TDC Options History — July 2022

In July 2022, TDC traded between $36.53 and $39.52. ATM implied volatility averaged 54.7%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 15.1% (HV 20d: 39.6%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 2.63.

Notable Days

  • 2022-07-07: Highest Volume — 5,099 contracts
  • 2022-07-11: Largest IV spike — 28.0% change
  • 2022-07-29: Highest IV Rank — 39.2%
  • 2022-07-29: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.02$36.53$39.52$37.49$38.39
Max Pain$37.50$35.00$45.00$45.00$37.50
ATM IV54.7%37.9%65.3%40.9%65.3%
Expected Move16.6%11.7%18.7%11.7%18.7%
HV 20d39.6%33.7%42.9%41.6%36.7%
HV 60d43.1%41.9%45.2%41.9%45.1%
IV Rank27.1%8.0%39.2%11.5%39.2%
IV Percentile70.9%7.9%89.3%23.4%89.3%
Term Structure-8.5%-13.9%13.3%13.3%-13.9%
VWIV58.3%44.6%65.1%44.6%65.1%
Skew 25d6.4%4.4%8.6%4.4%8.0%
Skew 10d12.0%8.1%17.7%8.1%14.5%
Call IV 25d55.2%40.1%61.1%40.1%61.1%
Put IV 25d61.6%44.5%69.2%44.5%69.2%
Bid-Ask Spread %35.1821.3678.9278.9234.60
Gamma HHI0.170.130.200.130.19
Net GEX-22.3K-95.4K75.1K16.2K-70.6K
Net DEX6.3M176.1K12.6M11.3M1.8M
Net VEX-105.6K-113.1K-99.5K-102.7K-105.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.631.503.901.921.53
Total Volume3,901.952,3525,0993,6292,352
Total OI18,118.1512,73522,87920,48414,351

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$37.49$45.0040.9%11.7%41.6%11.5%44.6%4.4%13.3%16.2K11.3M-102.7K1.9278.92N/AN/A1,2412,38810,8909,594
2022-07-05$38.40$35.0046.0%16.0%42.1%17.3%56.9%5.7%-8.6%14.7K10.6M-110.0K2.9135.22N/AN/A1,2603,66710,95510,281
2022-07-06$38.57$35.0045.6%15.8%42.2%16.8%56.6%6.5%-7.2%27.3K10.1M-112.4K3.1438.05N/AN/A1,1783,69611,11211,529
2022-07-07$39.52$35.0041.8%15.3%42.4%12.5%54.4%5.8%-6.6%35.4K7.9M-113.1K2.7037.99N/AN/A1,3793,72011,14411,473
2022-07-08$39.14$37.5037.9%15.0%42.5%8.0%54.0%5.3%-6.5%75.1K8.5M-110.6K3.2138.74N/AN/A1,1503,68811,40311,473
2022-07-11$38.43$37.5048.5%16.0%42.9%20.1%55.7%5.5%-8.5%56.5K9.8M-107.7K3.4340.06N/AN/A1,0763,68711,43411,445
2022-07-12$37.29$37.5048.4%16.5%42.7%20.0%56.9%7.4%-10.2%8.1K11.4M-103.5K3.5128.85N/AN/A1,0563,70711,44811,362
2022-07-13$37.32$37.5057.9%16.6%42.6%30.8%57.7%5.8%-11.0%29.0K11.3M-103.3K3.9028.01N/AN/A9483,69611,45711,386
2022-07-14$36.53$37.5056.9%16.3%42.1%29.7%56.7%6.5%-7.4%-7.8K12.6M-99.5K3.8237.47N/AN/A9483,61711,44211,403
2022-07-15$37.01$37.5056.4%16.2%42.2%29.1%57.6%6.6%-7.1%-48.8K12.6M-100.4K3.5526.90N/AN/A1,0693,79611,45911,393
2022-07-18$36.69$37.5059.3%17.0%38.2%32.4%59.8%5.0%-8.7%-56.6K2.8M-100.9K2.3638.62N/AN/A9882,3365,8686,867
2022-07-19$38.00$37.5058.2%16.7%38.5%31.2%59.0%5.9%-9.2%-51.2K1.8M-103.2K2.2730.22N/AN/A1,0322,3465,9847,093
2022-07-20$38.59$37.5059.1%17.0%37.6%32.2%58.8%6.3%-9.7%-51.9K1.2M-106.1K2.1830.57N/AN/A1,1192,4426,0637,309
2022-07-21$39.40$37.5057.8%16.6%37.9%30.7%59.2%7.3%-10.0%-51.2K176.1K-108.5K2.0526.27N/AN/A1,1502,3626,2297,600
2022-07-22$38.15$37.5059.5%17.0%38.2%32.6%59.3%6.9%-8.5%-70.2K1.9M-108.4K2.2827.39N/AN/A1,0482,3916,3987,728
2022-07-25$38.10$37.5063.3%18.2%33.9%37.0%63.2%6.0%-12.4%-73.2K2.0M-106.2K2.3629.75N/AN/A9812,3196,4057,733
2022-07-26$36.58$37.5063.6%18.2%33.7%37.4%64.5%8.2%-12.4%-95.4K4.3M-101.6K2.4421.36N/AN/A9532,3266,4407,734
2022-07-27$38.33$37.5063.1%18.1%37.2%36.8%63.2%7.0%-12.1%-64.9K1.8M-104.9K1.5033.15N/AN/A9951,4896,4517,747
2022-07-28$38.40$37.5063.7%18.3%37.2%37.5%63.5%8.6%-12.7%-66.4K1.7M-104.4K1.5741.58N/AN/A9491,4946,4987,782
2022-07-29$38.39$37.5065.3%18.7%36.7%39.2%65.1%8.0%-13.9%-70.6K1.8M-105.4K1.5334.60N/AN/A9311,4216,5187,833