TTD Options History — October 2018 In October 2018, TTD traded between $10.68 and $14.32. ATM implied volatility averaged 79.5%, placing in the 78.0% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 18.3% (HV 20d: 61.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.92.
Notable Days 2018-10-02 : Highest Volume — 143,930 contracts2018-10-08 : Largest IV spike — 15.9% change2018-10-23 : Highest IV Rank — 100.0%2018-10-31 : Largest Expected Move — 37.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.49 $10.68 $14.32 $14.32 $12.36 Max Pain $13.85 $12.50 $15.00 $12.50 $13.50 ATM IV 79.5% 50.4% 104.9% 50.4% 102.4% Expected Move 25.2% 14.5% 37.7% 14.5% 37.7% HV 20d 61.2% 52.6% 68.2% 52.6% 67.1% HV 60d 80.7% 76.9% 84.9% 76.9% 84.9% IV Rank 78.0% 23.7% 100.0% 23.7% 96.2% IV Percentile 90.9% 55.2% 100.0% 55.2% 99.2% Term Structure 1.8% -6.9% 19.4% 17.0% -6.8% VWIV 87.0% 51.1% 131.7% 51.1% 131.7% Skew 25d 5.9% 0.3% 11.1% 1.0% 10.7% Skew 10d 9.6% -7.0% 22.4% 0.7% 21.6% Call IV 25d 76.3% 50.2% 98.1% 50.2% 96.0% Put IV 25d 82.1% 51.2% 109.2% 51.2% 106.7% Bid-Ask Spread % 13.44 7.84 23.89 11.15 10.68 Gamma HHI 0.06 0.04 0.13 0.06 0.04 Net GEX 299.1K -1.0M 1.8M 462.8K 1.1M Net DEX -100.3M -182.1M -41.1M -182.1M -116.9M Net VEX -658.9K -721.3K -605.7K -636.9K -652.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.43 1.62 0.70 0.69 Total Volume 77,089.13 54,560 143,930 110,480 68,560 Total OI 511,225.217 423,840 579,220 475,730 447,900
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 2018-10-01 $14.32 $12.50 50.4% 14.5% 52.6% 23.7% 51.1% 1.0% 17.0% 462.8K -182.1M -636.9K 0.70 11.15 N/A N/A 65,170 45,310 258,860 216,870 2018-10-02 $13.34 $12.50 54.1% 15.0% 56.8% 31.5% 52.3% 1.9% 19.4% -738.8K -114.6M -660.2K 0.43 23.89 N/A N/A 100,340 43,590 276,640 226,810 2018-10-03 $13.91 $12.50 53.6% 15.7% 57.9% 30.5% 55.0% 1.5% 15.6% 1.8M -176.6M -715.1K 0.58 23.16 N/A N/A 58,840 33,860 312,070 234,700 2018-10-04 $13.57 $15.00 57.7% 21.3% 58.2% 39.0% 73.7% 2.9% 16.5% 889.3K -147.2M -721.3K 0.62 8.60 N/A N/A 57,630 35,920 321,340 239,510 2018-10-05 $13.34 $14.50 60.0% 21.5% 58.0% 43.7% 74.6% 2.7% 16.0% -502.9K -134.5M -715.8K 0.98 8.08 N/A N/A 48,360 47,540 336,900 242,320 2018-10-08 $13.21 $14.50 69.5% 22.0% 57.9% 63.6% 76.1% 5.9% 3.6% 1.1M -136.0M -703.7K 0.64 7.86 N/A N/A 50,240 32,120 310,150 226,330 2018-10-09 $12.97 $14.50 72.4% 22.4% 56.1% 69.7% 77.7% 0.3% 3.9% 811.9K -120.1M -689.5K 0.84 7.84 N/A N/A 39,780 33,400 314,520 228,380 2018-10-10 $11.90 $14.50 74.7% 23.2% 62.9% 74.4% 80.2% 9.0% 11.5% -380.7K -56.6M -634.3K 0.92 13.12 N/A N/A 38,640 35,670 318,600 232,080 2018-10-11 $11.85 $14.00 78.3% 24.4% 62.9% 82.0% 83.7% 6.2% 10.3% -465.2K -59.5M -642.1K 0.92 14.39 N/A N/A 42,020 38,690 324,820 233,880 2018-10-12 $12.36 $14.00 79.5% 23.6% 65.2% 84.5% 81.7% 6.8% 5.2% 833.9K -89.3M -673.3K 0.84 15.28 N/A N/A 55,580 46,450 334,700 237,950 2018-10-15 $12.46 $14.00 83.0% 24.1% 64.9% 91.7% 83.6% 6.9% -4.3% 53.1K -95.8M -661.3K 1.14 12.50 N/A N/A 27,030 30,790 312,510 230,070 2018-10-16 $12.92 $14.00 83.0% 23.9% 66.1% 91.8% 83.4% 5.2% -5.6% 588.4K -125.3M -670.6K 0.97 14.26 N/A N/A 30,430 29,380 317,250 232,900 2018-10-17 $12.82 $14.00 84.3% 24.2% 66.1% 94.5% 84.9% 5.6% -5.5% 731.0K -118.9M -680.3K 1.33 10.44 N/A N/A 26,250 34,940 321,850 233,450 2018-10-18 $12.52 $14.00 82.3% 23.9% 66.4% 90.4% 81.9% 5.9% -5.4% -252 -93.7M -663.5K 1.10 21.99 N/A N/A 30,690 33,880 324,910 239,570 2018-10-19 $12.12 $14.00 84.1% 24.7% 67.0% 94.1% 84.7% 7.1% -6.8% -1.0M -70.1M -636.5K 1.03 11.58 N/A N/A 35,580 36,680 327,830 238,570 2018-10-22 $12.49 $14.00 83.2% 25.6% 68.2% 92.2% 91.2% 6.2% -4.6% 670.5K -96.1M -643.2K 0.86 10.22 N/A N/A 33,180 28,420 249,930 173,910 2018-10-23 $12.31 $14.00 87.4% 27.2% 55.7% 100.0% 95.9% 6.0% -5.4% 642.7K -90.7M -641.2K 1.11 10.25 N/A N/A 33,080 36,730 260,150 180,670 2018-10-24 $11.52 $14.00 89.8% 28.3% 57.3% 100.0% 98.0% 6.4% -5.6% -111.2K -53.8M -626.3K 0.92 13.44 N/A N/A 31,550 29,110 267,250 185,760 2018-10-25 $11.71 $14.00 91.9% 29.6% 58.4% 100.0% 100.5% 7.3% -6.6% -203.4K -65.1M -628.4K 0.92 11.18 N/A N/A 30,470 28,070 273,100 185,110 2018-10-26 $11.09 $13.50 99.1% 32.9% 60.1% 100.0% 112.2% 8.7% -6.9% 118.6K -41.1M -613.2K 1.62 12.84 N/A N/A 29,880 48,370 276,390 186,450 2018-10-29 $10.68 $13.50 102.5% 35.4% 59.1% 100.0% 117.7% 9.4% -6.6% 7.7K -46.3M -605.7K 0.92 23.05 N/A N/A 29,360 26,910 248,580 178,940 2018-10-30 $11.47 $13.50 104.9% 37.4% 62.8% 100.0% 129.9% 11.1% -6.9% 484.0K -75.5M -640.4K 1.12 13.26 N/A N/A 25,710 28,850 256,280 181,420 2018-10-31 $12.36 $13.50 102.4% 37.7% 67.1% 96.2% 131.7% 10.7% -6.8% 1.1M -116.9M -652.1K 0.69 10.68 N/A N/A 40,630 27,930 261,720 186,180
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