TTD Options History — August 2018 In August 2018, TTD traded between $8.69 and $14.19. ATM implied volatility averaged 51.7%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 41.8% (HV 20d: 93.5%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.89.
Notable Days 2018-08-10 : Highest Volume — 276,670 contracts2018-08-10 : Largest IV drop — 40.7% change2018-08-09 : Highest IV Rank — 82.9%2018-08-03 : Largest Expected Move — 27.7%Monthly Statistics Metric Avg Min Max Open Close Price $11.99 $8.69 $14.19 $8.70 $14.17 Max Pain $10.26 $9.00 $12.00 $9.00 $12.00 ATM IV 51.7% 39.1% 82.2% 73.0% 41.5% Expected Move 15.1% 11.1% 27.7% 26.0% 11.4% HV 20d 93.5% 38.8% 120.8% 38.9% 113.4% HV 60d 70.3% 36.8% 80.6% 80.4% 72.7% IV Rank 22.5% 0.0% 82.9% 56.1% 5.1% IV Percentile 36.4% 0.0% 98.8% 94.4% 11.9% Term Structure -1.4% -10.4% 2.8% -6.2% 0.3% VWIV 52.6% 38.7% 96.1% 88.8% 39.7% Skew 25d 2.9% 1.3% 5.4% 5.4% 2.8% Skew 10d 6.3% 2.0% 14.8% 14.5% 3.9% Call IV 25d 50.5% 38.0% 76.4% 70.9% 39.9% Put IV 25d 53.5% 40.1% 81.7% 76.3% 42.7% Bid-Ask Spread % 21.38 12.03 41.59 13.66 24.10 Gamma HHI 0.17 0.09 0.24 0.10 0.14 Net GEX 1.8M 101.7K 4.3M 410.6K 2.3M Net DEX -188.3M -342.0M -63.1M -64.9M -240.8M Net VEX -469.7K -519.3K -355.8K -515.3K -478.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.51 1.40 0.68 1.25 Total Volume 75,472.174 34,920 276,670 48,640 54,380 Total OI 418,043.478 362,400 529,160 406,260 418,550
Daily Data (23 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 2018-08-01 $8.70 $9.00 73.0% 26.0% 38.9% 56.1% 88.8% 5.4% -6.2% 410.6K -64.9M -515.3K 0.68 13.66 N/A N/A 29,000 19,640 230,990 175,270 2018-08-02 $8.86 $9.00 71.7% 26.8% 38.9% 54.0% 92.0% 3.9% -3.0% 817.5K -77.0M -516.5K 0.86 16.34 N/A N/A 32,880 28,320 238,120 178,040 2018-08-03 $8.69 $9.00 70.5% 27.7% 38.8% 51.9% 96.1% 4.6% -3.9% 101.7K -63.1M -515.9K 1.04 22.39 N/A N/A 20,580 21,370 248,840 188,860 2018-08-06 $8.90 $9.00 73.0% 18.0% 40.0% 56.1% 64.4% 4.5% -5.7% 603.6K -77.5M -504.9K 1.06 15.17 N/A N/A 16,960 17,960 222,690 169,080 2018-08-07 $8.96 $9.00 75.2% 18.8% 39.7% 59.7% 65.4% 4.5% -4.4% 699.8K -83.3M -505.8K 1.40 13.99 N/A N/A 18,940 26,490 229,500 172,370 2018-08-08 $9.19 $9.00 82.2% 19.8% 40.5% 71.4% 67.1% 5.3% -10.4% 729.7K -93.2M -519.3K 1.33 16.46 N/A N/A 18,270 24,370 233,900 182,520 2018-08-09 $9.38 $9.00 