TDC Options History — August 2022

In August 2022, TDC traded between $31.25 and $38.55. ATM implied volatility averaged 45.8%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 13.9% (HV 20d: 59.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.12.

Notable Days

  • 2022-08-03: Highest Volume — 6,460 contracts
  • 2022-08-17: Largest IV spike — 66.5% change
  • 2022-08-04: Highest IV Rank — 58.3%
  • 2022-08-03: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.16$31.25$38.55$38.14$32.98
Max Pain$37.17$35.00$40.00$37.50$35.00
ATM IV45.8%34.6%82.0%70.1%40.3%
Expected Move12.8%9.9%23.1%20.1%11.5%
HV 20d59.7%36.5%80.9%36.5%77.7%
HV 60d47.3%38.2%55.5%45.1%55.1%
IV Rank17.0%4.2%58.3%44.7%10.7%
IV Percentile30.3%3.2%98.0%91.3%23.4%
Term Structure-1.9%-21.8%12.4%-17.4%0.1%
VWIV44.1%34.7%80.9%69.3%39.3%
Skew 25d3.7%-7.0%10.9%8.3%4.5%
Skew 10d6.7%-4.7%17.7%12.6%1.3%
Call IV 25d42.7%34.6%75.3%65.1%39.1%
Put IV 25d46.4%35.2%86.2%73.4%43.6%
Bid-Ask Spread %51.7527.4674.2540.7945.99
Gamma HHI0.250.180.730.190.18
Net GEX-160.3K-1.2M85.6K-73.1K-112.2K
Net DEX6.6M-1.7M11.6M2.1M7.7M
Net VEX-89.6K-115.9K-74.4K-103.6K-79.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.025.801.511.07
Total Volume1,234.957856,4602,3551,001
Total OI17,834.30414,37821,75114,37815,423

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$38.14$37.5070.1%20.1%36.5%44.7%69.3%8.3%-17.4%-73.1K2.1M-103.6K1.5140.79N/AN/A9371,4186,5457,833
2022-08-02$37.21$37.5076.5%21.9%36.5%52.1%76.0%9.5%-21.1%-88.9K3.4M-99.9K1.4536.73N/AN/A1,3431,9436,5547,845
2022-08-03$38.55$37.5080.6%23.1%38.7%56.8%80.9%10.9%-21.8%-82.2K2.0M-107.1K0.8637.43N/AN/A3,4662,9946,7798,369
2022-08-04$38.55$40.0082.0%16.4%37.7%58.3%56.7%5.9%-7.7%85.6K-1.7M-115.9K1.4727.46N/AN/A1,5292,2539,2139,479
2022-08-05$35.64$40.0043.2%11.5%46.6%14.0%40.1%4.0%-0.1%-153.5K9.0M-95.8K1.9551.16N/AN/A1,1022,1469,8339,717
2022-08-08$35.33$37.5041.0%11.6%46.3%11.6%39.1%4.5%-0.9%-183.7K9.6M-92.4K1.4850.91N/AN/A8561,27010,0039,729
2022-08-09$34.65$37.5039.8%11.1%45.7%10.1%40.5%4.1%0.7%-268.7K11.6M-87.6K0.7762.02N/AN/A1199210,0279,727
2022-08-10$35.77$37.5037.5%10.8%47.4%7.6%37.7%3.4%0.6%-201.1K8.7M-92.2K0.1060.40N/AN/A1,36013910,1269,732
2022-08-11$35.76$37.5037.8%10.8%46.8%7.9%37.9%2.3%1.0%-136.6K8.0M-93.2K5.8055.81N/AN/A7644111,1079,795
2022-08-12$35.92$37.5036.5%10.5%46.6%6.4%41.9%2.8%2.3%-162.0K7.1M-92.6K0.9850.48N/AN/A41941211,1299,584
2022-08-15$35.91$37.5038.2%10.9%46.5%8.3%37.9%2.7%0.3%-157.5K6.8M-94.4K0.4250.80N/AN/A49520611,5509,740
2022-08-16$35.51$37.5036.7%10.5%44.6%6.6%36.3%3.9%0.8%-201.0K8.0M-90.6K0.0553.47N/AN/A5042612,0389,713
2022-08-17$31.25$37.5061.1%17.5%62.1%34.5%45.2%-7.0%12.4%-9275.6M-81.9K1.4872.83N/AN/A568311,6769,705
2022-08-18$35.86$37.5035.3%10.1%80.9%5.1%35.6%2.5%0.8%-113.0K6.5M-88.7K0.2136.02N/AN/A2505311,7009,699
2022-08-19$35.11$37.5036.1%10.4%80.5%6.0%38.8%3.6%0.5%-1.2M8.2M-85.7K1.7074.25N/AN/A447511,7409,664
2022-08-22$34.19$37.5036.8%10.5%80.9%6.7%37.4%2.0%0.9%-81.9K6.4M-82.4K0.0247.92N/AN/A12427,5137,100
2022-08-23$34.12$37.5037.0%10.6%79.8%7.0%37.4%2.8%0.8%-78.0K6.4M-82.7K0.8161.18N/AN/A94767,6037,102
2022-08-24$34.18$37.5036.0%10.3%77.6%5.9%36.0%3.3%0.7%-89.3K6.3M-82.3K0.2356.42N/AN/A69167,6787,116
2022-08-25$34.64$35.0034.6%9.9%77.9%4.2%34.7%4.1%1.7%-62.6K5.8M-83.4K0.0948.91N/AN/A176167,7417,122
2022-08-26$33.48$35.0038.2%10.9%78.5%8.3%37.7%2.6%0.2%-88.8K7.2M-78.7K0.6055.52N/AN/A93567,8677,135
2022-08-29$32.67$35.0039.2%11.2%78.8%9.5%40.2%1.9%-0.1%-107.1K8.3M-74.4K2.3749.40N/AN/A902137,9407,187
2022-08-30$33.37$35.0038.7%11.1%79.2%8.9%39.2%1.9%1.5%-115.4K8.3M-76.4K0.4364.39N/AN/A190817,9897,322
2022-08-31$32.98$35.0040.3%11.5%77.7%10.7%39.3%4.5%0.1%-112.2K7.7M-79.2K1.0745.99N/AN/A4845178,0347,389