TTD Options History — May 2019 In May 2019, TTD traded between $17.60 and $23.21. ATM implied volatility averaged 57.9%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 7.9% (HV 20d: 65.8%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2019-05-09 : Highest Volume — 403,570 contracts2019-05-09 : Largest IV drop — 27.7% change2019-05-07 : Highest IV Rank — 67.9%2019-05-03 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.31 $17.60 $23.21 $22.23 $19.84 Max Pain $19.59 $19.00 $21.00 $19.00 $19.50 ATM IV 57.9% 46.1% 83.7% 75.9% 51.5% Expected Move 17.1% 13.1% 29.4% 27.3% 14.8% HV 20d 65.8% 33.2% 81.2% 37.0% 75.8% HV 60d 67.5% 56.1% 80.8% 71.0% 56.1% IV Rank 28.6% 10.8% 67.9% 56.0% 18.9% IV Percentile 53.2% 29.8% 94.0% 85.3% 42.1% Term Structure -1.6% -5.9% 1.0% -5.6% -0.5% VWIV 59.6% 46.4% 100.4% 93.6% 52.8% Skew 25d 3.1% -0.5% 6.2% 5.0% 3.9% Skew 10d 6.4% 0.6% 11.0% 9.7% 8.1% Call IV 25d 56.3% 45.6% 79.3% 72.1% 49.6% Put IV 25d 59.5% 47.2% 84.2% 77.2% 53.5% Bid-Ask Spread % 40.24 13.67 52.51 21.80 50.31 Gamma HHI 0.08 0.04 0.32 0.07 0.05 Net GEX 3.3M -6.6M 10.5M 6.0M 520.7K Net DEX -259.1M -471.4M 18.9M -371.1M -241.5M Net VEX -1.5M -1.7M -1.2M -1.2M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.30 1.31 0.99 0.94 Total Volume 136,510.909 73,760 403,570 96,800 94,100 Total OI 723,592.727 571,740 891,790 613,630 748,880
Daily Data (22 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 2019-05-01 $22.23 $19.00 75.9% 27.3% 37.0% 56.0% 93.6% 5.0% -5.6% 6.0M -371.1M -1.2M 0.99 21.80 N/A N/A 48,750 48,050 331,010 282,620 2019-05-02 $22.38 $19.00 76.7% 28.6% 37.0% 57.2% 100.4% 6.2% -5.1% 7.2M -387.6M -1.3M 1.21 18.81 N/A N/A 40,700 49,260 338,270 284,610 2019-05-03 $23.21 $19.50 76.5% 29.4% 33.2% 56.8% 100.3% 4.4% -5.7% 10.5M -471.4M -1.3M 0.91 22.14 N/A N/A 58,680 53,150 343,740 294,360 2019-05-06 $22.58 $20.50 80.0% 20.1% 35.3% 62.2% 69.3% 4.4% -5.4% 2.3M -340.5M -1.3M 1.31 13.67 N/A N/A 31,910 41,850 302,700 269,040 2019-05-07 $21.64 $20.50 83.7% 21.2% 39.4% 67.9% 73.2% 4.9% -5.9% 1.1M -270.1M -1.3M 0.44 17.82 N/A N/A 80,640 35,600 321,990 296,210 2019-05-08 $22.24 $21.00 80.0% 20.4% 40.0% 62.2% 71.3% 3.2% -4.7% 3.0M -350.7M -1.4M 1.11 16.32 N/A N/A 74,750 82,790 370,810 313,890 2019-05-09 $18.97 $21.00 57.8% 15.6% 70.6% 28.5% 55.2% 1.5% -2.0% -6.1M -22.2M -1.2M 0.65 45.40 N/A N/A 244,630 158,940 401,310 363,390 2019-05-10 $18.27 $20.00 48.8% 14.0% 71.6% 14.8% 48.8% 0.9% 0.7% -6.6M 18.9M -1.3M 0.91 51.58 N/A N/A 109,220 99,380 482,500 409,290 2019-05-13 $17.60 $20.00 53.6% 15.2% 72.5% 22.1% 53.1% -0.5% -0.4% -2.5M -31.7M -1.2M 0.96 51.18 N/A N/A 57,490 55,130 361,710 297,340 2019-05-14 $18.57 $19.00 48.4% 13.8% 75.4% 14.1% 48.0% 0.6% -0.3% 522.8K -132.2M -1.4M 0.50 48.45 N/A N/A 98,080 48,940 413,540 339,350 2019-05-15 $20.09 $19.00 47.6% 13.7% 81.0% 13.1% 48.3% 2.5% 0.1% 7.2M -338.9M -1.4M 0.30 52.22 N/A N/A 167,630 50,950 444,980 340,970 2019-05-16 $20.26 $19.00 46.2% 13.1% 80.8% 10.9% 46.6% 1.4% -0.6% 9.5M -364.4M -1.4M 0.57 52.51 N/A N/A 162,090 92,630 467,780 348,380 2019-05-17 $19.82 $19.00 46.1% 13.2% 81.2% 10.8% 46.4% 2.5% 0.1% 3.8M -277.4M -1.5M 0.45 49.79 N/A N/A 122,580 55,300 492,420 383,740 2019-05-20 $19.80 $19.00 49.8% 14.3% 78.3% 16.3% 50.6% 2.8% -0.3% 4.4M -257.8M -1.7M 1.00 44.17 N/A N/A 46,390 46,400 399,790 302,110 2019-05-21 $19.85 $19.00 47.7% 13.7% 78.3% 13.2% 47.9% 2.8% 1.0% 5.5M -268.3M -1.7M 0.49 45.45 N/A N/A 67,070 32,560 416,750 318,700 2019-05-22 $19.92 $19.50 48.7% 14.0% 78.2% 14.7% 48.9% 3.4% 0.0% 6.4M -278.1M -1.7M 0.49 46.37 N/A N/A 63,090 30,610 434,940 324,740 2019-05-23 $19.46 $19.50 51.9% 14.9% 77.2% 19.5% 51.5% 3.7% 0.0% 2.8M -217.0M -1.7M 0.42 47.28 N/A N/A 69,140 28,930 455,310 331,480 2019-05-24 $19.59 $19.50 49.7% 14.2% 77.3% 16.2% 49.4% 3.1% 0.4% 3.5M -234.4M -1.7M 0.58 45.42 N/A N/A 65,880 38,240 465,870 334,800 2019-05-28 $20.15 $19.50 49.4% 14.1% 76.0% 15.6% 50.1% 4.2% -0.5% 4.3M -285.9M -1.7M 0.39 47.58 N/A N/A 60,500 23,870 389,380 287,160 2019-05-29 $20.16 $19.50 53.0% 15.3% 75.8% 21.2% 53.6% 4.2% -0.2% 5.1M -289.0M -1.7M 0.54 48.26 N/A N/A 48,350 25,980 403,170 296,000 2019-05-30 $20.19 $19.50 50.5% 14.6% 75.8% 17.4% 51.7% 4.1% -0.2% 5.0M -290.0M -1.7M 0.69 48.73 N/A N/A 55,180 37,830 411,040 302,970 2019-05-31 $19.84 $19.50 51.5% 14.8% 75.8% 18.9% 52.8% 3.9% -0.5% 520.7K -241.5M -1.7M 0.94 50.31 N/A N/A 48,380 45,720 428,420 320,460
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