TTD Options History — April 2017

Name: TTD Options Analytics - April 2017
Creator: Options Analysis Suite

In April 2017, TTD traded between $3.53 and $3.78. ATM implied volatility averaged 66.2%. The 30-day expected move averaged 19.0%. Max pain ranged from $4.00 to $4.00. Net GEX was positive for 7 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 0.27.

Notable Days

2017-04-28: Highest Volume — 1,490 contracts
2017-04-28: Largest IV spike — 29.2% change
2017-04-28: Largest Expected Move — 24.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.65	$3.53	$3.78	$3.68	$3.74
Max Pain	$4.00	$4.00	$4.00	$4.00	$4.00
ATM IV	66.2%	53.5%	84.4%	53.5%	84.4%
Expected Move	19.0%	15.3%	24.2%	15.3%	24.2%
Term Structure	-14.1%	-23.5%	-1.3%	-11.3%	-23.5%
VWIV	65.2%	49.0%	105.2%	57.5%	105.2%
Skew 25d	-4.6%	-51.3%	16.7%	16.7%	13.8%
Skew 10d	-16.8%	-72.7%	21.0%	21.0%	0.2%
Call IV 25d	90.5%	57.4%	105.0%	96.9%	105.0%
Put IV 25d	85.9%	48.3%	118.8%	113.5%	118.8%
Bid-Ask Spread %	137.09	126.14	159.10	154.95	126.14
Gamma HHI	0.93	0.64	1.00	1.00	0.64
Net GEX	311	0	1.2K	0	203
Net DEX	-19.7K	-60.0K	0	0	-28.9K
Net VEX	-121	-450	0	0	-450
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	0.81	0.00	0.17
Total Volume	275.455	0	1,490	0	1,490
Total OI	137.273	0	490	0	490

Daily Data (11 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
2017-04-13	$3.68	$0.00	53.5%	15.3%	0.0%	0.0%	0.0%	0.0%	-11.3%	0	0	0	0.00	154.95	N/A	N/A	0	0	0	0
2017-04-17	$3.68	$0.00	59.0%	16.9%	0.0%	0.0%	0.0%	0.0%	-14.0%	0	0	0	0.00	159.10	N/A	N/A	0	0	0	0
2017-04-18	$3.53	$0.00	63.5%	18.2%	0.0%	0.0%	0.0%	16.7%	-20.5%	0	0	0	0.00	128.79	N/A	N/A	20	0	0	0
2017-04-19	$3.59	$0.00	64.7%	18.6%	0.0%	0.0%	0.0%	-51.3%	-23.3%	0	-7.2K	0	0.25	128.64	N/A	N/A	40	10	20	0
2017-04-20	$3.62	$0.00	66.8%	19.1%	0.0%	0.0%	57.5%	10.6%	-14.9%	94	-7.0K	-20	0.50	133.94	N/A	N/A	40	20	40	10
2017-04-21	$3.60	$4.00	68.5%	19.6%	0.0%	0.0%	64.7%	12.3%	-1.3%	30	-4.8K	-24	0.50	132.71	N/A	N/A	40	20	40	20
2017-04-24	$3.66	$4.00	62.2%	17.8%	0.0%	0.0%	49.0%	0.6%	-22.0%	11	-689	-23	0.04	137.56	N/A	N/A	270	10	20	10
2017-04-25	$3.64	$4.00	63.5%	18.2%	0.0%	0.0%	61.7%	-31.1%	-5.0%	1.2K	-54.5K	-265	0.07	136.98	N/A	N/A	270	20	270	10
2017-04-26	$3.65	$4.00	76.6%	21.9%	0.0%	0.0%	65.3%	15.9%	-2.7%	1.1K	-53.8K	-273	0.07	136.06	N/A	N/A	270	20	270	20
2017-04-27	$3.78	$4.00	65.3%	18.7%	0.0%	0.0%	52.8%	-28.7%	-16.9%	780	-60.0K	-276	0.81	133.10	N/A	N/A	270	220	270	20
2017-04-28	$3.74	$4.00	84.4%	24.2%	0.0%	0.0%	105.2%	13.8%	-23.5%	203	-28.9K	-450	0.17	126.14	N/A	N/A	1,270	220	270	220