TDC Options History — December 2024

In December 2024, TDC traded between $31.06 and $32.98. ATM implied volatility averaged 28.5%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 1.7% (HV 20d: 26.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2024-12-11: Highest Volume — 720 contracts
  • 2024-12-30: Largest IV spike — 12.8% change
  • 2024-12-19: Highest IV Rank — 14.4%
  • 2024-12-19: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.06$31.06$32.98$31.45$31.07
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV28.5%25.8%31.4%27.1%28.3%
Expected Move8.1%7.4%9.0%7.8%8.1%
HV 20d26.8%18.5%59.3%59.2%27.4%
HV 60d37.4%36.4%38.4%36.4%38.1%
IV Rank11.2%8.3%14.4%9.7%11.0%
IV Percentile41.9%18.3%58.7%33.3%38.5%
Term Structure10.9%-1.6%20.3%-0.2%17.4%
VWIV29.2%21.8%32.4%30.4%26.9%
Skew 25d1.4%-0.2%4.3%0.2%1.6%
Skew 10d-1.5%-9.5%16.3%-6.5%3.9%
Call IV 25d28.9%26.1%32.4%29.1%27.1%
Put IV 25d30.4%28.6%33.4%29.3%28.6%
Bid-Ask Spread %69.8854.7786.0859.2264.21
Gamma HHI0.490.290.690.690.31
Net GEX-22.3K-304.9K177.1K-304.9K96.8K
Net DEX-2.1M-3.6M-561.5K-561.5K-1.5M
Net VEX-12.2K-15.7K-8.5K-14.9K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.007.890.050.06
Total Volume117.286772017672
Total OI5,808.193,7267,4415,9343,885

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$31.45$30.0027.1%7.8%59.2%9.7%30.4%0.2%-0.2%-304.9K-561.5K-14.9K0.0559.22N/AN/A16882,2513,683
2024-12-03$31.77$30.0028.2%8.1%59.3%10.9%28.4%0.7%-1.1%-245.9K-907.5K-15.0K0.4378.52N/AN/A3061322,2113,700
2024-12-04$31.70$30.0028.6%8.2%18.5%11.3%32.4%-0.2%-1.6%-271.3K-670.5K-15.7K0.0760.06N/AN/A4332,3333,801
2024-12-05$32.55$30.0028.4%8.0%18.9%11.1%29.4%0.8%10.4%-137.4K-2.0M-14.2K0.1570.69N/AN/A169262,3513,799
2024-12-06$31.97$30.0027.7%7.8%20.4%10.4%27.8%1.2%9.6%-218.0K-1.4M-14.4K0.3864.51N/AN/A1352,3683,800
2024-12-09$32.48$30.0028.9%8.0%19.8%11.6%27.9%1.2%10.1%-123.2K-2.1M-12.7K0.2285.92N/AN/A4192,3753,801
2024-12-10$32.51$30.0029.0%8.2%19.6%11.8%28.7%1.8%8.9%-104.5K-2.3M-12.3K1.7086.08N/AN/A20342,3783,804
2024-12-11$32.23$30.0027.8%8.0%19.4%10.5%30.6%1.7%10.2%-163.0K-1.9M-12.4K7.8969.68N/AN/A816392,3683,833
2024-12-12$32.98$30.0028.3%8.1%20.4%11.0%28.2%2.0%9.9%7.5K-3.0M-11.2K0.4467.06N/AN/A54242,3964,086
2024-12-13$32.18$30.0028.0%8.0%22.8%10.7%21.8%1.4%10.2%-130.1K-2.1M-11.8K0.0862.71N/AN/A7962,4034,106
2024-12-16$32.71$30.0029.1%8.4%21.7%11.9%29.7%1.1%9.8%94.2K-3.5M-13.5K0.4361.54N/AN/A23103,2684,110
2024-12-17$32.73$30.0030.7%8.8%21.7%13.6%31.1%0.3%9.1%141.4K-3.6M-13.0K0.7569.70N/AN/A44333,2714,116
2024-12-18$31.55$30.0030.7%8.8%26.4%13.6%32.3%1.2%7.9%-157.7K-1.9M-12.6K0.7283.40N/AN/A18133,3094,110
2024-12-19$32.24$30.0031.4%9.0%26.6%14.4%32.4%1.0%19.0%164.0K-3.1M-12.2K0.4174.10N/AN/A1773,3034,116
2024-12-20$32.33$30.0029.2%8.4%26.5%12.0%30.5%1.2%15.6%177.1K-3.0M-11.8K1.0082.83N/AN/A14143,3264,115
2024-12-23$32.03$30.0025.8%7.4%26.7%8.3%27.5%1.9%20.3%145.5K-2.2M-10.5K0.1668.40N/AN/A212332,969757
2024-12-24$31.87$30.0026.4%7.6%26.2%8.9%29.5%2.5%15.7%150.5K-2.2M-10.6K0.5874.26N/AN/A1273,089768
2024-12-26$32.27$30.0026.7%7.6%26.5%9.2%29.3%1.2%16.7%172.1K-2.5M-10.6K0.0074.31N/AN/A703,091773
2024-12-27$31.61$30.0027.3%7.8%27.4%9.8%28.8%2.8%17.6%136.0K-2.0M-9.7K0.6755.54N/AN/A643,098773
2024-12-30$31.06$30.0030.7%8.8%28.2%13.6%29.6%4.3%14.5%102.3K-1.5M-8.8K0.3654.77N/AN/A42153,102776
2024-12-31$31.07$30.0028.3%8.1%27.4%11.0%26.9%1.6%17.4%96.8K-1.5M-8.5K0.0664.21N/AN/A6843,108777