TTD Options History — December 2019 In December 2019, TTD traded between $22.93 and $27.38. ATM implied volatility averaged 43.7%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 18.9% (HV 20d: 62.6%). Max pain ranged from $16.00 to $23.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.54.
Notable Days 2019-12-18 : Highest Volume — 427,170 contracts2019-12-26 : Largest IV spike — 10.8% change2019-12-02 : Highest IV Rank — 20.3%2019-12-02 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.36 $22.93 $27.38 $22.93 $26.00 Max Pain $18.08 $16.00 $23.25 $23.25 $19.50 ATM IV 43.7% 39.5% 48.0% 48.0% 45.7% Expected Move 12.8% 11.3% 14.6% 14.6% 13.4% HV 20d 62.6% 40.0% 71.2% 70.4% 40.0% HV 60d 58.1% 55.7% 61.7% 61.7% 57.9% IV Rank 11.5% 3.2% 20.3% 20.3% 15.6% IV Percentile 9.0% 1.2% 25.4% 25.4% 16.7% Term Structure 0.7% -1.0% 2.3% 1.3% 0.7% VWIV 44.6% 39.6% 50.7% 50.7% 46.6% Skew 25d 3.4% 2.0% 6.5% 6.5% 2.4% Skew 10d 5.6% 3.6% 9.2% 9.2% 3.9% Call IV 25d 41.9% 36.9% 44.7% 44.6% 44.7% Put IV 25d 45.3% 40.0% 51.0% 51.0% 47.1% Bid-Ask Spread % 25.86 12.98 48.38 15.80 29.36 Gamma HHI 0.19 0.12 0.25 0.24 0.16 Net GEX 23.6M 8.1M 39.7M 8.1M 22.1M Net DEX -770.6M -1.18B -341.5M -341.5M -822.3M Net VEX -2.5M -3.0M -2.0M -2.0M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.13 0.93 0.93 0.52 Total Volume 209,063.81 83,690 427,170 395,390 193,510 Total OI 1,025,667.619 858,710 1,226,370 858,710 1,080,360
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 2019-12-02 $22.93 $23.25 48.0% 14.6% 70.4% 20.3% 50.7% 6.5% 1.3% 8.1M -341.5M -2.0M 0.93 15.80 N/A N/A 204,350 191,040 524,210 334,500 2019-12-03 $23.70 $23.00 45.7% 13.8% 71.0% 15.6% 48.6% 4.8% 1.6% 13.0M -469.1M -2.2M 0.47 21.24 N/A N/A 165,820 77,300 600,100 389,010 2019-12-04 $24.58 $23.00 46.5% 13.6% 71.2% 17.1% 47.1% 5.0% 2.3% 21.3M -655.4M -2.3M 0.51 12.98 N/A N/A 146,810 74,890 604,660 401,850 2019-12-05 $24.11 $16.00 44.3% 13.3% 70.4% 12.8% 46.8% 5.2% 2.3% 16.2M -536.5M -2.2M 0.65 37.76 N/A N/A 68,530 44,550 611,090 414,950 2019-12-06 $24.69 $16.00 44.0% 13.1% 70.4% 12.2% 46.1% 2.4% 1.9% 22.7M -683.9M -2.2M 0.36 32.87 N/A N/A 222,920 79,580 616,020 417,010 2019-12-09 $24.95 $16.50 45.8% 13.4% 70.3% 15.7% 47.5% 5.1% 0.3% 20.9M -677.4M -2.2M 0.69 27.10 N/A N/A 84,110 57,770 570,730 352,380 2019-12-10 $25.02 $16.50 44.7% 13.2% 60.7% 13.6% 46.8% 4.4% 1.6% 20.3M -676.4M -2.2M 0.71 39.43 N/A N/A 54,710 39,080 585,380 382,080 2019-12-11 $24.97 $16.50 45.9% 13.3% 59.9% 16.1% 46.7% 2.9% 0.2% 19.7M -666.9M -2.2M 0.65 32.36 N/A N/A 70,200 45,610 596,060 398,560 2019-12-12 $24.66 $16.50 44.5% 13.0% 60.1% 13.2% 45.3% 2.1% 0.9% 16.5M -601.8M -2.2M 0.68 37.63 N/A N/A 83,460 56,360 606,590 408,840 2019-12-13 $25.25 $16.50 42.7% 12.4% 60.5% 9.6% 43.1% 3.3% 0.6% 25.9M -752.9M -2.1M 0.46 23.50 N/A N/A 165,950 76,390 619,920 430,670 2019-12-16 $25.39 $17.00 41.2% 11.9% 60.5% 6.5% 41.8% 2.0% 0.0% 24.0M -723.7M -2.1M 0.43 17.35 N/A N/A 107,500 46,010 569,380 387,220 2019-12-17 $25.04 $17.00 40.6% 11.7% 60.8% 5.4% 40.5% 2.3% 0.4% 23.3M -647.7M -2.1M 0.46 19.02 N/A N/A 71,790 32,880 591,930 401,170 2019-12-18 $25.37 $17.00 41.5% 11.9% 60.7% 7.2% 41.6% 2.4% -0.1% 27.0M -728.5M -2.1M 0.13 19.69 N/A N/A 376,980 50,190 608,020 412,110 2019-12-19 $26.23 $17.50 40.4% 11.5% 61.3% 5.0% 39.7% 2.8% 1.5% 39.7M -1.08B -2.9M 0.44 24.57 N/A N/A 193,620 85,930 740,910 429,590 2019-12-20 $26.19 $17.50 41.1% 11.9% 61.3% 6.4% 41.2% 2.8% -1.0% 31.7M -1.08B -3.0M 0.45 48.38 N/A N/A 111,530 50,370 777,400 448,970 2019-12-23 $26.88 $18.00 41.3% 11.5% 61.8% 6.8% 40.2% 2.8% -0.5% 32.6M -1.06B -2.9M 0.51 21.51 N/A N/A 204,060 103,360 649,830 338,200 2019-12-24 $26.80 $18.00 39.5% 11.3% 59.3% 3.2% 39.6% 3.1% -0.6% 30.4M -1.04B -3.0M 0.35 25.57 N/A N/A 61,800 21,890 692,250 377,580 2019-12-26 $27.38 $18.00 43.8% 12.4% 59.3% 11.8% 43.3% 3.9% 0.7% 37.3M -1.18B -2.9M 0.46 20.34 N/A N/A 175,820 81,240 697,420 384,860 2019-12-27 $27.19 $18.00 43.5% 12.8% 59.3% 11.1% 44.7% 2.1% 0.9% 24.5M -1.09B -2.9M 0.63 17.99 N/A N/A 88,680 55,580 706,310 402,340 2019-12-30 $25.30 $18.50 46.3% 13.9% 64.8% 16.9% 47.9% 3.5% -0.8% 17.8M -671.5M -2.9M 0.83 18.70 N/A N/A 146,910 121,260 646,490 332,070 2019-12-31 $26.00 $19.50 45.7% 13.4% 40.0% 15.6% 46.6% 2.4% 0.7% 22.1M -822.3M -3.0M 0.52 29.36 N/A N/A 127,380 66,130 693,040 387,320
« Nov 2019 | All History | Jan 2020 » Home TTD History December 2019