TTD Options History — July 2018

In July 2018, TTD traded between $8.46 and $9.70. ATM implied volatility averaged 62.9%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 30.3% (HV 20d: 32.6%). Max pain ranged from $6.50 to $9.05. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2018-07-30: Highest Volume — 85,110 contracts
  • 2018-07-09: Largest IV spike — 21.3% change
  • 2018-07-27: Highest IV Rank — 52.4%
  • 2018-07-31: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.26$8.46$9.70$9.41$8.46
Max Pain$8.77$6.50$9.05$6.50$9.05
ATM IV62.9%44.9%70.8%46.2%69.5%
Expected Move19.1%12.6%24.3%13.3%24.3%
HV 20d32.6%29.1%38.7%33.9%38.7%
HV 60d79.2%78.5%80.4%78.6%80.4%
IV Rank39.4%9.7%52.4%11.8%50.3%
IV Percentile77.1%25.0%92.9%34.1%92.9%
Term Structure1.1%-5.8%22.9%17.8%-2.9%
VWIV66.8%44.2%83.8%47.4%83.8%
Skew 25d5.2%2.8%7.2%3.5%5.9%
Skew 10d10.6%1.3%18.3%8.0%18.3%
Call IV 25d60.8%41.3%69.1%44.4%66.3%
Put IV 25d66.0%44.8%76.4%47.9%72.2%
Bid-Ask Spread %12.309.4920.1013.6314.19
Gamma HHI0.130.050.530.100.09
Net GEX1.6M-231.1K3.9M1.7M29.8K
Net DEX-146.8M-204.9M-47.7M-184.2M-47.7M
Net VEX-479.6K-503.1K-449.4K-503.1K-495.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.531.570.820.53
Total Volume53,577.61936,02085,11041,60058,270
Total OI458,073.81310,630523,950486,810388,950

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$9.41$6.5046.2%13.3%33.9%11.8%47.4%3.5%17.8%1.7M-184.2M-503.1K0.8213.63N/AN/A22,87018,730280,550206,260
2018-07-03$9.10$6.5044.9%12.6%30.8%9.7%44.2%2.8%19.5%1.4M-163.4M-502.5K0.9020.10N/AN/A19,37017,400287,980210,740
2018-07-05$9.27$9.0048.9%18.2%30.0%16.3%64.5%4.3%22.9%1.8M-176.0M-497.0K0.7210.88N/AN/A20,93015,090289,930212,770
2018-07-06$9.40$9.0051.0%17.8%30.2%19.7%64.9%3.5%22.9%2.3M-187.5M-484.8K0.8913.38N/AN/A26,68023,850291,260213,690
2018-07-09$9.45$9.0061.8%17.9%29.1%37.6%63.2%6.3%-4.1%2.0M-187.2M-480.2K0.9913.80N/AN/A22,07021,940285,560214,020
2018-07-10$9.27$9.0063.6%18.0%30.1%40.6%63.2%6.4%-3.8%1.9M-175.2M-484.2K1.1010.93N/AN/A20,50022,620291,510218,330
2018-07-11$9.15$9.0066.5%18.6%30.1%45.4%62.9%5.5%-1.4%1.4M-164.8M-478.4K1.4510.16N/AN/A16,09023,260291,570221,990
2018-07-12$9.48$9.0065.8%18.4%32.4%44.2%64.1%5.8%-2.3%2.7M-191.5M-477.4K1.1810.80N/AN/A17,84021,090293,620223,630
2018-07-13$9.39$9.0068.3%18.4%32.7%48.3%65.2%5.7%-5.8%2.4M-183.5M-472.2K1.1111.08N/AN/A21,88024,260293,510224,770
2018-07-16$9.33$9.0067.3%18.9%32.5%46.8%66.6%6.3%-3.9%1.6M-175.8M-465.9K1.1510.51N/AN/A18,81021,680282,530219,410
2018-07-17$9.48$9.0066.1%18.7%31.1%44.7%65.4%5.2%-2.6%2.1M-188.7M-456.3K1.4111.48N/AN/A18,80026,500286,480222,720
2018-07-18$9.51$9.0066.1%19.0%30.9%44.7%65.9%5.4%-3.6%2.4M-188.8M-461.2K1.2612.36N/AN/A20,68026,160288,970229,930
2018-07-19$9.46$9.0066.2%19.2%30.1%44.9%65.8%5.5%-3.5%2.4M-185.5M-465.5K1.3912.26N/AN/A19,06026,580291,830231,880
2018-07-20$9.70$9.0064.8%19.1%29.3%42.6%67.0%5.2%-4.9%3.9M-204.9M-449.4K0.7114.48N/AN/A48,03034,240290,470233,480
2018-07-23$9.46$9.0064.8%19.8%30.9%42.6%69.8%5.0%-3.7%1.0M-99.8M-466.1K1.0411.26N/AN/A28,39029,480185,210125,420
2018-07-24$9.00$9.0066.9%20.5%35.0%46.0%71.8%5.0%-1.9%344.1K-78.3M-476.6K0.7511.19N/AN/A46,07034,560194,620135,690
2018-07-25$9.29$9.0065.3%20.5%35.5%43.4%71.7%5.4%-3.8%1.1M-92.9M-485.3K1.0110.60N/AN/A33,85034,280208,560150,740
2018-07-26$9.28$9.0065.6%20.8%35.2%43.8%73.0%5.6%-3.8%690.3K-89.6M-485.6K1.139.78N/AN/A28,12031,720212,770156,850
2018-07-27$8.93$9.0070.8%22.6%36.9%52.4%78.3%7.2%-5.2%298.6K-67.2M-490.2K1.5716.00N/AN/A30,46047,810215,530159,180
2018-07-30$8.61$9.0569.9%24.2%38.7%51.0%83.2%4.5%-3.9%-231.1K-50.6M-493.3K1.029.49N/AN/A42,20042,910192,440164,200
2018-07-31$8.46$9.0569.5%24.3%38.7%50.3%83.8%5.9%-2.9%29.8K-47.7M-495.8K0.5314.19N/AN/A37,97020,300217,470171,480