.6%15.1%23.0%24.9%51.6%5.2%-6.8%-45.3K7.0M-151.5K0.5849.41N/AN/A3,7252,14916,75714,089
2022-04-18$45.16$50.0056.1%16.1%23.3%28.8%55.5%6.4%-10.0%-13.8K1.1M-162.6K0.6548.73N/AN/A1,6711,09111,0349,287
2022-04-19$45.56$50.0055.6%15.9%22.6%28.2%56.3%5.4%-9.4%-13.4K309.9K-165.3K0.6744.13N/AN/A1,7051,14011,0709,386
2022-04-20$46.01$50.0058.6%16.8%22.3%31.6%57.8%6.2%-11.6%2.9K-931.4K-165.6K0.7046.95N/AN/A1,8131,26711,1219,474
2022-04-21$45.19$47.5061.1%17.5%22.3%34.5%61.0%6.0%-12.0%-5.9K863.8K-164.2K1.7843.18N/AN/A9651,72211,3429,612
2022-04-22$44.08$47.5061.1%17.5%22.4%34.5%61.9%6.3%-11.4%-62.8K4.4M-166.7K1.9341.16N/AN/A8541,64411,35910,172
2022-04-25$43.69$47.5067.2%19.3%22.4%41.4%66.8%7.3%-14.5%-73.4K5.7M-160.7K1.7432.19N/AN/A9151,59611,40610,189
2022-04-26$42.75$47.5069.6%20.0%23.0%44.2%70.1%8.1%-15.4%-87.6K7.4M-156.3K1.7835.10N/AN/A9561,70411,40510,192
2022-04-27$42.22$47.5075.4%21.6%21.5%50.8%73.9%9.1%-18.6%-123.6K9.4M-155.6K0.3144.24N/AN/A70222111,53310,755
2022-04-28$42.39$47.5075.8%21.7%21.2%51.3%74.7%9.0%-18.8%-109.3K9.1M-157.4K1.3238.96N/AN/A1,3991,84312,01110,851
2022-04-29$41.65$47.5078.5%22.5%21.3%54.4%77.5%10.5%-20.3%-111.8K10.3M-152.1K1.3238.87N/AN/A1,3001,71412,11410,930