TDC Options History — June 2022

In June 2022, TDC traded between $34.61 and $39.54. ATM implied volatility averaged 43.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 4.0% (HV 20d: 39.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.12.

Notable Days

  • 2022-06-09: Highest Volume — 3,658 contracts
  • 2022-06-13: Largest IV spike — 12.6% change
  • 2022-06-14: Highest IV Rank — 21.4%
  • 2022-06-14: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.46$34.61$39.54$37.97$36.92
Max Pain$44.76$40.00$45.00$40.00$45.00
ATM IV43.9%39.4%49.6%45.8%42.5%
Expected Move12.4%11.3%14.2%13.1%12.2%
HV 20d39.9%31.0%56.8%56.0%42.2%
HV 60d39.3%37.1%41.9%39.6%41.9%
IV Rank14.8%9.8%21.4%17.1%13.3%
IV Percentile45.8%13.9%69.4%59.9%35.7%
Term Structure6.0%-3.1%12.4%-3.1%12.4%
VWIV44.8%40.8%49.7%47.4%45.0%
Skew 25d5.0%3.2%6.9%3.4%4.4%
Skew 10d10.7%4.2%26.3%5.2%7.8%
Call IV 25d42.2%37.9%46.7%45.1%42.7%
Put IV 25d47.3%43.0%53.4%48.6%47.1%
Bid-Ask Spread %70.2853.1180.0961.1178.28
Gamma HHI0.170.110.350.180.13
Net GEX132.1K-164.8K444.9K309.1K3.6K
Net DEX10.5M6.4M16.4M8.8M11.8M
Net VEX-115.7K-130.2K-101.0K-129.5K-102.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.801.441.191.38
Total Volume3,128.4762,8523,6583,1332,852
Total OI28,073.95219,89433,54332,37220,474

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$37.97$40.0045.8%13.1%56.0%17.1%47.4%3.4%-3.1%309.1K8.8M-129.5K1.1961.11N/AN/A1,4321,70121,90410,468
2022-06-02$38.93$45.0042.9%11.5%56.8%13.7%41.9%4.9%4.7%337.7K7.4M-130.2K1.1962.59N/AN/A1,4391,71521,89910,473
2022-06-03$38.28$45.0044.2%12.1%54.4%15.2%41.7%5.1%3.4%346.3K8.6M-128.0K1.1967.46N/AN/A1,3941,65621,95910,486
2022-06-06$38.26$45.0045.6%12.1%36.0%16.8%42.3%4.7%4.1%361.9K8.7M-125.4K1.1565.57N/AN/A1,3951,60421,96810,482
2022-06-07$39.06$45.0042.1%11.3%35.3%12.8%41.6%5.9%4.5%444.9K7.1M-127.9K1.1669.57N/AN/A1,3791,60221,99010,505
2022-06-08$38.88$45.0040.3%11.6%35.0%10.8%40.8%3.2%4.9%434.1K7.3M-127.4K1.0570.56N/AN/A1,5361,61222,07310,505
2022-06-09$38.44$45.0042.0%12.0%34.6%12.7%41.9%4.1%3.5%358.6K8.9M-122.3K0.8074.75N/AN/A2,0371,62122,14010,479
2022-06-10$37.23$45.0043.0%12.3%36.3%13.8%42.8%5.7%3.5%209.4K11.1M-119.4K0.8070.19N/AN/A2,0081,61422,69410,479
2022-06-13$37.00$45.0048.4%13.9%31.0%20.0%47.3%6.6%0.0%166.4K11.6M-117.0K1.1667.68N/AN/A1,4391,67122,74810,461
2022-06-14$35.97$45.0049.6%14.2%32.3%21.4%47.7%6.3%0.3%18.5K14.1M-108.5K1.1066.86N/AN/A1,4501,59322,76510,485
2022-06-15$36.32$45.0043.7%12.5%31.3%14.6%44.8%4.7%4.5%53.2K13.3M-113.1K1.0675.99N/AN/A1,5241,61422,91010,498
2022-06-16$34.61$45.0048.1%13.8%35.0%19.6%49.7%6.7%4.5%-164.8K16.4M-101.0K1.1176.43N/AN/A1,4231,58422,93510,496
2022-06-17$35.74$45.0047.3%13.5%37.1%18.7%47.3%5.1%7.5%-49.3K14.2M-108.1K1.0370.60N/AN/A1,5181,56323,00510,538
2022-06-21$36.79$45.0042.1%12.1%38.1%12.8%46.2%6.9%9.7%-29.8K11.6M-109.8K0.9865.38N/AN/A1,6251,58810,4299,465
2022-06-22$36.43$45.0043.1%12.4%38.3%14.0%47.6%3.7%9.5%-33.1K11.9M-105.2K0.9872.41N/AN/A1,5861,55910,6489,563
2022-06-23$37.70$45.0042.3%12.1%39.4%13.1%47.7%4.4%8.9%-13.3K10.2M-111.6K0.9953.11N/AN/A1,5751,55410,6699,563
2022-06-24$39.54$45.0039.4%11.3%41.4%9.8%41.9%4.3%11.3%-20.1K6.4M-119.5K1.2377.87N/AN/A1,3721,68610,7219,565
2022-06-27$37.91$45.0042.3%12.1%42.4%13.0%44.4%5.6%9.9%9.7K9.7M-110.8K1.1174.82N/AN/A1,5321,70710,8509,505
2022-06-28$37.24$45.0043.4%12.4%42.2%14.3%46.1%6.1%10.5%8.3K11.1M-105.0K1.3780.09N/AN/A1,2411,70310,8359,508
2022-06-29$37.44$45.0043.5%12.5%42.2%14.4%45.4%4.1%11.6%22.6K10.8M-107.2K1.4474.62N/AN/A1,2281,76610,8869,527
2022-06-30$36.92$45.0042.5%12.2%42.2%13.3%45.0%4.4%12.4%3.6K11.8M-102.5K1.3878.28N/AN/A1,1991,65310,8879,587