TDC Options History — August 2024

In August 2024, TDC traded between $24.76 and $31.16. ATM implied volatility averaged 40.6%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 23.3% (HV 20d: 63.9%). Max pain ranged from $27.50 to $35.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.50.

Notable Days

  • 2024-08-06: Highest Volume — 2,046 contracts
  • 2024-08-12: Largest IV spike — 118.4% change
  • 2024-08-01: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.54$24.76$31.16$31.16$28.27
Max Pain$28.52$27.50$35.00$35.00$27.50
ATM IV40.6%21.7%110.2%76.8%28.7%
Expected Move10.8%7.4%24.1%22.0%8.2%
HV 20d63.9%51.5%73.5%51.5%59.4%
HV 60d44.8%34.1%46.4%43.8%46.2%
IV Rank27.3%3.8%100.0%100.0%11.4%
IV Percentile63.4%7.5%100.0%100.0%56.0%
Term Structure-2.4%-30.3%2.5%-26.4%1.7%
VWIV38.2%27.2%84.7%74.6%27.2%
Skew 25d2.3%-8.7%30.2%30.2%3.4%
Skew 10d2.4%-17.6%47.4%-1.2%9.1%
Call IV 25d36.0%24.7%84.8%74.6%27.2%
Put IV 25d38.3%23.3%104.8%104.8%30.6%
Bid-Ask Spread %79.9056.65100.9367.3656.65
Gamma HHI0.220.140.410.190.20
Net GEX30.0K-35.9K125.7K97.5K32.1K
Net DEX154.9K-701.7K4.0M-701.7K-415.1K
Net VEX-12.0K-22.6K-7.8K-21.5K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.031.940.050.03
Total Volume36692,04650432
Total OI6,699.4095,1278,2306,0715,701

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$31.16$35.0076.8%22.0%51.5%100.0%74.6%30.2%-26.4%97.5K-701.7K-21.5K0.0567.36N/AN/A482224,4261,645
2024-08-02$30.30$35.0084.1%24.1%52.0%100.0%84.7%4.0%-30.3%125.7K-644.8K-22.6K0.4673.92N/AN/A4141895,2231,666
2024-08-05$29.30$32.50110.2%17.6%52.7%100.0%62.4%21.3%-8.0%112.9K-503.6K-22.6K0.3086.86N/AN/A1,4204265,6381,789
2024-08-06$25.38$30.0045.9%11.4%71.5%30.1%37.0%-7.8%0.1%-35.9K4.0M-8.3K0.4392.18N/AN/A1,4356115,9132,257
2024-08-07$24.76$27.5038.0%10.6%71.6%21.6%38.5%-8.7%0.4%11.6K2.2M-7.8K0.3592.12N/AN/A259916,5101,703
2024-08-08$25.01$27.5037.9%10.2%69.7%21.4%35.6%-0.9%-0.1%35.5K942.4K-8.2K0.1394.54N/AN/A437586,6371,314
2024-08-09$25.81$27.5021.7%10.5%71.5%3.8%36.3%-2.0%-0.7%36.2K435.5K-9.1K1.9491.58N/AN/A16316,6621,313
2024-08-12$25.88$27.5047.4%10.3%71.7%31.7%36.0%-1.0%-1.8%19.1K602.6K-8.7K0.2589.10N/AN/A60156,6461,343
2024-08-13$26.91$27.5041.7%9.3%72.6%25.5%33.9%1.3%0.1%2.7K-30.0K-9.9K0.1792.31N/AN/A385666,6791,347
2024-08-14$26.71$27.5029.7%8.5%72.5%12.6%33.4%1.8%2.3%30.8K-280.7K-12.3K0.2587.35N/AN/A140356,8531,377
2024-08-15$27.27$27.5042.1%12.1%73.5%26.0%41.0%2.5%-3.8%8.0K-268.7K-11.6K1.62100.93N/AN/A1151866,8151,395
2024-08-16$27.61$27.5030.1%8.6%63.5%12.9%29.9%3.9%0.7%-20.0K-431.5K-11.4K0.2396.45N/AN/A94226,8121,399
2024-08-19$27.76$27.5027.2%7.8%62.7%9.8%28.3%-4.9%2.5%16.6K-19.8K-10.3K0.2480.72N/AN/A203494,0681,059
2024-08-20$27.56$27.5028.3%8.1%61.4%11.0%28.4%2.8%1.5%17.4K67.3K-10.8K0.7174.99N/AN/A75534,1901,122
2024-08-21$28.02$27.5025.9%7.4%61.5%8.3%0.0%-1.0%0.9%23.7K-267.9K-11.8K1.2598.52N/AN/A454,2441,113
2024-08-22$27.66$27.5029.3%8.4%61.3%12.1%27.9%-3.6%1.7%20.5K-36.6K-10.9K0.6773.34N/AN/A18124,2451,113
2024-08-23$28.03$27.5028.5%8.2%61.3%11.2%28.4%3.3%2.1%23.7K-185.7K-11.1K0.6963.21N/AN/A35244,2481,112
2024-08-26$28.20$27.5030.1%8.6%61.4%12.9%30.1%3.0%0.2%26.5K-281.0K-11.1K0.3058.02N/AN/A73224,2441,116
2024-08-27$27.91$27.5029.0%8.3%61.4%11.8%28.6%-2.9%1.6%20.6K-118.8K-10.7K0.4260.75N/AN/A31134,2531,116
2024-08-28$27.89$27.5030.3%8.7%61.1%13.1%29.7%4.6%1.2%21.4K-129.0K-10.6K0.0867.03N/AN/A327254,2711,118
2024-08-29$28.41$27.5029.8%8.5%60.0%12.6%30.1%1.6%0.8%33.4K-508.0K-12.0K0.5059.82N/AN/A28144,5591,133
2024-08-30$28.27$27.5028.7%8.2%59.4%11.4%27.2%3.4%1.7%32.1K-415.1K-11.8K0.0356.65N/AN/A3114,5651,136