TTD Options History — June 2019 In June 2019, TTD traded between $19.70 and $25.16. ATM implied volatility averaged 49.2%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 10.4% (HV 20d: 59.6%). Max pain ranged from $19.50 to $20.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.81.
Notable Days 2019-06-05 : Highest Volume — 203,950 contracts2019-06-07 : Largest IV spike — 6.5% change2019-06-10 : Highest IV Rank — 20.6%2019-06-03 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $23.75 $19.70 $25.16 $19.70 $22.74 Max Pain $19.95 $19.50 $20.50 $19.50 $20.50 ATM IV 49.2% 45.8% 52.6% 52.4% 47.0% Expected Move 14.1% 13.1% 15.8% 15.8% 13.1% HV 20d 59.6% 49.3% 86.2% 74.1% 55.9% HV 60d 59.5% 56.0% 61.1% 56.0% 58.1% IV Rank 15.4% 10.3% 20.6% 20.3% 12.1% IV Percentile 33.4% 19.8% 43.3% 42.5% 24.2% Term Structure 0.4% -1.5% 2.0% 0.5% 1.8% VWIV 49.6% 44.9% 54.9% 54.9% 45.5% Skew 25d 3.1% 2.2% 4.2% 4.2% 2.2% Skew 10d 6.3% 3.5% 9.3% 9.3% 4.5% Call IV 25d 47.9% 44.3% 51.3% 51.1% 45.6% Put IV 25d 51.0% 47.3% 55.4% 55.4% 47.7% Bid-Ask Spread % 50.00 40.19 60.82 54.64 57.56 Gamma HHI 0.08 0.04 0.27 0.06 0.15 Net GEX 4.1M -15.2M 11.4M 1.6M -4.2M Net DEX -530.6M -763.8M -223.0M -223.0M -314.9M Net VEX -1.8M -1.9M -1.7M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.49 1.12 0.93 0.79 Total Volume 127,011 66,810 203,950 66,810 121,570 Total OI 780,359.5 662,960 869,230 662,960 835,070
Daily Data (20 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 2019-06-03 $19.70 $19.50 52.4% 15.8% 74.1% 20.3% 54.9% 4.2% 0.5% 1.6M -223.0M -1.7M 0.93 54.64 N/A N/A 34,550 32,260 368,730 294,230 2019-06-04 $22.18 $19.50 49.2% 14.5% 86.2% 15.4% 51.8% 3.8% -0.5% 6.6M -476.0M -1.7M 0.49 43.89 N/A N/A 133,390 66,010 379,740 312,870 2019-06-05 $23.12 $19.50 50.4% 14.7% 86.0% 17.3% 52.2% 3.3% -0.7% 9.3M -602.0M -1.7M 0.73 42.25 N/A N/A 118,000 85,950 410,390 326,390 2019-06-06 $23.73 $20.00 48.2% 14.2% 85.9% 13.8% 49.0% 3.1% 0.0% 11.4M -677.5M -1.7M 0.66 49.88 N/A N/A 95,720 63,570 437,090 363,710 2019-06-07 $24.56 $20.00 51.3% 14.7% 61.5% 18.6% 52.1% 2.5% 0.2% 9.4M -763.8M -1.7M 0.58 40.19 N/A N/A 113,100 65,590 446,510 374,480 2019-06-10 $24.99 $20.00 52.6% 15.0% 58.5% 20.6% 53.0% 3.3% -0.3% 7.5M -672.7M -1.7M 0.65 41.20 N/A N/A 71,720 46,420 393,250 337,070 2019-06-11 $24.97 $20.00 51.0% 14.7% 55.4% 18.2% 51.8% 3.0% 0.2% 8.1M -671.7M -1.8M 1.03 42.66 N/A N/A 53,050 54,610 412,780 353,650 2019-06-12 $24.28 $20.00 52.4% 14.7% 56.0% 20.3% 51.9% 2.8% -1.5% 5.4M -581.0M -1.8M 1.12 47.56 N/A N/A 65,600 73,270 417,630 370,810 2019-06-13 $24.70 $20.00 50.5% 14.4% 50.4% 17.4% 51.6% 3.4% -0.5% 7.4M -640.7M -1.8M 1.00 47.02 N/A N/A 51,540 51,650 433,400 387,570 2019-06-14 $24.58 $20.00 49.8% 14.3% 50.7% 16.4% 50.2% 3.5% 0.3% 4.2M -626.9M -1.8M 1.00 50.79 N/A N/A 54,130 53,880 439,780 402,570 2019-06-17 $24.82 $20.00 49.4% 14.2% 49.3% 15.6% 50.8% 3.2% 0.3% 6.2M -616.1M -1.7M 1.09 46.59 N/A N/A 50,060 54,320 385,650 345,850 2019-06-18 $24.55 $20.00 48.7% 14.0% 49.8% 14.7% 49.4% 3.4% -0.1% 5.2M -586.7M -1.8M 0.90 50.64 N/A N/A 46,330 41,810 413,490 378,990 2019-06-19 $25.16 $20.00 46.6% 13.4% 49.9% 11.5% 46.3% 2.9% 0.5% 8.0M -662.8M -1.8M 0.58 56.12 N/A N/A 50,060 28,910 421,840 390,000 2019-06-20 $25.11 $20.00 45.8% 13.1% 50.0% 10.3% 45.8% 3.0% 0.9% 9.8M -664.1M -1.7M 0.84 54.48 N/A N/A 72,810 61,010 429,410 394,360 2019-06-21 $24.10 $20.00 47.1% 13.5% 52.1% 12.2% 46.8% 3.1% 0.4% -15.2M -503.6M -1.8M 0.72 60.82 N/A N/A 108,910 78,030 448,790 420,440 2019-06-24 $23.39 $20.00 47.9% 13.7% 54.0% 13.4% 48.1% 3.2% 1.2% 2.1M -388.7M -1.8M 0.79 50.37 N/A N/A 58,990 46,750 384,910 333,670 2019-06-25 $22.70 $20.00 49.0% 13.9% 55.2% 15.0% 48.5% 2.9% 2.0% -4.6K -297.2M -1.8M 0.89 53.70 N/A N/A 56,800 50,770 406,210 358,370 2019-06-26 $22.54 $20.00 48.0% 13.6% 55.4% 13.6% 47.3% 2.4% 1.6% -1.3M -277.3M -1.8M 0.82 54.89 N/A N/A 58,020 47,850 412,950 370,770 2019-06-27 $23.16 $20.00 46.8% 13.2% 55.9% 11.8% 44.9% 2.7% 1.1% 171.2K -364.7M -1.9M 0.51 54.77 N/A N/A 81,480 41,730 426,860 386,910 2019-06-28 $22.74 $20.50 47.0% 13.1% 55.9% 12.1% 45.5% 2.2% 1.8% -4.2M -314.9M -1.8M 0.79 57.56 N/A N/A 68,090 53,480 440,630 394,440
« May 2019 | All History | Jul 2019 » Home TTD History June 2019