TTD Options History — February 2019

In February 2019, TTD traded between $14.21 and $19.91. ATM implied volatility averaged 68.2%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 9.9% (HV 20d: 58.4%). Max pain ranged from $12.50 to $17.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.89.

Notable Days

  • 2019-02-22: Highest Volume — 459,990 contracts
  • 2019-02-22: Largest IV drop — 30.4% change
  • 2019-02-07: Highest IV Rank — 63.1%
  • 2019-02-20: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.31$14.21$19.91$14.50$19.81
Max Pain$14.83$12.50$17.75$12.50$17.75
ATM IV68.2%46.5%80.6%72.7%46.5%
Expected Move19.4%13.1%23.4%19.2%13.1%
HV 20d58.4%31.9%106.1%38.7%105.8%
HV 60d65.4%56.0%78.1%65.7%77.3%
IV Rank44.3%11.3%63.1%51.1%11.3%
IV Percentile74.3%32.5%92.1%86.9%32.5%
Term Structure-3.0%-5.6%-0.1%-4.4%-1.1%
VWIV68.0%44.7%81.7%67.4%44.7%
Skew 25d5.1%1.4%7.8%6.2%2.1%
Skew 10d9.2%1.4%14.7%1.4%4.1%
Call IV 25d65.3%45.2%77.4%70.4%45.2%
Put IV 25d70.4%47.4%84.7%76.7%47.4%
Bid-Ask Spread %28.3017.8648.4421.9937.90
Gamma HHI0.090.050.130.100.10
Net GEX2.5M114.0K3.7M3.5M3.3M
Net DEX-235.7M-555.5M-134.1M-179.1M-357.7M
Net VEX-671.2K-774.7K-579.4K-579.4K-759.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.421.510.750.91
Total Volume97,706.31632,600459,99051,82078,180
Total OI435,482.105330,290624,090349,900570,200

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$14.50$12.5072.7%19.2%38.7%51.1%67.4%6.2%-4.4%3.5M-179.1M-579.4K0.7521.99N/AN/A29,56022,260202,280147,620
2019-02-04$15.13$13.0073.8%19.8%34.1%52.8%68.8%6.3%-3.7%2.6M-194.9M-584.8K0.4221.35N/AN/A41,50017,550192,680137,610
2019-02-05$15.52$13.5072.3%19.6%31.9%50.5%69.2%5.3%-3.5%2.8M-220.0M-615.2K0.8720.46N/AN/A23,82020,800206,930144,050
2019-02-06$14.71$13.5076.5%20.6%38.9%57.0%71.8%6.5%-4.1%2.5M-176.8M-629.3K1.0625.61N/AN/A24,74026,310212,630153,000
2019-02-07$14.21$14.5080.6%21.9%41.6%63.1%75.7%7.3%-5.6%2.3M-135.1M-662.0K0.8026.13N/AN/A24,92019,820219,420171,180
2019-02-08$14.62$14.5078.5%21.6%42.2%60.0%75.5%7.8%-4.4%2.4M-168.1M-669.8K0.6817.86N/AN/A37,39025,560226,940176,760
2019-02-11$14.91$14.5078.3%22.0%41.2%59.5%79.4%7.4%-3.3%2.1M-167.7M-678.9K0.7121.68N/AN/A19,06013,540212,140165,220
2019-02-12$15.27$14.5075.8%21.5%41.6%55.8%76.4%7.0%-3.5%2.7M-192.2M-653.7K0.6622.04N/AN/A22,34014,670220,490170,380
2019-02-13$15.07$14.5076.1%21.8%42.3%56.2%76.3%6.7%-3.5%2.7M-183.4M-660.5K0.8123.81N/AN/A25,41020,580225,440172,710
2019-02-14$15.44$14.5075.7%21.9%42.5%55.7%77.4%6.7%-4.3%3.1M-207.7M-646.5K0.7324.64N/AN/A23,30016,990230,870180,940
2019-02-15$15.77$14.5073.7%21.3%42.5%52.7%77.1%6.2%-1.8%2.2M-227.7M-678.7K0.8526.05N/AN/A44,30037,520235,500183,870
2019-02-19$16.24$14.5074.0%22.7%41.8%53.1%79.9%6.0%-3.4%1.6M-201.9M-660.9K1.1419.12N/AN/A40,87046,770205,050166,990
2019-02-20$14.98$14.5076.0%23.4%50.0%56.1%81.7%1.4%-4.0%595.8K-138.9M-689.2K1.1819.98N/AN/A78,06092,070228,160200,990
2019-02-21$15.01$14.5071.7%22.8%50.0%49.6%76.5%2.5%-5.4%114.0K-134.1M-741.8K0.8028.65N/AN/A107,59086,160262,440256,800
2019-02-22$19.64$14.5049.9%14.8%106.0%16.5%50.7%2.6%-0.3%3.7M-555.5M-602.6K1.0039.84N/AN/A229,470230,520333,850290,240
2019-02-25$19.91$17.0048.5%13.8%106.1%14.3%49.0%3.5%-0.1%3.0M-361.5M-699.9K0.8248.44N/AN/A98,55080,370250,970234,050
2019-02-26$19.63$17.5048.1%13.7%105.8%13.8%48.6%3.4%-0.1%3.2M-344.0M-765.6K1.1145.95N/AN/A33,55037,400282,540254,380
2019-02-27$19.50$17.5048.0%13.4%106.0%13.6%46.9%3.0%-0.9%2.9M-332.7M-774.7K1.5146.15N/AN/A25,91039,010286,730262,110
2019-02-28$19.81$17.7546.5%13.1%105.8%11.3%44.7%2.1%-1.1%3.3M-357.7M-759.4K0.9137.90N/AN/A40,85037,330291,350278,850