TDC Options History — October 2022

In October 2022, TDC traded between $29.06 and $31.96. ATM implied volatility averaged 56.4%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 22.5% (HV 20d: 33.9%). Max pain ranged from $32.50 to $32.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2022-10-10: Highest Volume — 2,820 contracts
  • 2022-10-12: Largest IV spike — 30.6% change
  • 2022-10-31: Highest IV Rank — 45.0%
  • 2022-10-31: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.78$29.06$31.96$31.38$31.69
Max Pain$32.50$32.50$32.50$32.50$32.50
ATM IV56.4%40.6%70.3%41.5%70.3%
Expected Move16.9%11.7%20.2%11.9%20.2%
HV 20d33.9%31.4%35.8%33.9%33.3%
HV 60d52.8%49.7%53.6%53.0%49.7%
IV Rank29.2%11.1%45.0%12.1%45.0%
IV Percentile70.3%25.0%91.3%29.4%91.3%
Term Structure-8.8%-16.5%13.6%12.8%-16.5%
VWIV60.0%43.3%75.3%43.3%75.3%
Skew 25d6.1%2.6%7.9%3.4%6.2%
Skew 10d11.0%4.7%14.9%10.9%10.3%
Call IV 25d56.9%39.8%69.8%41.1%69.8%
Put IV 25d63.1%43.6%76.0%44.5%76.0%
Bid-Ask Spread %37.9015.7474.2874.0644.53
Gamma HHI0.230.190.300.230.19
Net GEX-176.0K-337.8K-101.5K-114.0K-140.2K
Net DEX7.8M5.4M12.5M7.7M5.5M
Net VEX-68.0K-74.7K-61.5K-73.0K-67.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.875.121.851.22
Total Volume1,4058812,8201,133881
Total OI16,180.52413,38818,44615,72813,924

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$31.38$32.5041.5%11.9%33.9%12.1%43.3%3.4%12.8%-114.0K7.7M-73.0K1.8574.06N/AN/A3977367,6858,043
2022-10-04$31.89$32.5040.6%11.7%33.6%11.1%44.3%2.6%13.6%-103.2K6.9M-74.0K1.1674.28N/AN/A6317297,7568,054
2022-10-05$31.96$32.5040.6%11.7%33.5%11.1%44.1%3.8%12.8%-101.5K6.9M-74.7K1.4068.99N/AN/A5237317,8408,060
2022-10-06$31.34$32.5040.9%15.9%33.4%11.5%56.3%4.9%-9.9%-110.4K7.8M-71.3K1.3741.33N/AN/A5147057,8808,070
2022-10-07$30.03$32.5043.6%16.4%35.0%14.5%57.5%5.9%-10.1%-136.1K9.9M-64.8K1.5755.69N/AN/A4937737,8888,069
2022-10-10$29.83$32.5043.3%16.7%34.5%14.2%57.4%6.9%-10.9%-154.2K10.5M-64.0K5.1254.15N/AN/A4612,3597,9028,163
2022-10-11$29.06$32.5046.0%16.8%34.7%17.2%58.1%7.9%-11.8%-337.8K12.5M-61.5K0.8744.40N/AN/A8357267,9119,558
2022-10-12$29.64$32.5060.0%17.2%35.8%33.2%58.2%7.0%-12.9%-276.6K10.4M-66.5K1.0842.45N/AN/A8939628,3659,478
2022-10-13$30.19$32.5059.3%17.0%31.8%32.4%57.8%6.7%-11.6%-252.7K8.8M-67.2K0.9718.21N/AN/A8918678,3699,335
2022-10-14$29.49$32.5059.4%17.0%31.4%32.6%58.5%6.8%-11.6%-317.7K10.2M-64.6K1.0531.89N/AN/A8699148,4039,419
2022-10-17$30.78$32.5061.3%17.6%34.6%34.7%59.0%6.6%-13.4%-189.9K7.7M-68.0K1.3628.09N/AN/A6558898,4199,465
2022-10-18$30.89$32.5061.5%17.6%32.7%34.9%60.2%6.2%-14.0%-150.3K7.1M-68.5K1.8015.74N/AN/A4568198,6639,463
2022-10-19$29.94$32.5062.7%18.0%34.1%36.4%61.8%7.4%-14.8%-251.5K9.0M-64.6K1.2617.38N/AN/A6488168,7199,490
2022-10-20$30.19$32.5062.6%18.0%34.1%36.3%63.5%6.6%-9.9%-213.9K8.2M-65.6K1.4316.21N/AN/A6088728,8379,526
2022-10-21$30.80$32.5064.2%18.4%34.9%38.1%64.5%7.4%-11.1%-138.3K6.9M-67.2K1.2715.94N/AN/A6318038,8609,586
2022-10-24$30.92$32.5066.1%18.9%34.8%40.2%68.3%7.3%-11.5%-136.4K6.3M-67.6K1.3732.04N/AN/A4776526,3617,027
2022-10-25$31.60$32.5063.6%18.2%35.6%37.3%66.0%6.0%-12.1%-142.7K5.5M-69.3K1.3122.21N/AN/A4986506,4447,198
2022-10-26$31.72$32.5064.6%18.5%33.4%38.5%67.6%5.4%-12.8%-143.8K5.4M-69.7K1.3823.84N/AN/A4916786,5237,261
2022-10-27$31.46$32.5065.5%18.8%33.4%39.5%69.3%6.1%-13.6%-144.2K5.8M-68.9K1.4234.41N/AN/A4356166,5847,297
2022-10-28$31.66$32.5067.6%19.4%33.4%41.9%69.4%7.4%-15.3%-140.0K5.4M-68.8K1.1140.13N/AN/A4364856,5967,300
2022-10-31$31.69$32.5070.3%20.2%33.3%45.0%75.3%6.2%-16.5%-140.2K5.5M-67.6K1.2244.53N/AN/A3974846,6217,303