TDC Options History — September 2022

In September 2022, TDC traded between $30.35 and $32.97. ATM implied volatility averaged 41.5%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 11.3% (HV 20d: 52.8%). Max pain ranged from $32.50 to $37.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.14.

Notable Days

  • 2022-09-13: Highest Volume — 1,194 contracts
  • 2022-09-12: Largest IV spike — 23.3% change
  • 2022-09-13: Highest IV Rank — 17.3%
  • 2022-09-15: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.55$30.35$32.97$32.30$31.22
Max Pain$35.48$32.50$37.50$35.00$32.50
ATM IV41.5%36.0%46.0%40.0%42.6%
Expected Move11.7%10.6%12.9%11.5%12.2%
HV 20d52.8%32.9%77.8%77.8%33.9%
HV 60d54.1%53.0%55.2%55.0%53.0%
IV Rank12.1%5.8%17.3%10.3%13.4%
IV Percentile32.5%6.7%57.5%23.0%37.7%
Term Structure7.5%-4.2%13.4%1.0%12.0%
VWIV40.6%35.2%43.6%39.7%43.4%
Skew 25d3.4%-3.4%6.4%6.4%3.3%
Skew 10d7.2%-6.5%23.6%7.4%9.4%
Call IV 25d40.0%37.4%43.1%38.4%40.2%
Put IV 25d43.4%39.7%45.7%44.9%43.5%
Bid-Ask Spread %62.8230.0677.0730.0671.42
Gamma HHI0.210.190.240.190.24
Net GEX-145.6K-171.4K-118.3K-125.7K-124.0K
Net DEX9.0M7.7M10.6M8.6M8.2M
Net VEX-70.6K-78.1K-66.1K-75.3K-72.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.140.119.070.381.57
Total Volume643.19421,1942101,169
Total OI15,310.71413,79216,02015,39815,584

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$32.30$35.0040.0%11.5%77.8%10.3%39.7%6.4%1.0%-125.7K8.6M-75.3K0.3830.06N/AN/A152588,0357,363
2022-09-02$32.01$35.0039.5%11.3%73.3%9.8%38.5%5.3%0.4%-127.1K8.9M-73.6K8.2160.91N/AN/A332718,1487,373
2022-09-06$32.65$37.5042.9%11.8%73.8%13.7%38.0%4.0%3.8%-141.8K8.5M-78.1K1.1968.27N/AN/A4275068,1547,640
2022-09-07$32.42$37.5039.8%11.3%73.6%10.2%37.2%3.1%5.2%-152.0K9.2M-74.1K1.2868.72N/AN/A4425668,1627,652
2022-09-08$31.73$37.5038.4%11.2%72.7%8.6%39.2%3.6%5.0%-161.5K9.8M-71.2K0.1166.20N/AN/A3848,1867,660
2022-09-09$32.55$37.5036.0%10.6%73.5%5.8%35.2%2.9%6.6%-156.8K8.7M-74.5K0.8748.88N/AN/A3292878,2057,614
2022-09-12$32.97$37.5044.4%11.1%73.7%15.4%41.7%3.5%5.7%-148.9K8.4M-73.1K9.0756.05N/AN/A151368,2317,614
2022-09-13$32.23$37.5046.0%11.2%74.0%17.3%37.8%3.6%4.7%-157.2K9.2M-71.0K1.7861.96N/AN/A4307648,2317,630
2022-09-14$31.96$37.5040.0%11.5%73.9%10.4%40.1%4.3%4.4%-169.3K9.7M-70.4K1.4575.15N/AN/A691008,2297,660
2022-09-15$30.35$37.5045.1%12.9%61.0%16.2%41.7%-3.4%-4.2%-146.5K8.9M-66.4K3.8977.07N/AN/A18708,2247,756
2022-09-16$31.10$37.5042.5%12.2%34.1%13.2%41.8%2.8%9.2%-166.8K10.6M-66.9K1.1073.97N/AN/A4725198,2367,784
2022-09-19$31.69$37.5039.8%11.4%34.8%10.2%40.0%4.1%9.6%-171.4K9.4M-66.1K4.2869.34N/AN/A1687196,4607,332
2022-09-20$30.70$35.0041.5%11.9%35.3%12.1%41.4%2.5%11.3%-162.8K9.9M-66.9K2.1861.71N/AN/A22486,6117,565
2022-09-21$31.12$35.0041.2%11.8%35.9%11.8%40.3%1.8%12.6%-165.8K9.4M-68.4K0.8339.63N/AN/A1541286,6207,600
2022-09-22$30.78$35.0042.0%12.0%35.9%12.7%41.2%4.3%10.6%-152.8K9.3M-66.7K0.3356.68N/AN/A3261086,7417,460
2022-09-23$30.62$32.5042.1%12.1%35.3%12.8%42.0%4.6%13.4%-132.3K9.2M-66.8K0.8050.72N/AN/A3803047,0447,481
2022-09-26$30.50$32.5043.3%12.4%33.7%14.2%43.0%3.1%10.9%-126.9K9.1M-68.0K1.3066.68N/AN/A4886347,4057,776
2022-09-27$30.56$32.5043.5%12.5%32.9%14.5%42.6%4.6%10.6%-129.8K9.2M-67.4K0.9169.95N/AN/A5004577,4357,803
2022-09-28$31.66$32.5040.8%11.7%34.6%11.3%43.5%3.8%11.5%-118.3K7.7M-71.2K1.4770.34N/AN/A4787037,4407,808
2022-09-29$31.46$32.5040.3%11.5%34.5%10.7%43.6%3.4%12.2%-120.5K7.8M-73.7K1.9475.42N/AN/A3456707,5638,010
2022-09-30$31.22$32.5042.6%12.2%33.9%13.4%43.4%3.3%12.0%-124.0K8.2M-72.1K1.5771.42N/AN/A4557147,5738,011