TDC Options History — October 2024

In October 2024, TDC traded between $29.62 and $32.50. ATM implied volatility averaged 50.8%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 34.2% (HV 20d: 16.7%). Max pain ranged from $30.00 to $32.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-10-21: Highest Volume — 479 contracts
  • 2024-10-09: Largest IV spike — 60.8% change
  • 2024-10-31: Highest IV Rank — 58.8%
  • 2024-10-31: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.44$29.62$32.50$29.69$32.34
Max Pain$30.65$30.00$32.50$30.00$32.50
ATM IV50.8%27.5%72.3%29.8%72.3%
Expected Move15.5%8.0%20.7%8.5%20.7%
HV 20d16.7%13.3%18.5%17.2%13.3%
HV 60d39.4%18.4%46.3%46.3%18.4%
IV Rank35.5%10.1%58.8%12.6%58.8%
IV Percentile80.4%43.7%98.4%55.2%98.4%
Term Structure-11.7%-24.0%20.7%18.0%-24.0%
VWIV56.1%33.9%74.1%33.9%74.1%
Skew 25d4.4%-1.6%6.6%2.5%4.4%
Skew 10d9.4%-18.3%23.0%4.2%23.0%
Call IV 25d53.3%22.1%72.5%31.4%72.5%
Put IV 25d57.7%23.8%77.0%33.8%77.0%
Bid-Ask Spread %56.5846.0771.5671.5656.39
Gamma HHI0.230.160.750.190.19
Net GEX71.0K13.3K310.4K13.3K80.2K
Net DEX-1.8M-3.0M-566.0K-692.1K-1.9M
Net VEX-10.3K-11.5K-9.4K-10.5K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.940.050.56
Total Volume111.957447940159
Total OI4,280.7831,8745,5645,3012,743

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$29.69$30.0029.8%8.5%17.2%12.6%33.9%2.5%18.0%13.3K-692.1K-10.5K0.0571.56N/AN/A3823,9361,365
2024-10-02$29.95$30.0027.8%8.0%17.3%10.4%0.0%1.8%20.7%20.3K-913.7K-10.5K0.2965.59N/AN/A723,9221,365
2024-10-03$29.62$30.0028.5%14.0%17.5%11.2%51.3%5.8%-11.5%13.3K-566.0K-10.1K0.6663.75N/AN/A47313,9281,365
2024-10-04$30.28$30.0027.5%13.7%18.5%10.1%47.6%4.4%-9.7%31.7K-1.1M-10.0K0.0056.19N/AN/A803,9471,342
2024-10-07$30.27$30.0036.8%14.7%18.0%20.3%54.2%5.7%-11.9%30.8K-1.2M-9.7K0.0156.35N/AN/A12713,9491,342
2024-10-08$30.32$30.0031.5%14.9%18.0%14.5%51.9%5.1%-12.9%47.3K-1.3M-9.7K0.0367.06N/AN/A363124,0531,342
2024-10-09$30.63$30.0050.6%14.5%18.1%35.3%51.1%3.6%-11.7%56.0K-1.5M-10.2K0.0069.24N/AN/A404,1091,348
2024-10-10$31.13$30.0052.6%15.1%18.5%37.4%52.1%5.5%-12.3%69.1K-2.0M-10.0K0.1946.45N/AN/A85164,1161,348
2024-10-11$31.48$30.0051.1%14.6%16.9%35.8%50.8%6.6%-12.4%76.3K-2.2M-9.9K0.5059.60N/AN/A844,1491,364
2024-10-14$31.70$30.0051.8%14.9%16.6%36.6%53.0%4.5%-13.1%80.8K-2.5M-9.5K0.0646.13N/AN/A170104,1511,363
2024-10-15$32.03$30.0053.2%15.2%16.5%38.0%55.2%5.3%-14.3%52.3K-2.7M-9.5K0.0651.25N/AN/A10964,0741,363
2024-10-16$32.09$30.0054.4%15.6%16.3%39.3%55.2%5.1%-15.1%92.9K-2.8M-9.4K0.1756.73N/AN/A89154,1661,367
2024-10-17$32.39$30.0054.8%15.7%16.1%39.8%53.3%5.8%-13.5%93.6K-3.0M-9.9K0.0048.66N/AN/A13604,1851,379
2024-10-18$32.47$30.0054.7%15.7%16.2%39.7%53.6%4.9%-11.0%310.4K-2.9M-9.7K0.2157.34N/AN/A63134,1641,379
2024-10-21$32.22$30.0056.1%16.1%16.8%41.2%56.4%-1.6%-13.4%48.1K-1.5M-9.4K0.1459.38N/AN/A422571,390484
2024-10-22$31.95$30.0057.3%16.4%17.3%42.5%57.1%4.9%-12.9%67.3K-1.6M-10.7K0.1452.31N/AN/A219301,795525
2024-10-23$31.64$30.0058.7%16.8%17.9%44.0%59.4%4.8%-14.4%70.7K-1.6M-10.9K1.9458.34N/AN/A35681,940548
2024-10-24$31.66$32.5059.2%17.0%16.1%44.6%62.2%4.8%-15.2%68.6K-1.6M-11.1K0.3855.94N/AN/A2491,965611
2024-10-25$31.98$32.5060.9%17.4%16.1%46.4%60.8%4.2%-16.4%72.4K-1.7M-11.3K0.0051.31N/AN/A1501,999620
2024-10-28$32.23$32.5064.8%18.6%16.0%50.7%65.1%5.0%-19.1%76.5K-1.8M-11.1K0.2058.27N/AN/A1532,009620
2024-10-29$32.50$32.5066.1%19.0%14.0%52.1%67.6%4.9%-20.7%80.3K-1.9M-11.1K0.1146.07N/AN/A5562,017622
2024-10-30$32.50$32.5068.1%19.5%14.0%54.2%68.6%3.8%-21.9%81.6K-1.9M-11.2K0.2847.36N/AN/A72202,062627
2024-10-31$32.34$32.5072.3%20.7%13.3%58.8%74.1%4.4%-24.0%80.2K-1.9M-11.5K0.5656.39N/AN/A102572,102641