TTD Options History — July 2019 In July 2019, TTD traded between $23.35 and $27.74. ATM implied volatility averaged 66.3%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 30.7% (HV 20d: 35.7%). Max pain ranged from $20.50 to $24.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2019-07-26 : Highest Volume — 457,930 contracts2019-07-08 : Largest IV spike — 21.2% change2019-07-29 : Highest IV Rank — 57.6%2019-07-29 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.67 $23.35 $27.74 $23.36 $26.62 Max Pain $23.07 $20.50 $24.50 $20.50 $24.50 ATM IV 66.3% 43.2% 77.0% 45.0% 73.2% Expected Move 20.0% 10.7% 26.2% 11.8% 24.9% HV 20d 35.7% 30.1% 56.1% 56.1% 47.6% HV 60d 57.6% 56.3% 60.7% 57.4% 60.1% IV Rank 41.5% 6.4% 57.6% 9.1% 51.8% IV Percentile 62.1% 7.1% 87.3% 14.7% 74.2% Term Structure 1.2% -5.6% 23.8% 20.8% -2.9% VWIV 69.9% 37.2% 91.8% 41.6% 87.6% Skew 25d 3.8% 1.7% 4.9% 1.7% 4.8% Skew 10d 6.2% 0.1% 10.8% 1.2% 6.7% Call IV 25d 64.1% 41.6% 74.9% 44.7% 70.5% Put IV 25d 67.8% 44.3% 79.5% 46.4% 75.4% Bid-Ask Spread % 20.22 8.17 66.61 62.18 16.38 Gamma HHI 0.08 0.04 0.26 0.06 0.06 Net GEX 7.0M -1.3M 17.4M 3.6M 9.0M Net DEX -481.3M -831.4M -360.2M -400.4M -558.0M Net VEX -1.9M -2.0M -1.8M -1.8M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.49 2.39 0.53 0.78 Total Volume 150,384.545 61,910 457,930 61,910 133,020 Total OI 835,105.909 695,760 942,740 733,880 896,210
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 2019-07-01 $23.36 $20.50 45.0% 11.8% 56.1% 9.1% 41.6% 1.7% 20.8% 3.6M -400.4M -1.8M 0.53 62.18 N/A N/A 40,360 21,550 390,030 343,850 2019-07-02 $23.36 $20.50 43.2% 11.1% 38.1% 6.4% 38.8% 2.9% 21.7% 5.5M -409.7M -1.8M 0.80 64.68 N/A N/A 45,920 36,670 405,220 351,080 2019-07-03 $23.35 $20.50 43.8% 10.7% 35.3% 7.2% 37.2% 3.4% 23.1% 6.9M -419.6M -1.8M 2.39 66.61 N/A N/A 26,650 63,690 416,910 365,950 2019-07-05 $23.79 $23.00 51.8% 18.6% 34.6% 19.4% 65.5% 2.8% 23.8% 8.4M -464.1M -1.9M 1.04 9.96 N/A N/A 54,280 56,250 421,910 412,220 2019-07-08 $23.97 $23.00 62.8% 19.1% 32.4% 36.1% 66.9% 4.5% -1.0% 5.1M -441.4M -1.9M 0.53 8.17 N/A N/A 61,220 32,230 404,180 408,780 2019-07-09 $24.07 $23.00 66.5% 19.3% 31.7% 41.8% 68.4% 4.2% -1.8% 7.8M -465.7M -1.9M 0.84 12.44 N/A N/A 58,250 49,150 427,700 422,280 2019-07-10 $24.02 $23.00 68.7% 18.9% 31.7% 45.1% 66.0% 4.9% -3.2% 9.6M -475.3M -1.9M 0.64 17.92 N/A N/A 73,570 47,090 448,880 436,390 2019-07-11 $24.06 $23.00 67.9% 18.9% 30.2% 43.8% 64.4% 3.8% -2.3% 7.0M -467.7M -1.9M 1.44 17.30 N/A N/A 33,780 48,780 444,320 436,100 2019-07-12 $24.51 $23.00 68.8% 19.3% 30.2% 45.2% 67.6% 4.5% -2.2% 17.4M -535.0M -1.9M 1.23 17.44 N/A N/A 60,660 74,350 447,060 455,380 2019-07-15 $24.87 $23.00 68.8% 19.5% 30.6% 45.1% 69.1% 4.7% -3.5% 8.3M -548.0M -1.9M 0.62 9.62 N/A N/A 60,520 37,620 416,860 416,940 2019-07-16 $24.38 $23.50 68.8% 19.6% 31.3% 45.3% 68.5% 4.8% -3.6% 5.7M -476.0M -1.9M 0.82 15.59 N/A N/A 49,310 40,280 429,380 426,080 2019-07-17 $24.50 $23.50 69.2% 19.8% 31.1% 45.7% 68.1% 4.2% -3.8% 6.9M -493.7M -1.9M 0.74 15.09 N/A N/A 43,420 32,270 438,460 439,460 2019-07-18 $24.15 $23.50 70.9% 20.6% 30.1% 48.4% 71.5% 3.8% -4.7% 1.9M -430.3M -1.9M 0.78 13.91 N/A N/A 124,090 96,720 445,310 444,710 2019-07-19 $23.69 $23.50 70.5% 20.7% 30.7% 47.8% 72.7% 3.9% -4.7% -1.3M -360.2M -1.9M 1.07 9.75 N/A N/A 81,510 86,870 467,160 475,580 2019-07-22 $24.99 $23.00 71.6% 22.0% 33.4% 49.4% 77.2% 2.5% -2.0% 4.7M -422.8M -1.9M 0.57 10.98 N/A N/A 135,160 76,400 341,970 353,790 2019-07-23 $24.50 $23.50 73.7% 23.0% 32.3% 52.6% 79.3% 3.6% -4.0% 4.8M -372.0M -2.0M 0.58 11.50 N/A N/A 106,430 62,100 384,680 378,570 2019-07-24 $24.83 $23.50 72.9% 22.9% 30.2% 51.3% 79.3% 3.8% -4.2% 11.4M -445.4M -2.0M 0.57 11.79 N/A N/A 106,980 61,290 415,790 397,490 2019-07-25 $25.60 $23.50 72.4% 23.3% 31.2% 50.7% 80.5% 3.3% -4.1% 16.3M -587.7M -2.0M 0.55 11.88 N/A N/A 144,060 78,830 424,960 409,380 2019-07-26 $27.74 $24.00 76.9% 24.7% 40.3% 57.5% 87.2% 4.6% -5.6% 5.4M -831.4M -1.9M 0.52 14.38 N/A N/A 302,140 155,790 430,710 427,130 2019-07-29 $25.92 $24.50 77.0% 26.2% 47.9% 57.6% 91.8% 3.5% -5.4% 2.7M -444.0M -2.0M 0.49 13.60 N/A N/A 161,770 78,840 409,260 397,880 2019-07-30 $26.49 $24.50 75.1% 25.4% 47.6% 54.7% 89.3% 2.8% -4.3% 7.6M -539.1M -2.0M 0.58 13.77 N/A N/A 106,950 61,640 448,900 417,430 2019-07-31 $26.62 $24.50 73.2% 24.9% 47.6% 51.8% 87.6% 4.8% -2.9% 9.0M -558.0M -2.0M 0.78 16.38 N/A N/A 74,910 58,110 460,520 435,690
« Jun 2019 | All History | Aug 2019 » Home TTD History July 2019