TTD Options History — April 2019

In April 2019, TTD traded between $19.57 and $22.53. ATM implied volatility averaged 68.6%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 22.3% (HV 20d: 46.3%). Max pain ranged from $19.00 to $19.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2019-04-04: Highest Volume — 160,410 contracts
  • 2019-04-08: Largest IV spike — 21.2% change
  • 2019-04-30: Highest IV Rank — 61.4%
  • 2019-04-30: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.54$19.57$22.53$20.48$22.11
Max Pain$19.02$19.00$19.50$19.50$19.00
ATM IV68.6%44.7%79.5%46.5%79.5%
Expected Move21.8%19.1%28.3%19.6%28.3%
HV 20d46.3%37.1%52.8%51.0%37.1%
HV 60d70.8%70.0%71.6%71.6%71.3%
IV Rank44.9%8.5%61.4%11.3%61.4%
IV Percentile72.6%23.8%90.9%32.5%90.9%
Term Structure2.7%-5.5%26.0%23.9%-5.2%
VWIV75.7%66.2%98.1%68.6%98.1%
Skew 25d6.1%2.5%10.8%3.0%5.2%
Skew 10d10.2%4.7%14.5%5.6%9.7%
Call IV 25d64.5%43.4%74.6%45.2%74.6%
Put IV 25d70.6%46.4%82.7%48.2%79.7%
Bid-Ask Spread %18.2312.2426.3313.3016.96
Gamma HHI0.100.060.280.080.06
Net GEX6.0M-622.9K13.4M6.6M5.7M
Net DEX-328.4M-411.0M-250.8M-351.5M-360.9M
Net VEX-1.3M-1.3M-1.2M-1.2M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.381.050.491.05
Total Volume95,988.57149,940160,410120,71099,010
Total OI649,670.952546,930729,650600,340588,910

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$20.48$19.5046.5%19.6%51.0%11.3%68.6%3.0%23.9%6.6M-351.5M-1.2M0.4913.30N/AN/A81,11039,600337,840262,500
2019-04-02$20.67$19.0044.7%19.1%50.8%8.5%66.2%2.9%24.0%9.4M-387.7M-1.3M0.9013.05N/AN/A37,95034,030368,380273,940
2019-04-03$20.74$19.0045.2%19.2%49.4%9.3%66.9%2.5%25.4%10.6M-399.5M-1.3M0.6721.74N/AN/A46,40031,270375,720281,300
2019-04-04$19.76$19.0052.6%19.8%52.8%20.5%69.3%2.8%23.6%2.6M-263.9M-1.3M0.8412.24N/AN/A87,36073,050379,050288,850
2019-04-05$19.67$19.0055.1%19.5%52.2%24.4%67.3%2.9%26.0%-622.9K-250.8M-1.3M0.9115.41N/AN/A55,01050,100404,970314,980
2019-04-08$19.66$19.0066.8%19.8%48.2%42.1%70.1%6.2%-3.6%2.4M-258.7M-1.3M0.7218.60N/AN/A32,18023,090351,230285,430
2019-04-09$19.57$19.0072.0%20.6%47.6%50.1%70.3%8.6%-3.5%2.5M-254.6M-1.3M0.7623.36N/AN/A28,31021,630366,420298,910
2019-04-10$19.97$19.0076.9%21.2%48.1%57.5%75.3%7.4%-2.7%4.4M-303.7M-1.3M0.6416.97N/AN/A61,67039,580374,910310,010
2019-04-11$20.02$19.0077.8%21.4%47.9%58.9%74.6%10.8%-4.2%6.0M-315.5M-1.3M0.9115.22N/AN/A39,78036,210390,880316,070
2019-04-12$20.04$19.0076.0%21.0%48.0%56.1%74.4%7.7%-4.3%-426.9K-319.1M-1.3M0.6415.46N/AN/A87,50055,760398,050324,160
2019-04-15$20.24$19.0076.5%21.6%47.6%56.9%75.8%6.9%-4.4%5.1M-319.0M-1.3M0.3914.24N/AN/A56,37022,200370,560294,370
2019-04-16$20.25$19.0074.4%21.2%47.5%53.7%73.7%7.2%-3.2%7.2M-353.0M-1.3M0.4421.44N/AN/A84,92037,650395,970304,820
2019-04-17$19.87$19.0076.8%22.0%47.8%57.4%77.2%7.1%-3.8%4.1M-293.4M-1.3M0.4922.56N/AN/A55,84027,580409,170313,980
2019-04-18$19.90$19.0074.7%21.6%46.2%54.1%76.0%7.7%-3.6%6.7M-296.7M-1.2M0.7226.33N/AN/A55,48040,060411,610318,040
2019-04-22$21.07$19.0075.7%23.0%47.4%55.7%78.5%7.2%-4.7%6.2M-326.9M-1.2M0.3816.67N/AN/A79,01029,640312,520234,410
2019-04-23$21.03$19.0073.5%22.4%46.0%52.3%72.3%7.3%-4.2%7.8M-332.0M-1.2M0.3923.29N/AN/A61,81023,970334,670249,030
2019-04-24$20.76$19.0073.4%23.0%41.0%52.2%79.4%6.2%-5.5%7.5M-307.5M-1.2M0.6420.83N/AN/A36,48023,460345,850255,040
2019-04-25$21.53$19.0073.4%23.5%39.9%52.2%81.6%5.8%-4.3%12.6M-394.5M-1.3M0.4119.71N/AN/A85,10035,100351,530261,180
2019-04-26$21.52$19.0073.3%23.9%38.8%52.1%82.6%6.2%-5.2%13.4M-397.4M-1.2M0.7017.02N/AN/A55,01038,580363,020273,520
2019-04-29$22.53$19.0075.5%26.6%37.9%55.4%92.0%6.5%-3.7%6.0M-411.0M-1.2M0.5918.54N/AN/A67,42039,480311,080240,210
2019-04-30$22.11$19.0079.5%28.3%37.1%61.4%98.1%5.2%-5.2%5.7M-360.9M-1.2M1.0516.96N/AN/A48,35050,660325,200263,710