TDC Options History — July 2024 In July 2024, TDC traded between $30.82 and $35.00. ATM implied volatility averaged 46.4%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 14.7% (HV 20d: 31.8%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.12.
Notable Days 2024-07-24 : Highest Volume — 677 contracts2024-07-10 : Largest IV spike — 124.9% change2024-07-31 : Highest IV Rank — 87.1%2024-07-31 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $33.29 $30.82 $35.00 $34.72 $32.61 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 46.4% 18.4% 69.0% 22.0% 69.0% Expected Move 14.3% 5.3% 19.8% 6.3% 19.8% HV 20d 31.8% 15.6% 49.6% 16.1% 49.4% HV 60d 38.0% 34.2% 43.1% 34.8% 43.1% IV Rank 48.4% 0.4% 87.1% 6.5% 87.1% IV Percentile 68.4% 0.4% 98.8% 7.5% 98.8% Term Structure -9.3% -23.5% 28.5% 23.2% -23.5% VWIV 51.4% 21.3% 68.1% 21.9% 68.1% Skew 25d 3.6% -7.1% 18.2% -7.1% 18.2% Skew 10d 9.4% -11.5% 37.7% -11.5% 35.0% Call IV 25d 48.4% 16.0% 67.7% 26.1% 52.9% Put IV 25d 52.0% 19.0% 71.1% 19.0% 71.1% Bid-Ask Spread % 73.84 55.61 96.68 87.59 80.01 Gamma HHI 0.37 0.17 0.76 0.44 0.18 Net GEX 320.3K 53.5K 1.0M 415.4K 119.6K Net DEX -2.4M -5.3M 1.8M -4.4M -1.6M Net VEX -24.1K -29.3K -17.0K -28.1K -22.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.03 5.50 0.17 0.13 Total Volume 185.682 14 677 14 398 Total OI 8,654.5 4,985 10,804 10,092 5,745
Daily Data (22 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 2024-07-01 $34.72 $35.00 22.0% 6.3% 16.1% 6.5% 21.9% -7.1% 23.2% 415.4K -4.4M -28.1K 0.17 87.59 N/A N/A 12 2 8,238 1,854 2024-07-02 $34.39 $35.00 21.3% 6.1% 16.2% 5.4% 21.3% 2.1% 23.9% 402.2K -3.9M -28.6K 0.03 90.98 N/A N/A 29 1 8,332 1,856 2024-07-03 $34.55 $35.00 18.4% 5.3% 15.6% 0.4% 0.0% 4.9% 28.5% 428.2K -4.3M -29.3K 5.50 96.68 N/A N/A 4 22 8,337 1,857 2024-07-05 $33.91 $35.00 19.2% 13.0% 17.5% 1.7% 45.5% 6.8% -9.8% 328.3K -2.6M -26.3K 1.04 69.36 N/A N/A 56 58 8,341 1,872 2024-07-08 $34.11 $35.00 26.6% 13.6% 17.3% 14.5% 47.5% 0.0% -10.4% 332.0K -3.1M -26.6K 0.47 72.54 N/A N/A 89 42 8,385 1,930 2024-07-09 $33.39 $35.00 21.4% 13.7% 19.1% 5.5% 47.8% 3.6% -10.6% 213.0K -1.5M -24.0K 0.43 75.87 N/A N/A 68 29 8,472 1,961 2024-07-10 $33.06 $35.00 48.1% 13.8% 19.1% 51.2% 41.1% 1.5% -10.0% 218.7K -2.0M -26.0K 3.09 71.77 N/A N/A 11 34 8,521 1,984 2024-07-11 $34.28 $35.00 48.1% 13.8% 22.6% 51.2% 48.1% 1.3% -12.6% 410.7K -3.4M -26.3K 0.96 65.69 N/A N/A 28 27 8,532 2,015 2024-07-12 $34.25 $35.00 49.0% 14.1% 22.1% 52.8% 50.7% 0.2% -12.8% 440.4K -2.9M -25.2K 1.99 71.44 N/A N/A 84 167 8,546 2,031 2024-07-15 $34.02 $35.00 48.4% 13.9% 22.3% 51.8% 48.8% 7.2% -12.7% 346.6K -2.7M -23.2K 0.42 83.04 N/A N/A 93 39 8,627 1,916 2024-07-16 $35.00 $35.00 50.1% 14.4% 24.2% 54.6% 49.1% 3.9% -14.6% 968.5K -5.2M -24.8K 0.04 72.83 N/A N/A 127 5 8,667 1,950 2024-07-17 $34.98 $35.00 50.2% 14.4% 24.2% 54.9% 55.0% 13.1% -14.9% 1.0M -5.3M -25.8K 0.13 84.45 N/A N/A 80 10 8,753 1,954 2024-07-18 $34.50 $35.00 52.6% 15.1% 24.3% 59.0% 53.0% 1.7% -16.8% 645.4K -3.7M -24.0K 0.66 80.34 N/A N/A 103 68 8,770 1,958 2024-07-19 $30.82 $35.00 57.3% 16.4% 46.7% 66.9% 58.8% 4.9% -15.9% 53.5K 1.8M -17.0K 0.55 85.37 N/A N/A 303 168 8,806 1,998 2024-07-22 $31.55 $35.00 56.4% 16.2% 47.4% 65.5% 56.9% 2.8% -14.1% 75.0K -464.2K -19.7K 0.44 65.77 N/A N/A 306 136 3,600 1,385 2024-07-23 $32.41 $35.00 56.1% 16.1% 48.5% 64.9% 58.4% 0.8% -15.8% 109.6K -1.3M -21.8K 2.83 66.94 N/A N/A 75 212 3,839 1,438 2024-07-24 $31.49 $35.00 59.1% 16.9% 49.4% 70.0% 59.2% 7.1% -14.4% 91.0K -794.8K -21.6K 0.64 64.88 N/A N/A 412 265 3,892 1,479 2024-07-25 $31.79 $35.00 59.0% 16.9% 49.6% 69.9% 59.5% 2.4% -15.0% 97.2K -952.2K -22.1K 0.23 55.61 N/A N/A 100 23 4,012 1,579 2024-07-26 $32.18 $35.00 59.3% 17.0% 49.2% 70.4% 59.1% 0.8% -15.5% 108.7K -1.3M -22.5K 0.14 65.26 N/A N/A 195 27 4,069 1,561 2024-07-29 $32.24 $35.00 62.7% 18.0% 49.2% 76.3% 62.7% 2.5% -18.9% 113.7K -1.4M -22.2K 0.17 57.21 N/A N/A 95 16 4,098 1,545 2024-07-30 $32.23 $35.00 67.2% 19.3% 49.1% 84.0% 67.2% 1.0% -21.2% 112.1K -1.4M -21.8K 4.50 60.84 N/A N/A 12 54 4,134 1,560 2024-07-31 $32.61 $35.00 69.0% 19.8% 49.4% 87.1% 68.1% 18.2% -23.5% 119.6K -1.6M -22.5K 0.13 80.01 N/A N/A 351 47 4,133 1,612
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