TTD Options History — June 2020 In June 2020, TTD traded between $31.07 and $41.47. ATM implied volatility averaged 59.5%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 5.7% (HV 20d: 53.8%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.88.
Notable Days 2020-06-03 : Highest Volume — 334,770 contracts2020-06-11 : Largest IV spike — 15.4% change2020-06-11 : Highest IV Rank — 39.4%2020-06-11 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $37.36 $31.07 $41.47 $31.07 $40.71 Max Pain $27.40 $27.00 $30.00 $29.75 $27.00 ATM IV 59.5% 52.7% 70.8% 56.0% 58.2% Expected Move 17.1% 15.4% 20.3% 15.7% 15.4% HV 20d 53.8% 44.2% 58.4% 46.6% 55.2% HV 60d 85.3% 68.3% 107.0% 107.0% 68.3% IV Rank 25.9% 17.7% 39.4% 21.7% 24.3% IV Percentile 45.9% 40.5% 67.5% 45.2% 41.3% Term Structure 1.2% -4.5% 16.2% -2.6% 16.2% VWIV 60.7% 54.4% 73.9% 54.4% 56.1% Skew 25d 2.1% -9.3% 15.1% 15.1% 6.8% Skew 10d 6.7% -12.4% 18.0% 18.0% 12.0% Call IV 25d 59.2% 49.2% 74.0% 49.2% 51.5% Put IV 25d 61.3% 52.4% 72.7% 64.3% 58.2% Bid-Ask Spread % 54.41 41.75 67.85 55.52 67.85 Gamma HHI 0.07 0.04 0.19 0.08 0.06 Net GEX 12.7M 3.9M 24.3M 11.3M 7.3M Net DEX -1.12B -1.43B -682.0M -682.0M -1.04B Net VEX -2.9M -3.1M -2.8M -3.0M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.32 1.87 0.76 0.89 Total Volume 146,216.364 73,870 334,770 93,780 91,070 Total OI 902,595.455 804,390 995,450 804,390 862,250
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 2020-06-01 $31.07 $29.75 56.0% 15.7% 46.6% 21.7% 54.4% 15.1% -2.6% 11.3M -682.0M -3.0M 0.76 55.52 N/A N/A 53,170 40,610 465,930 338,460 2020-06-02 $31.75 $30.00 52.7% 15.9% 44.2% 17.7% 56.5% 6.9% 1.9% 15.2M -783.4M -3.0M 0.32 55.91 N/A N/A 165,470 52,160 483,660 358,200 2020-06-03 $35.14 $30.00 58.4% 17.0% 55.2% 24.6% 60.7% -6.1% -0.4% 16.6M -1.23B -2.8M 0.47 53.96 N/A N/A 227,290 107,480 505,620 375,380 2020-06-04 $33.55 $27.00 53.9% 15.9% 57.5% 19.2% 57.2% 0.5% 0.0% 17.4M -990.6M -3.0M 1.02 41.75 N/A N/A 149,850 153,390 542,100 407,030 2020-06-05 $35.21 $27.00 54.1% 16.1% 58.4% 19.4% 57.1% -4.0% 0.3% 24.3M -1.24B -2.9M 0.45 45.22 N/A N/A 142,010 64,320 560,330 435,120 2020-06-08 $35.79 $27.00 59.8% 17.2% 57.7% 26.2% 62.0% -3.3% 0.1% 11.7M -1.11B -2.9M 1.09 46.80 N/A N/A 40,330 44,040 493,390 377,690 2020-06-09 $36.33 $27.00 60.4% 18.0% 56.2% 27.0% 63.0% -7.4% 2.6% 12.0M -1.17B -3.0M 0.59 42.35 N/A N/A 48,470 28,810 502,080 395,490 2020-06-10 $36.96 $27.00 61.3% 17.5% 56.3% 28.0% 61.6% -9.3% 0.0% 13.8M -1.27B -2.8M 1.23 44.86 N/A N/A 37,180 45,720 508,600 404,350 2020-06-11 $34.93 $27.00 70.8% 20.3% 53.0% 39.4% 73.9% -1.3% 0.1% 7.3M -948.7M -3.1M 0.89 49.21 N/A N/A 73,290 65,360 512,130 420,050 2020-06-12 $35.28 $27.00 63.3% 18.1% 52.6% 30.5% 64.0% 3.8% -0.4% 7.0M -1.02B -3.0M 0.90 60.63 N/A N/A 72,850 65,810 523,740 423,960 2020-06-15 $36.91 $27.00 63.4% 18.1% 54.2% 30.5% 62.9% 1.4% -4.4% 10.4M -1.17B -2.8M 1.35 59.88 N/A N/A 65,220 88,320 478,500 396,490 2020-06-16 $37.19 $27.00 64.8% 18.6% 53.8% 32.2% 64.8% 5.5% -4.5% 13.6M -1.20B -2.9M 0.66 59.49 N/A N/A 44,370 29,500 508,210 423,420 2020-06-17 $38.26 $27.00 61.6% 17.7% 53.9% 28.4% 61.2% 3.7% -1.9% 16.3M -1.34B -2.9M 0.66 58.75 N/A N/A 88,150 58,020 521,090 434,530 2020-06-18 $39.29 $27.00 56.4% 16.2% 53.9% 22.2% 54.8% 6.8% 0.1% 17.9M -1.43B -2.9M 0.42 51.77 N/A N/A 99,740 42,370 533,480 460,900 2020-06-19 $39.59 $27.00 60.5% 17.3% 53.7% 27.0% 61.6% 2.7% -0.0% 22.5M -1.31B -2.8M 0.86 56.67 N/A N/A 87,540 75,330 508,570 476,550 2020-06-22 $40.18 $27.00 59.7% 17.0% 53.6% 26.1% 61.1% 1.8% -1.6% 6.9M -1.09B -2.8M 1.05 54.79 N/A N/A 44,830 46,980 418,770 391,140 2020-06-23 $41.16 $27.00 61.0% 17.3% 51.7% 27.6% 62.8% 0.6% -0.5% 9.5M -1.18B -3.0M 1.87 50.13 N/A N/A 70,320 131,660 439,500 412,220 2020-06-24 $39.77 $27.00 57.7% 17.6% 53.6% 23.8% 62.8% 6.5% 1.6% 3.9M -1.00B -3.0M 0.90 58.47 N/A N/A 69,730 62,960 448,340 431,440 2020-06-25 $40.80 $27.00 57.6% 16.7% 53.7% 23.6% 61.0% 3.5% 2.1% 11.3M -1.15B -3.0M 0.74 58.33 N/A N/A 59,360 43,860 467,980 453,540 2020-06-26 $41.47 $27.00 57.5% 16.7% 53.5% 23.5% 59.2% 4.3% 1.4% 17.1M -1.22B -2.9M 1.05 61.85 N/A N/A 72,330 75,940 472,160 460,440 2020-06-29 $40.48 $27.00 59.3% 16.5% 55.2% 25.6% 57.4% 7.2% 16.2% 5.8M -1.02B -3.0M 1.21 62.87 N/A N/A 41,370 50,180 430,060 394,210 2020-06-30 $40.71 $27.00 58.2% 15.4% 55.2% 24.3% 56.1% 6.8% 16.2% 7.3M -1.04B -3.1M 0.89 67.85 N/A N/A 48,220 42,850 443,070 419,180
« May 2020 | All History | Jul 2020 » Home TTD History June 2020