TDC Options History — June 2024

In June 2024, TDC traded between $31.91 and $34.69. ATM implied volatility averaged 24.5%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.9% (HV 20d: 23.6%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.65.

Notable Days

2024-06-24: Highest Volume — 285 contracts
2024-06-12: Largest IV spike — 42.5% change
2024-06-20: Highest IV Rank — 16.0%
2024-06-20: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.31	$31.91	$34.69	$32.16	$34.50
Max Pain	$34.61	$32.50	$35.00	$32.50	$35.00
ATM IV	24.5%	18.2%	28.5%	26.3%	21.9%
Expected Move	7.2%	5.2%	8.2%	7.5%	6.3%
HV 20d	23.6%	17.2%	53.9%	53.9%	18.0%
HV 60d	34.6%	34.3%	34.9%	34.3%	34.8%
IV Rank	9.5%	0.0%	16.0%	12.2%	6.3%
IV Percentile	28.1%	0.0%	59.9%	39.3%	6.7%
Term Structure	12.2%	-0.8%	29.0%	-0.3%	19.8%
VWIV	25.2%	19.7%	28.6%	26.6%	23.4%
Skew 25d	2.4%	-5.4%	27.8%	1.9%	7.5%
Skew 10d	5.4%	-8.3%	36.0%	2.8%	8.7%
Call IV 25d	25.5%	15.6%	32.0%	28.1%	23.5%
Put IV 25d	27.9%	16.1%	59.8%	30.0%	31.1%
Bid-Ask Spread %	89.04	81.35	100.48	82.89	93.61
Gamma HHI	0.39	0.30	0.49	0.40	0.42
Net GEX	341.3K	205.5K	495.9K	246.4K	364.2K
Net DEX	-2.6M	-4.5M	-332.6K	-674.3K	-3.9M
Net VEX	-29.5K	-33.3K	-27.6K	-28.9K	-29.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.00	3.92	0.22	0.01
Total Volume	115.158	8	285	11	70
Total OI	11,320.947	9,610	12,008	11,790	10,024

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$32.16	$32.50	26.3%	7.5%	53.9%	12.2%	26.6%	1.9%	-0.3%	246.4K	-674.3K	-28.9K	0.22	82.89	N/A	N/A	9	2	9,798	1,992
2024-06-04	$31.91	$32.50	25.8%	7.4%	53.3%	11.4%	25.7%	27.8%	-0.8%	205.5K	-332.6K	-29.1K	0.25	96.72	N/A	N/A	97	24	9,803	1,993
2024-06-05	$32.16	$32.50	26.5%	7.6%	22.5%	12.5%	26.5%	0.3%	-0.6%	227.4K	-713.5K	-29.3K	1.35	83.29	N/A	N/A	85	115	9,760	2,001
2024-06-06	$32.03	$35.00	26.0%	7.5%	22.5%	11.7%	28.6%	-0.7%	9.1%	244.3K	-740.9K	-28.6K	0.00	85.39	N/A	N/A	29	0	9,820	1,891
2024-06-07	$32.38	$35.00	24.1%	7.2%	22.9%	8.4%	27.3%	1.6%	8.9%	279.1K	-1.1M	-29.2K	0.84	81.43	N/A	N/A	75	63	9,826	1,891
2024-06-10	$32.78	$35.00	25.3%	7.4%	23.3%	10.5%	26.1%	1.9%	7.9%	330.0K	-1.7M	-29.5K	0.15	94.49	N/A	N/A	112	17	9,846	1,875
2024-06-11	$33.20	$35.00	19.7%	7.4%	20.0%	0.7%	26.3%	-1.0%	13.4%	384.4K	-2.7M	-31.6K	0.76	84.64	N/A	N/A	140	107	9,870	1,873
2024-06-12	$33.66	$35.00	28.0%	8.0%	20.4%	15.2%	25.2%	-0.7%	14.8%	495.9K	-4.1M	-33.3K	0.72	84.10	N/A	N/A	58	42	9,978	1,947
2024-06-13	$33.55	$35.00	22.3%	6.4%	19.9%	5.3%	23.2%	1.5%	22.6%	460.7K	-3.6M	-31.3K	2.62	94.19	N/A	N/A	21	55	9,980	1,925
2024-06-14	$33.39	$35.00	25.5%	7.3%	19.8%	10.8%	26.0%	0.5%	10.5%	439.7K	-3.2M	-30.5K	0.62	87.31	N/A	N/A	60	37	9,982	1,960
2024-06-17	$33.36	$35.00	26.5%	7.6%	19.6%	12.6%	26.9%	1.7%	8.6%	408.3K	-2.8M	-28.4K	0.12	83.48	N/A	N/A	196	24	9,994	1,967
2024-06-18	$32.95	$35.00	27.0%	7.7%	20.0%	13.5%	0.0%	0.9%	8.1%	357.6K	-2.1M	-28.1K	0.00	92.05	N/A	N/A	27	0	10,043	1,965
2024-06-20	$33.66	$35.00	28.5%	8.2%	20.0%	16.0%	27.3%	0.1%	8.5%	488.5K	-3.7M	-29.2K	0.01	88.08	N/A	N/A	111	1	10,037	1,965
2024-06-21	$34.06	$35.00	25.8%	7.4%	20.2%	11.4%	19.7%	4.6%	17.3%	262.2K	-4.0M	-29.8K	0.27	97.60	N/A	N/A	66	18	10,018	1,965
2024-06-24	$34.33	$35.00	23.9%	6.9%	19.3%	8.2%	24.2%	2.3%	17.7%	287.1K	-3.7M	-29.1K	0.13	81.35	N/A	N/A	252	33	7,931	1,679
2024-06-25	$34.11	$35.00	23.2%	6.6%	17.2%	6.8%	23.5%	-5.4%	17.9%	306.3K	-3.1M	-27.6K	0.18	88.32	N/A	N/A	44	8	8,098	1,710
2024-06-26	$34.02	$35.00	18.2%	5.2%	17.3%	0.0%	0.0%	1.3%	29.0%	312.9K	-3.1M	-27.8K	0.14	100.48	N/A	N/A	7	1	8,130	1,714
2024-06-27	$34.69	$35.00	22.1%	6.3%	18.2%	6.6%	22.1%	0.3%	19.5%	383.4K	-4.5M	-29.2K	3.92	92.33	N/A	N/A	37	145	8,132	1,715
2024-06-28	$34.50	$35.00	21.9%	6.3%	18.0%	6.3%	23.4%	7.5%	19.8%	364.2K	-3.9M	-29.4K	0.01	93.61	N/A	N/A	69	1	8,170	1,854