TDC Options History — December 2022

In December 2022, TDC traded between $32.63 and $34.89. ATM implied volatility averaged 38.1%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 6.1% (HV 20d: 32.0%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 3.40.

Notable Days

  • 2022-12-09: Highest Volume — 1,044 contracts
  • 2022-12-14: Largest IV drop — 22.5% change
  • 2022-12-12: Highest IV Rank — 20.7%
  • 2022-12-06: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.67$32.63$34.89$34.78$33.50
Max Pain$34.76$32.50$35.00$32.50$35.00
ATM IV38.1%33.5%49.0%36.2%34.8%
Expected Move10.2%9.6%10.7%10.4%10.0%
HV 20d32.0%25.3%42.0%42.0%25.3%
HV 60d35.6%34.4%37.3%37.3%35.2%
IV Rank8.2%3.0%20.7%6.1%4.4%
IV Percentile19.9%3.2%68.3%8.3%5.2%
Term Structure8.8%-2.0%14.7%-2.0%14.7%
VWIV36.0%33.2%41.7%37.6%34.6%
Skew 25d3.1%1.7%4.4%3.0%3.9%
Skew 10d6.4%-3.3%17.7%17.7%3.7%
Call IV 25d34.7%32.6%36.4%36.4%32.7%
Put IV 25d37.8%35.9%39.4%39.4%36.6%
Bid-Ask Spread %74.9545.0881.9757.1777.47
Gamma HHI0.230.190.250.200.24
Net GEX-168.8K-278.5K21.3K-41.6K-263.0K
Net DEX664.2K-2.7M3.7M-2.4M1.4M
Net VEX-56.2K-65.2K-48.5K-65.2K-48.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.400.0253.950.5910.00
Total Volume218.524171,04410277
Total OI14,869.90513,92415,65914,87514,493

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$34.78$32.5036.2%10.4%42.0%6.1%37.6%3.0%-2.0%-41.6K-2.4M-65.2K0.5957.17N/AN/A64388,2526,623
2022-12-02$34.89$32.5035.6%10.2%40.6%5.4%40.8%2.5%-1.4%-36.1K-2.7M-64.3K0.0645.08N/AN/A386258,2976,648
2022-12-05$34.11$35.0039.2%10.0%40.6%9.5%34.3%3.6%5.9%-86.4K-776.6K-62.5K0.0276.51N/AN/A28358,5546,671
2022-12-06$33.70$35.0044.8%10.7%41.0%15.9%35.4%4.0%5.2%-112.0K287.3K-61.4K0.4976.69N/AN/A119588,5676,675
2022-12-07$33.14$35.0044.1%10.5%40.4%15.1%41.7%2.9%5.9%-155.3K1.8M-60.2K0.2781.18N/AN/A2678,5756,724
2022-12-08$33.78$35.0042.8%10.2%38.6%13.6%36.3%3.4%5.8%-120.4K216.9K-60.8K0.2680.33N/AN/A88238,5726,729
2022-12-09$33.78$35.0041.2%10.0%35.5%11.8%35.1%1.7%6.6%-113.8K75.3K-60.6K53.9579.09N/AN/A191,0258,6346,738
2022-12-12$34.02$35.0049.0%10.3%30.0%20.7%37.1%2.2%5.7%-81.9K-509.3K-59.7K0.1481.49N/AN/A2138,8866,728
2022-12-13$34.73$35.0043.2%9.8%30.1%14.0%34.6%2.9%7.0%-10.6K-2.3M-58.8K0.0578.28N/AN/A3728,8966,748
2022-12-14$34.56$35.0033.5%9.6%27.4%3.0%33.2%3.7%7.3%21.3K-1.8M-57.6K0.0680.78N/AN/A12588,9086,751
2022-12-15$33.27$35.0034.3%9.8%29.5%3.9%35.4%2.3%11.3%-278.5K1.7M-55.5K0.5580.75N/AN/A1168,8976,756
2022-12-16$33.24$35.0034.5%9.9%28.7%4.1%35.9%3.8%12.8%-255.1K1.8M-54.3K0.0479.81N/AN/A312138,8946,764
2022-12-19$32.63$35.0034.3%9.8%28.7%3.9%35.6%2.8%12.4%-267.0K3.7M-51.5K3.1381.04N/AN/A30947,6206,365
2022-12-20$33.25$35.0037.2%10.7%29.4%7.2%36.4%3.3%11.1%-248.1K1.9M-53.2K0.1173.78N/AN/A290327,6366,288
2022-12-21$33.30$35.0035.5%10.2%27.9%5.3%34.1%2.5%12.0%-256.8K1.8M-52.2K0.2467.12N/AN/A223547,7266,303
2022-12-22$33.27$35.0036.2%10.4%27.6%6.1%36.0%4.4%12.7%-219.4K1.8M-53.5K0.2866.94N/AN/A177497,7746,343
2022-12-23$33.20$35.0036.1%10.3%27.6%5.9%35.1%3.6%11.7%-250.6K2.4M-51.9K0.0575.83N/AN/A411217,7876,356
2022-12-27$33.34$35.0036.1%10.4%27.0%6.0%35.4%3.9%13.0%-242.3K1.9M-49.9K0.2281.97N/AN/A55127,9536,363
2022-12-28$32.86$35.0036.2%10.4%27.6%6.0%35.7%1.9%12.8%-264.2K2.8M-48.5K0.9477.22N/AN/A53508,0156,363
2022-12-29$33.72$35.0035.3%10.1%26.9%5.0%34.5%2.7%14.2%-262.8K897.0K-49.8K0.0475.35N/AN/A24898,0046,392
2022-12-30$33.50$35.0034.8%10.0%25.3%4.4%34.6%3.9%14.7%-263.0K1.4M-48.6K10.0077.47N/AN/A7708,1006,393