78.8% 19.9% 39.1% 82.9% 69.6% 3.5% -6.0% 789.9K -105.7M -506.5K 0.76 24.75 N/A N/A 85,560 65,040 240,570 189,820 2018-08-10 $12.81 $9.50 46.7% 13.2% 117.4% 15.9% 47.4% 3.9% -2.0% 839.0K -342.0M -355.8K 0.53 31.53 N/A N/A 180,960 95,710 290,120 239,040 2018-08-13 $12.57 $9.50 44.7% 12.8% 117.8% 11.8% 44.4% 2.7% 0.3% 2.1M -226.1M -399.7K 0.52 13.32 N/A N/A 68,050 35,670 232,060 181,120 2018-08-14 $13.28 $10.00 43.6% 12.3% 118.6% 9.4% 44.2% 2.3% -0.8% 3.1M -269.3M -428.1K 0.59 19.94 N/A N/A 63,040 36,890 249,500 189,440 2018-08-15 $12.69 $10.50 43.7% 12.7% 120.6% 9.6% 43.9% 2.2% 0.5% 2.6M -226.0M -450.6K 0.51 22.68 N/A N/A 59,870 30,720 256,630 199,330 2018-08-16 $12.77 $10.50 43.2% 12.4% 120.4% 8.6% 43.6% 1.3% 0.3% 4.3M -236.3M -467.2K 0.86 33.61 N/A N/A 35,940 31,000 271,110 199,790 2018-08-17 $12.61 $10.50 42.3% 12.2% 120.8% 6.7% 43.3% 1.7% 0.2% 1.6M -221.7M -462.7K 1.06 15.70 N/A N/A 28,750 30,490 270,530 204,830 2018-08-20 $12.57 $10.50 40.5% 11.6% 120.1% 3.0% 41.0% 2.0% 0.9% 1.8M -175.8M -458.0K 1.17 18.59 N/A N/A 20,860 24,380 209,820 152,580 2018-08-21 $12.94 $10.50 40.1% 11.5% 117.7% 2.2% 40.0% 2.6% 2.8% 2.5M -195.9M -466.0K 0.79 16.80 N/A N/A 31,920 25,330 216,580 157,060 2018-08-22 $12.96 $10.50 39.2% 11.2% 117.8% 0.3% 38.7% 1.8% 0.8% 3.0M -199.5M -470.6K 0.89 15.13 N/A N/A 27,710 24,590 222,410 162,400 2018-08-23 $13.66 $11.00 39.1% 11.1% 118.2% 0.0% 40.0% 2.2% 1.3% 2.6M -237.1M -440.4K 0.68 22.97 N/A N/A 43,540 29,460 220,420 166,070 2018-08-24 $13.83 $11.00 39.2% 11.2% 116.3% 0.3% 39.3% 2.4% 0.5% 3.4M -252.2M -444.3K 0.51 41.59 N/A N/A 67,160 34,470 233,350 170,310 2018-08-27 $13.97 $11.50 40.1% 11.5% 114.3% 2.1% 40.2% 1.9% 0.3% 2.3M -235.3M -458.6K 0.80 12.03 N/A N/A 35,780 28,740 221,950 162,460 2018-08-28 $14.02 $11.50 40.2% 11.3% 113.6% 2.4% 39.1% 2.2% -0.4% 2.0M -233.4M -466.4K 1.17 29.80 N/A N/A 28,650 33,420 223,850 169,490 2018-08-29 $14.19 $12.00 40.8% 11.5% 113.7% 3.7% 41.1% 2.5% 0.5% 2.0M -242.6M -485.1K 0.98 38.86 N/A N/A 26,680 26,030 230,770 178,730 2018-08-30 $14.03 $12.00 40.7% 11.5% 114.3% 3.5% 40.2% 1.8% 1.4% 2.0M -232.1M -486.7K 1.12 12.23 N/A N/A 23,720 26,570 231,970 182,160 2018-08-31 $14.17 $12.00 41.5% 11.4% 113.4% 5.1% 39.7% 2.8% 0.3% 2.3M -240.8M -478.9K 1.25 24.10 N/A N/A 24,170 30,210 232,230 186,320
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