TTD Options History — March 2019 In March 2019, TTD traded between $18.08 and $21.40. ATM implied volatility averaged 45.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 43.1% (HV 20d: 88.1%). Max pain ranged from $17.75 to $21.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.80.
Notable Days 2019-03-29 : Highest Volume — 189,670 contracts2019-03-22 : Largest IV spike — 8.9% change2019-03-29 : Highest IV Rank — 16.7%2019-03-29 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.82 $18.08 $21.40 $19.61 $19.73 Max Pain $19.26 $17.75 $21.00 $17.75 $19.50 ATM IV 45.1% 40.1% 50.0% 45.0% 50.0% Expected Move 16.5% 12.9% 19.9% 13.0% 19.9% HV 20d 88.1% 39.8% 108.3% 106.3% 51.7% HV 60d 73.8% 68.9% 77.1% 77.1% 72.3% IV Rank 9.1% 1.6% 16.7% 9.0% 16.7% IV Percentile 25.2% 3.6% 41.7% 27.0% 41.7% Term Structure -0.3% -2.2% 1.3% 0.3% 0.0% VWIV 57.5% 44.4% 70.2% 44.4% 70.2% Skew 25d 2.6% 1.8% 3.8% 2.4% 3.7% Skew 10d 5.1% 3.1% 9.1% 4.2% 7.3% Call IV 25d 43.9% 39.3% 48.9% 43.6% 48.0% Put IV 25d 46.4% 41.1% 51.7% 46.0% 51.7% Bid-Ask Spread % 23.02 5.90 68.24 47.33 13.11 Gamma HHI 0.11 0.06 0.24 0.09 0.07 Net GEX 4.4M -2.9M 14.0M 3.2M 4.5M Net DEX -302.5M -455.4M -80.6M -338.6M -288.6M Net VEX -981.7K -1.3M -754.3K -765.5K -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.44 1.18 0.89 0.44 Total Volume 101,765.238 58,280 189,670 75,210 189,670 Total OI 588,099.048 490,300 675,290 584,080 672,550
Daily Data (21 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 2019-03-01 $19.61 $17.75 45.0% 13.0% 106.3% 9.0% 44.4% 2.4% 0.3% 3.2M -338.6M -765.5K 0.89 47.33 N/A N/A 39,720 35,490 299,120 284,960 2019-03-04 $18.84 $17.75 46.5% 13.9% 108.1% 11.3% 48.0% 2.5% 0.6% 1.6M -263.2M -754.3K 0.80 45.92 N/A N/A 64,410 51,480 270,690 240,150 2019-03-05 $19.15 $18.00 45.6% 13.7% 107.6% 9.9% 47.2% 2.4% -0.9% 3.2M -294.5M -812.5K 0.63 49.57 N/A N/A 35,760 22,520 295,070 267,550 2019-03-06 $18.62 $18.00 44.0% 12.9% 108.3% 7.6% 44.7% 2.6% -0.6% 1.3M -242.0M -791.0K 0.66 53.04 N/A N/A 44,540 29,500 308,660 271,960 2019-03-07 $18.86 $18.00 45.6% 13.0% 105.8% 10.0% 44.8% 2.1% -0.2% 3.9M -272.1M -800.8K 0.85 68.24 N/A N/A 49,260 41,790 316,200 277,710 2019-03-08 $19.32 $18.00 48.5% 12.9% 104.4% 14.3% 45.2% 3.0% -0.2% 6.7M -324.2M -879.8K 0.50 60.74 N/A N/A 82,580 41,410 330,360 298,240 2019-03-11 $20.41 $18.50 44.8% 17.5% 105.2% 8.8% 61.3% 3.8% -0.6% 7.3M -385.3M -857.2K 0.57 5.90 N/A N/A 69,720 39,610 296,340 265,110 2019-03-12 $20.81 $19.00 44.3% 17.2% 105.2% 8.0% 59.6% 2.7% -0.9% 10.1M -437.3M -908.5K 0.79 6.91 N/A N/A 48,230 38,240 323,740 288,270 2019-03-13 $20.58 $19.00 43.8% 16.8% 105.6% 7.2% 58.3% 2.6% -2.2% 11.0M -413.3M -939.0K 0.91 7.28 N/A N/A 41,330 37,460 338,090 301,540 2019-03-14 $20.81 $19.00 42.2% 16.9% 105.1% 4.8% 58.5% 1.9% 0.3% 14.0M -455.4M -992.6K 0.84 7.16 N/A N/A 42,030 35,410 347,190 315,040 2019-03-15 $20.80 $19.50 40.1% 16.4% 105.2% 1.6% 56.7% 1.8% -0.1% 8.1M -449.6M -956.6K 0.73 9.30 N/A N/A 60,650 44,050 357,000 318,290 2019-03-18 $20.39 $19.50 40.9% 16.9% 105.9% 2.9% 58.0% 2.5% -0.6% 3.6M -294.9M -1.0M 0.82 7.94 N/A N/A 44,180 36,200 269,560 220,740 2019-03-19 $20.53 $20.00 41.2% 16.7% 105.8% 3.3% 58.0% 1.8% -1.4% 3.6M -312.7M -1.0M 0.81 11.41 N/A N/A 36,300 29,550 287,210 239,480 2019-03-20 $20.75 $20.00 41.6% 16.7% 100.0% 3.9% 58.7% 2.6% -0.2% 4.6M -327.8M -1.1M 0.81 15.68 N/A N/A 42,010 34,070 295,880 253,010 2019-03-21 $21.40 $20.00 42.6% 17.3% 100.0% 5.4% 60.3% 2.2% -0.6% 10.4M -400.8M -1.1M 1.18 10.00 N/A N/A 47,270 55,900 302,390 260,320 2019-03-22 $20.33 $21.00 46.4% 18.5% 39.8% 11.1% 64.1% 2.2% -1.3% 2.3M -267.4M -1.1M 1.03 7.69 N/A N/A 75,320 77,280 314,040 282,070 2019-03-25 $19.75 $21.00 47.5% 18.8% 41.0% 12.8% 66.8% 3.7% 0.7% -2.9K -221.4M -1.1M 1.14 11.75 N/A N/A 27,820 31,710 279,270 246,250 2019-03-26 $18.69 $21.00 48.8% 19.4% 45.2% 14.8% 67.5% 2.5% 1.3% -1.9M -136.7M -1.1M 0.79 12.46 N/A N/A 97,290 77,270 288,920 259,040 2019-03-27 $18.08 $20.00 49.9% 19.5% 46.5% 16.5% 67.7% 2.8% -0.4% -2.9M -80.6M -1.1M 0.91 13.90 N/A N/A 61,970 56,190 332,380 286,870 2019-03-28 $18.73 $20.00 46.8% 19.2% 48.0% 11.8% 66.6% 2.1% -0.1% -1.9M -147.1M -1.2M 0.61 18.00 N/A N/A 75,490 46,390 349,870 298,950 2019-03-29 $19.73 $19.50 50.0% 19.9% 51.7% 16.7% 70.2% 3.7% 0.0% 4.5M -288.6M -1.3M 0.44 13.11 N/A N/A 131,540 58,130 367,650 304,900
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