TTD Options History — May 2021 In May 2021, TTD traded between $49.37 and $70.55. ATM implied volatility averaged 55.9%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 44.8% (HV 20d: 100.7%). Max pain ranged from $51.50 to $70.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.56.
Notable Days 2021-05-10 : Highest Volume — 638,550 contracts2021-05-07 : Largest IV drop — 12.9% change2021-05-06 : Highest IV Rank — 48.2%2021-05-04 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $56.45 $49.37 $70.55 $70.55 $58.78 Max Pain $56.85 $51.50 $70.00 $70.00 $51.50 ATM IV 55.9% 45.3% 69.1% 61.4% 46.5% Expected Move 16.3% 12.9% 22.3% 19.8% 12.9% HV 20d 100.7% 35.1% 122.8% 35.1% 122.8% HV 60d 83.5% 64.0% 91.5% 64.0% 82.8% IV Rank 20.0% 0.0% 48.2% 26.6% 2.8% IV Percentile 31.5% 0.0% 74.2% 53.6% 0.8% Term Structure -0.0% -2.8% 2.4% -1.3% 0.5% VWIV 58.5% 46.6% 81.9% 70.1% 46.6% Skew 25d 1.3% -2.5% 6.5% 4.8% 3.0% Skew 10d 1.4% -5.9% 16.5% 4.4% 1.5% Call IV 25d 56.7% 46.6% 66.3% 60.3% 46.6% Put IV 25d 58.0% 48.0% 71.4% 65.1% 49.7% Bid-Ask Spread % 54.11 43.56 61.81 51.31 57.60 Gamma HHI 0.08 0.03 0.30 0.07 0.20 Net GEX 10.5M -7.3M 37.1M 9.9M 37.1M Net DEX -97.7M -825.8M 569.5M -512.1M -825.8M Net VEX -5.3M -6.0M -3.6M -5.6M -6.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.30 1.38 0.50 0.44 Total Volume 184,176.5 50,400 638,550 50,400 159,790 Total OI 927,302.5 670,600 1,179,930 670,600 1,029,510
Daily Data (20 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 2021-05-03 $70.55 $70.00 61.4% 19.8% 35.1% 26.6% 70.1% 4.8% -1.3% 9.9M -512.1M -5.6M 0.50 51.31 N/A N/A 33,690 16,710 341,290 329,310 2021-05-04 $66.07 $70.00 69.1% 22.3% 41.2% 41.8% 81.9% 3.9% -2.5% 550.6K -167.5M -5.3M 0.89 49.89 N/A N/A 54,310 48,560 351,740 337,210 2021-05-05 $64.31 $70.00 65.1% 21.5% 42.1% 35.5% 77.3% 4.5% -2.6% -992.3K -24.4M -5.2M 0.90 55.71 N/A N/A 38,790 34,950 369,790 352,820 2021-05-06 $60.63 $69.50 68.5% 18.6% 45.8% 48.2% 63.6% 6.5% -2.8% -6.6M 239.1M -4.9M 1.38 46.52 N/A N/A 42,880 59,120 385,800 367,560 2021-05-07 $66.15 $65.00 59.7% 16.1% 56.6% 30.1% 57.0% 2.0% -1.2% 2.0M -168.4M -5.3M 0.58 56.95 N/A N/A 80,770 46,970 402,000 370,740 2021-05-10 $49.37 $65.00 62.2% 17.6% 116.9% 36.4% 63.8% -0.3% -0.2% -7.3M 569.5M -3.6M 0.72 53.86 N/A N/A 371,760 266,790 361,100 336,210 2021-05-11 $51.28 $55.00 59.0% 16.8% 117.5% 28.2% 61.1% -0.4% -0.8% -2.0M 418.3M -4.9M 0.45 43.56 N/A N/A 272,120 122,890 559,800 433,850 2021-05-12 $50.63 $53.00 63.2% 17.3% 117.5% 39.0% 62.5% 3.6% -1.7% 455.1K 390.0M -5.1M 0.32 45.12 N/A N/A 175,550 56,810 650,880 465,800 2021-05-13 $49.73 $52.00 58.6% 16.8% 116.4% 27.2% 59.9% -0.3% 0.5% -6.1M 495.4M -4.9M 0.37 60.91 N/A N/A 119,910 44,600 671,890 478,630 2021-05-14 $51.79 $52.00 52.6% 15.3% 118.3% 12.1% 54.2% 3.3% 1.5% 23.1M 280.1M -4.9M 0.46 55.32 N/A N/A 169,620 78,090 697,100 482,830 2021-05-17 $50.68 $52.00 54.7% 15.6% 118.1% 17.3% 54.7% -0.7% 0.5% 4.7M 305.4M -4.8M 0.83 53.70 N/A N/A 129,580 107,670 559,790 387,300 2021-05-18 $51.30 $51.50 52.9% 15.2% 118.5% 12.9% 54.8% -2.5% 1.0% 7.6M 79.7M -5.4M 0.41 54.96 N/A N/A 60,570 24,640 574,780 407,820 2021-05-19 $50.48 $51.50 54.3% 15.6% 117.5% 16.4% 56.5% -2.2% 1.3% 5.4M 135.3M -5.4M 0.41 56.17 N/A N/A 60,690 24,930 589,870 417,470 2021-05-20 $54.46 $51.50 53.2% 15.2% 122.0% 13.4% 54.2% -1.1% 2.0% 22.4M -350.0M -5.7M 0.31 55.45 N/A N/A 177,030 54,380 603,910 420,880 2021-05-21 $53.92 $51.50 51.6% 14.8% 121.0% 9.4% 53.1% -0.0% -2.0% 17.7M -283.5M -5.7M 0.47 59.13 N/A N/A 113,680 53,030 633,680 435,160 2021-05-24 $55.88 $51.50 47.5% 14.1% 121.3% 0.0% 50.8% 0.0% 1.5% 18.2M -477.7M -5.8M 0.53 52.45 N/A N/A 67,160 35,380 515,820 365,120 2021-05-25 $56.18 $51.50 46.1% 13.6% 121.2% 0.0% 48.8% -0.3% 2.4% 20.9M -494.5M -5.7M 0.56 61.81 N/A N/A 62,260 35,100 536,210 378,740 2021-05-26 $58.30 $51.50 47.0% 13.6% 122.6% 2.2% 49.8% 0.6% 2.2% 27.3M -761.4M -5.9M 0.30 59.18 N/A N/A 174,480 51,900 547,200 394,140 2021-05-27 $58.48 $51.50 45.3% 13.4% 122.6% 0.0% 48.3% 1.4% 1.1% 35.7M -801.8M -6.0M 0.45 52.54 N/A N/A 107,710 48,660 584,780 417,520 2021-05-28 $58.78 $51.50 46.5% 12.9% 122.8% 2.8% 46.6% 3.0% 0.5% 37.1M -825.8M -6.0M 0.44 57.60 N/A N/A 111,030 48,760 596,280 433,230
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