TDC Options History — November 2024

In November 2024, TDC traded between $28.62 and $33.36. ATM implied volatility averaged 36.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 17.4% (HV 20d: 54.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 5.61.

Notable Days

  • 2024-11-04: Highest Volume — 8,404 contracts
  • 2024-11-05: Largest IV drop — 51.1% change
  • 2024-11-04: Highest IV Rank — 89.6%
  • 2024-11-01: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.22$28.62$33.36$33.09$30.91
Max Pain$30.75$30.00$35.00$32.50$30.00
ATM IV36.7%27.1%100.6%76.8%28.9%
Expected Move9.5%7.9%22.0%22.0%8.3%
HV 20d54.1%13.4%59.5%13.4%59.5%
HV 60d34.6%17.9%36.9%18.7%36.3%
IV Rank20.1%9.7%89.6%63.7%11.6%
IV Percentile57.5%37.7%99.6%98.8%47.2%
Term Structure-2.6%-27.5%0.1%-27.5%0.1%
VWIV33.6%27.6%75.9%75.9%28.9%
Skew 25d2.9%0.7%13.3%2.3%13.3%
Skew 10d3.8%-14.7%14.6%-14.7%5.7%
Call IV 25d32.4%17.0%75.8%75.8%17.0%
Put IV 25d35.3%29.1%78.1%78.1%30.3%
Bid-Ask Spread %63.5848.0679.7558.6779.75
Gamma HHI0.710.190.920.190.74
Net GEX-520.2K-1.1M91.2K88.8K-360.3K
Net DEX6.7M-2.6M14.7M-2.4M832.6K
Net VEX-16.2K-19.7K-11.7K-12.2K-16.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.610.0552.400.050.15
Total Volume918.3308,40429130
Total OI7,500.552,84010,3602,8405,936

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$33.09$32.5076.8%22.0%13.4%63.7%75.9%2.3%-27.5%88.8K-2.4M-12.2K0.0558.67N/AN/A276152,152688
2024-11-04$33.36$32.50100.6%17.0%13.4%89.6%60.2%5.5%-9.6%91.2K-2.6M-12.8K7.3363.67N/AN/A1,0097,3952,303710
2024-11-05$28.62$35.0049.1%10.1%57.7%33.7%34.8%3.1%-2.5%-522.0K14.7M-15.4K1.0156.59N/AN/A6396482,7717,120
2024-11-06$29.32$35.0031.3%8.4%58.4%14.3%29.6%2.9%-1.1%-749.8K13.1M-16.3K0.3861.18N/AN/A119452,9916,975
2024-11-07$29.25$30.0028.8%7.9%58.0%11.6%27.9%0.7%-0.2%-758.6K13.5M-15.0K2.5673.28N/AN/A32823,0086,895
2024-11-08$29.90$30.0027.1%7.9%58.4%9.7%27.6%1.6%-0.7%-1.0M12.5M-16.2K0.4970.56N/AN/A51253,0137,205
2024-11-11$29.76$30.0033.3%8.3%58.3%16.4%29.0%3.3%-1.2%-1.1M12.7M-14.3K0.2470.15N/AN/A110263,0317,210
2024-11-12$29.43$30.0035.0%8.2%58.2%18.3%28.5%1.3%-1.0%-970.8K14.3M-12.6K0.0876.71N/AN/A168143,0637,203
2024-11-13$29.55$30.0028.4%8.2%58.2%11.1%28.5%1.6%-1.3%-1.1M14.0M-12.8K2.6570.29N/AN/A601593,1557,192
2024-11-14$29.42$30.0028.7%8.2%58.0%11.4%28.5%2.7%-0.5%-1.1M14.4M-11.7K40.4971.96N/AN/A1506,0733,1817,037
2024-11-15$28.91$30.0030.3%8.7%58.1%13.2%30.9%2.5%-1.3%-301.6K13.6M-18.7K0.9870.66N/AN/A66653,2667,094
2024-11-18$29.20$30.0029.2%8.4%58.4%12.0%30.5%2.9%-0.1%-332.1K4.2M-18.3K0.3260.53N/AN/A170552,0253,631
2024-11-19$29.44$30.0029.8%8.6%58.5%12.6%29.7%2.5%-0.3%-329.3K3.8M-19.0K0.1151.19N/AN/A160172,1123,674
2024-11-20$29.99$30.0030.5%8.8%59.0%13.4%32.8%2.1%-0.4%-325.6K2.8M-19.7K1.4851.82N/AN/A23342,1583,675
2024-11-21$30.32$30.0030.7%8.8%59.2%13.6%32.3%1.5%-1.2%-323.8K2.1M-19.4K0.1453.95N/AN/A110152,1563,683
2024-11-22$30.64$30.0029.8%8.5%59.2%12.6%29.2%2.4%-0.4%-318.1K1.5M-19.3K0.3455.27N/AN/A50172,2163,683
2024-11-25$31.16$30.0029.8%8.5%59.5%12.6%28.7%1.9%-1.7%-301.7K541.1K-18.3K0.1048.06N/AN/A7272,2473,690
2024-11-26$31.27$30.0027.5%7.9%59.4%10.1%29.7%1.6%-0.0%-301.3K352.6K-17.6K52.4074.64N/AN/A52622,2413,689
2024-11-27$30.95$30.0028.6%8.2%59.5%11.4%28.6%1.9%-0.7%-345.3K835.0K-17.6K0.9052.75N/AN/A59532,2443,688
2024-11-29$30.91$30.0028.9%8.3%59.5%11.6%28.9%13.3%0.1%-360.3K832.6K-16.8K0.1579.75N/AN/A2642,2513,685