TDC Options History — November 2022

In November 2022, TDC traded between $29.42 and $33.95. ATM implied volatility averaged 48.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 8.2% (HV 20d: 40.3%). Max pain ranged from $32.50 to $32.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2022-11-11: Highest Volume — 4,537 contracts
  • 2022-11-08: Largest IV drop — 51.3% change
  • 2022-11-07: Highest IV Rank — 72.0%
  • 2022-11-02: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.06$29.42$33.95$32.11$33.95
Max Pain$32.50$32.50$32.50$32.50$32.50
ATM IV48.5%36.3%93.9%72.6%36.9%
Expected Move12.8%10.4%21.7%20.8%10.6%
HV 20d40.3%33.2%44.7%33.2%44.7%
HV 60d41.9%36.7%51.2%49.8%37.0%
IV Rank20.2%6.2%72.0%47.6%6.8%
IV Percentile36.2%8.3%99.6%91.7%10.3%
Term Structure-4.0%-18.9%1.0%-18.2%-2.5%
VWIV44.7%36.8%75.3%74.9%37.3%
Skew 25d3.9%1.4%6.6%5.0%1.5%
Skew 10d7.0%-2.5%11.6%11.2%7.2%
Call IV 25d43.7%35.2%72.9%71.4%37.5%
Put IV 25d47.6%39.0%78.6%76.4%39.0%
Bid-Ask Spread %48.6024.9678.5939.2250.95
Gamma HHI0.210.180.230.180.21
Net GEX-126.6K-241.7K27.9K-138.6K-93.3K
Net DEX3.6M-2.6M10.0M4.9M-344.2K
Net VEX-63.7K-69.9K-54.4K-69.0K-64.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.042.261.190.04
Total Volume1,449.619154,537898479
Total OI15,045.33313,94317,06113,94314,874

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$32.11$32.5072.6%20.8%33.2%47.6%74.9%5.0%-18.2%-138.6K4.9M-69.0K1.1939.22N/AN/A4104886,6407,303
2022-11-02$30.78$32.5075.5%21.7%36.4%51.0%75.3%5.7%-18.9%-146.0K6.8M-64.5K1.1437.84N/AN/A4334926,6407,318
2022-11-03$30.09$32.5076.5%16.0%36.6%52.1%54.7%5.8%-7.3%-143.9K7.7M-61.9K1.1645.11N/AN/A4284956,6617,320
2022-11-04$29.42$32.5079.6%16.2%34.3%55.6%55.6%6.4%-7.9%-146.3K8.5M-58.1K1.2248.33N/AN/A4135036,6807,323
2022-11-07$29.98$32.5093.9%17.0%34.9%72.0%56.7%6.6%-9.9%-151.1K8.0M-58.9K1.6443.35N/AN/A1,1681,9206,7137,341
2022-11-08$30.97$32.5045.8%11.8%35.3%17.0%39.0%5.1%-2.7%-210.2K7.7M-60.1K1.6449.04N/AN/A5929717,0358,250
2022-11-09$30.00$32.5039.4%11.3%36.8%9.7%38.7%2.7%-0.8%-241.7K10.0M-54.4K0.8940.47N/AN/A1,1641,0407,0138,362
2022-11-10$31.42$32.5036.8%10.5%39.8%6.7%36.8%4.3%-0.6%-198.5K5.2M-61.6K1.0750.01N/AN/A9781,0437,5557,750
2022-11-11$33.19$32.5039.4%11.3%42.7%9.7%39.0%2.0%0.5%-134.8K827.9K-66.4K0.2978.59N/AN/A3,5261,0117,5607,741
2022-11-14$32.69$32.5037.8%10.8%41.0%7.9%37.7%4.4%-1.0%-51.2K1.2M-66.4K0.6853.93N/AN/A1,1798048,5837,719
2022-11-15$33.92$32.5039.1%11.2%42.7%9.3%39.9%3.2%-1.7%27.9K-2.6M-69.9K0.5753.47N/AN/A1,3537709,3387,723
2022-11-16$33.12$32.5039.5%11.3%42.0%9.8%39.8%4.1%-1.5%-24.7K-198.8K-68.6K0.6349.00N/AN/A1,2207708,9617,842
2022-11-17$32.53$32.5039.7%11.4%42.7%10.0%40.7%3.6%-1.4%-9.7K1.6M-66.6K0.6365.51N/AN/A1,2327718,9687,843
2022-11-18$31.93$32.5037.5%10.7%43.0%7.5%38.3%2.3%-0.5%-157.6K4.1M-63.3K1.0253.40N/AN/A6506628,9917,845
2022-11-21$31.97$32.5037.1%10.6%43.0%7.0%38.6%3.4%-0.7%-168.9K4.0M-61.9K0.7948.35N/AN/A5854627,5556,484
2022-11-22$32.83$32.5038.6%11.1%43.3%8.8%38.8%3.2%-1.8%-140.8K2.2M-64.8K1.4638.05N/AN/A3134587,6446,487
2022-11-23$33.22$32.5036.3%10.4%43.4%6.2%39.3%4.9%1.0%-129.5K1.4M-65.6K2.2651.75N/AN/A2225017,7456,496
2022-11-25$33.34$32.5037.9%10.9%43.3%7.9%37.7%2.7%-1.1%-128.4K1.2M-65.2K0.6724.96N/AN/A967,7996,552
2022-11-28$32.84$32.5039.3%11.3%43.7%9.6%40.0%1.4%-2.0%-145.1K2.3M-62.7K0.0849.77N/AN/A497417,9056,566
2022-11-29$32.92$32.5040.6%11.6%43.7%11.1%40.5%2.9%-3.9%-126.0K1.9M-63.4K0.0749.59N/AN/A358258,2306,597
2022-11-30$33.95$32.5036.9%10.6%44.7%6.8%37.3%1.5%-2.5%-93.3K-344.2K-64.7K0.0450.95N/AN/A462178,2606,614