TTD Options History — October 2020 In October 2020, TTD traded between $55.13 and $65.64. ATM implied volatility averaged 72.1%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 26.6% (HV 20d: 45.6%). Max pain ranged from $42.50 to $51.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2020-10-15 : Highest Volume — 272,310 contracts2020-10-28 : Largest IV spike — 7.5% change2020-10-28 : Highest IV Rank — 48.8%2020-10-30 : Largest Expected Move — 24.7%Monthly Statistics Metric Avg Min Max Open Close Price $60.46 $55.13 $65.64 $55.13 $56.43 Max Pain $48.02 $42.50 $51.00 $42.50 $51.00 ATM IV 72.1% 60.9% 78.6% 60.9% 77.4% Expected Move 20.9% 15.8% 24.7% 16.0% 24.7% HV 20d 45.6% 36.2% 65.3% 65.3% 56.8% HV 60d 51.4% 49.5% 54.4% 52.1% 54.4% IV Rank 41.0% 27.5% 48.8% 27.5% 47.4% IV Percentile 67.5% 43.3% 79.8% 43.3% 77.8% Term Structure -0.0% -4.8% 14.5% 13.8% -3.5% VWIV 72.4% 54.9% 85.0% 55.6% 85.0% Skew 25d 0.3% -8.2% 4.8% 2.7% 2.9% Skew 10d -2.4% -17.0% 9.2% 5.1% 3.6% Call IV 25d 71.4% 57.5% 80.2% 57.5% 74.8% Put IV 25d 71.7% 60.2% 78.4% 60.2% 77.7% Bid-Ask Spread % 51.09 42.63 72.43 72.43 55.15 Gamma HHI 0.06 0.03 0.13 0.07 0.09 Net GEX 9.7M -11.2M 22.9M 19.5M -11.2M Net DEX -1.74B -2.35B -997.3M -1.81B -997.3M Net VEX -3.3M -3.5M -3.1M -3.2M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.49 1.73 0.66 1.33 Total Volume 118,567.273 56,700 272,310 183,260 144,600 Total OI 861,632.273 774,920 1,052,940 806,980 840,900
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 2020-10-01 $55.13 $42.50 60.9% 16.0% 65.3% 27.5% 55.6% 2.7% 13.8% 19.5M -1.81B -3.2M 0.66 72.43 N/A N/A 110,140 73,120 432,220 374,760 2020-10-02 $55.76 $43.50 65.4% 15.8% 51.2% 33.0% 54.9% -0.3% 14.5% 22.9M -1.87B -3.4M 0.69 71.95 N/A N/A 84,910 58,310 460,810 407,620 2020-10-05 $57.20 $45.00 70.0% 21.7% 47.5% 38.5% 75.2% -7.8% 3.6% 13.4M -1.75B -3.3M 1.32 42.63 N/A N/A 37,210 49,240 414,680 368,540 2020-10-06 $58.60 $45.00 71.9% 21.5% 41.4% 40.7% 75.4% -8.2% 3.2% 14.6M -1.89B -3.3M 0.98 44.13 N/A N/A 65,540 64,250 426,720 393,330 2020-10-07 $59.29 $45.00 71.2% 21.0% 41.2% 40.0% 73.7% -6.4% 2.4% 15.0M -1.93B -3.3M 1.08 43.39 N/A N/A 51,830 55,980 444,310 421,460 2020-10-08 $60.38 $46.00 69.7% 19.7% 39.9% 38.2% 68.6% -4.5% 2.0% 16.8M -2.05B -3.2M 1.16 44.79 N/A N/A 52,570 61,230 459,970 439,490 2020-10-09 $61.07 $46.50 69.6% 19.9% 36.2% 38.0% 68.9% -2.7% 3.6% 19.3M -2.14B -3.3M 0.86 46.12 N/A N/A 56,580 48,500 474,440 465,640 2020-10-12 $62.60 $46.50 71.8% 20.1% 36.2% 40.7% 68.6% -3.3% -2.2% 12.5M -2.10B -3.1M 1.22 44.87 N/A N/A 38,180 46,600 437,220 419,600 2020-10-13 $65.20 $47.50 72.8% 20.2% 36.8% 41.9% 70.4% -1.1% -3.0% 16.8M -2.35B -3.1M 0.96 46.78 N/A N/A 62,510 59,880 450,490 442,900 2020-10-14 $65.64 $48.00 74.2% 21.0% 36.6% 43.6% 73.2% -0.2% -0.8% 15.8M -2.35B -3.1M 0.82 46.58 N/A N/A 124,840 102,040 459,680 474,510 2020-10-15 $60.42 $50.00 73.8% 20.5% 48.2% 43.0% 72.0% 2.4% -2.7% -8.1M -1.60B -3.5M 1.19 43.17 N/A N/A 124,150 148,160 488,400 508,620 2020-10-16 $60.65 $50.00 73.5% 20.6% 48.4% 42.6% 71.9% 2.1% -2.8% 7.5M -1.69B -3.5M 0.72 47.40 N/A N/A 86,270 62,050 520,140 532,800 2020-10-19 $61.86 $50.00 74.9% 21.3% 46.3% 44.4% 73.9% 4.8% -3.4% 7.9M -1.59B -3.5M 0.52 45.74 N/A N/A 75,640 39,510 414,050 374,450 2020-10-20 $61.36 $50.00 74.0% 21.1% 47.0% 43.3% 73.0% 3.4% -3.2% 8.9M -1.56B -3.5M 0.49 48.22 N/A N/A 39,100 19,050 439,680 388,190 2020-10-21 $62.34 $50.00 73.0% 20.9% 45.6% 42.1% 73.0% 4.3% -3.6% 13.2M -1.68B -3.5M 0.73 50.34 N/A N/A 63,390 46,160 448,200 393,170 2020-10-22 $60.61 $50.00 73.0% 21.1% 47.2% 42.1% 73.0% 4.6% -3.8% 1.5M -1.45B -3.4M 1.46 51.62 N/A N/A 31,680 46,360 452,660 404,930 2020-10-23 $61.65 $50.00 71.4% 20.9% 46.2% 40.1% 71.6% 3.5% -4.8% 14.0M -1.58B -3.3M 1.33 55.82 N/A N/A 41,140 54,840 459,600 415,050 2020-10-26 $60.59 $50.00 73.2% 22.0% 46.9% 42.4% 75.6% 2.1% -2.4% 3.9M -1.46B -3.4M 1.73 56.99 N/A N/A 28,980 50,070 404,910 370,010 2020-10-27 $61.34 $50.00 73.1% 22.4% 46.5% 42.2% 75.9% 3.2% -1.9% 1.8M -1.52B -3.3M 0.66 56.46 N/A N/A 34,250 22,450 412,200 387,680 2020-10-28 $59.85 $50.00 78.6% 24.1% 47.3% 48.8% 83.6% 3.4% -3.0% -3.1M -1.35B -3.4M 1.03 53.16 N/A N/A 37,350 38,530 416,910 393,170 2020-10-29 $62.08 $50.00 73.3% 22.8% 44.1% 42.5% 80.7% 2.7% -2.7% 9.9M -1.61B -3.3M 1.07 56.27 N/A N/A 34,440 36,850 425,060 396,740 2020-10-30 $56.43 $51.00 77.4% 24.7% 56.8% 47.4% 85.0% 2.9% -3.5% -11.2M -997.3M -3.4M 1.33 55.15 N/A N/A 61,980 82,620 431,470 409,430
« Sep 2020 | All History | Nov 2020 » Home TTD History October 2020