TTD Options History — April 2021 In April 2021, TTD traded between $65.17 and $75.13. ATM implied volatility averaged 61.5%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 7.1% (HV 20d: 54.3%). Max pain ranged from $67.00 to $71.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2021-04-13 : Highest Volume — 272,930 contracts2021-04-05 : Largest IV spike — 12.2% change2021-04-28 : Highest IV Rank — 32.7%2021-04-29 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $70.84 $65.17 $75.13 $65.91 $73.31 Max Pain $69.40 $67.00 $71.00 $71.00 $70.00 ATM IV 61.5% 57.0% 64.7% 57.0% 62.3% Expected Move 17.5% 14.7% 19.3% 14.7% 19.2% HV 20d 54.3% 30.7% 69.3% 69.3% 31.9% HV 60d 65.8% 63.6% 67.8% 67.8% 63.6% IV Rank 24.9% 16.0% 32.7% 16.0% 28.4% IV Percentile 51.2% 31.7% 63.5% 31.7% 57.9% Term Structure -1.2% -3.7% 7.9% 7.9% -3.5% VWIV 62.1% 52.6% 71.5% 52.6% 71.5% Skew 25d 2.5% -1.4% 7.0% 7.0% 2.9% Skew 10d 4.5% 0.0% 10.5% 5.1% 2.4% Call IV 25d 60.3% 51.4% 66.0% 51.4% 63.5% Put IV 25d 62.7% 57.7% 67.4% 58.4% 66.4% Bid-Ask Spread % 46.42 28.94 71.35 71.35 44.23 Gamma HHI 0.09 0.06 0.27 0.27 0.06 Net GEX 20.4M 4.9M 41.9M 22.9M 8.9M Net DEX -747.0M -1.15B -249.1M -259.7M -873.4M Net VEX -5.6M -6.0M -5.1M -5.1M -5.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.26 2.11 0.78 0.42 Total Volume 97,180.952 45,690 272,930 92,700 58,010 Total OI 754,465.238 655,400 904,650 746,900 741,900
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 2021-04-01 $65.91 $71.00 57.0% 14.7% 69.3% 16.0% 52.6% 7.0% 7.9% 22.9M -259.7M -5.1M 0.78 71.35 N/A N/A 52,040 40,660 407,320 339,580 2021-04-05 $65.17 $67.00 63.9% 19.0% 69.0% 28.3% 68.5% 5.9% 2.3% 4.9M -249.1M -5.1M 0.43 33.57 N/A N/A 42,770 18,360 361,670 319,560 2021-04-06 $67.34 $67.00 62.8% 17.9% 68.8% 26.3% 63.2% 3.2% -0.1% 16.0M -502.7M -5.3M 0.26 28.94 N/A N/A 118,410 31,190 416,630 333,020 2021-04-07 $67.83 $67.50 64.7% 17.9% 64.6% 29.5% 62.7% 3.0% -0.7% 20.0M -543.4M -5.4M 0.60 36.32 N/A N/A 51,910 31,190 445,490 345,200 2021-04-08 $69.01 $67.50 61.2% 17.0% 64.9% 23.5% 59.5% 4.5% 0.3% 29.4M -682.9M -5.4M 0.43 34.47 N/A N/A 85,740 36,480 453,280 359,770 2021-04-09 $69.08 $69.50 60.5% 17.0% 62.6% 22.2% 59.0% 3.4% -0.8% 27.4M -658.5M -5.6M 0.82 43.44 N/A N/A 66,230 54,570 479,460 378,150 2021-04-12 $70.52 $69.50 63.3% 17.5% 63.2% 27.2% 60.7% 1.6% -2.0% 16.0M -729.9M -5.6M 0.45 56.06 N/A N/A 119,950 53,690 411,660 350,590 2021-04-13 $72.46 $69.50 60.2% 16.6% 64.0% 21.6% 60.1% -0.1% -2.8% 25.2M -994.3M -5.8M 0.63 34.88 N/A N/A 167,520 105,410 440,540 371,890 2021-04-14 $71.49 $69.50 60.5% 16.8% 63.6% 22.2% 58.5% 0.1% -1.3% 27.1M -869.3M -5.7M 0.75 45.01 N/A N/A 61,730 46,550 469,440 377,380 2021-04-15 $73.36 $70.00 60.4% 16.7% 64.4% 22.0% 58.9% -1.4% -2.2% 41.9M -1.15B -6.0M 0.47 43.14 N/A N/A 64,110 30,270 491,210 396,140 2021-04-16 $71.62 $70.00 57.6% 16.3% 55.2% 17.0% 56.9% 1.0% -0.8% 29.5M -884.9M -5.8M 0.58 49.82 N/A N/A 75,920 43,900 506,530 398,120 2021-04-19 $69.22 $70.00 61.4% 17.4% 54.6% 23.9% 60.3% 2.3% -2.4% 11.9M -576.6M -5.6M 0.83 61.32 N/A N/A 32,650 27,170 347,630 311,800 2021-04-20 $68.68 $70.00 62.5% 17.8% 53.8% 25.8% 62.7% 2.8% -1.5% 9.7M -507.9M -5.6M 2.11 48.71 N/A N/A 19,240 40,620 355,950 322,360 2021-04-21 $70.52 $70.00 57.6% 16.5% 53.7% 17.2% 58.5% 1.7% -1.0% 12.5M -658.0M -5.6M 1.44 54.51 N/A N/A 22,300 32,140 360,210 340,920 2021-04-22 $70.31 $69.50 61.5% 17.7% 46.3% 26.3% 62.4% 1.2% -1.5% 14.1M -666.4M -5.7M 0.58 48.54 N/A N/A 47,170 27,140 367,660 350,720 2021-04-23 $72.42 $70.00 60.1% 17.4% 46.1% 23.9% 61.1% 5.1% -2.0% 32.2M -875.4M -5.7M 0.60 50.93 N/A N/A 52,500 31,670 370,900 358,820 2021-04-26 $74.61 $70.00 62.7% 18.2% 46.4% 29.0% 64.1% 0.8% -2.7% 16.6M -949.2M -5.6M 0.66 50.53 N/A N/A 48,090 31,660 326,850 328,550 2021-04-27 $75.13 $70.00 62.6% 18.2% 33.8% 28.9% 64.8% 2.9% -2.6% 21.2M -1.04B -5.7M 0.67 50.40 N/A N/A 28,250 18,990 347,860 340,370 2021-04-28 $74.97 $70.00 64.5% 19.2% 33.8% 32.7% 67.3% 0.2% -3.7% 21.4M -1.03B -5.8M 0.54 44.87 N/A N/A 29,730 15,960 352,410 350,700 2021-04-29 $74.69 $70.00 63.6% 19.3% 30.7% 30.8% 69.9% 3.7% -3.1% 20.0M -988.1M -5.8M 0.44 43.67 N/A N/A 54,770 24,140 363,160 352,370 2021-04-30 $73.31 $70.00 62.3% 19.2% 31.9% 28.4% 71.5% 2.9% -3.5% 8.9M -873.4M -5.8M 0.42 44.23 N/A N/A 40,830 17,180 383,820 358,080
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