TTD Options History — June 2021 In June 2021, TTD traded between $56.74 and $80.42. ATM implied volatility averaged 49.8%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded below realized volatility by 15.3% (HV 20d: 65.1%). Max pain ranged from $51.50 to $580.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.41.
Notable Days 2021-06-24 : Highest Volume — 335,022 contracts2021-06-17 : Largest IV spike — 56.8% change2021-06-17 : Highest IV Rank — 67.2%2021-06-17 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $64.15 $56.74 $80.42 $58.45 $77.81 Max Pain $81.82 $51.50 $580.00 $51.50 $58.00 ATM IV 49.8% 45.2% 73.3% 47.8% 52.2% Expected Move 14.1% 12.8% 22.2% 13.7% 14.4% HV 20d 65.1% 39.0% 122.4% 122.4% 67.8% HV 60d 80.9% 77.3% 83.1% 82.7% 83.1% IV Rank 10.9% 0.0% 67.2% 5.9% 16.7% IV Percentile 12.2% 0.0% 87.7% 2.0% 26.2% Term Structure 3.0% -2.7% 47.9% -2.0% 4.6% VWIV 48.9% 36.0% 54.6% 50.1% 53.6% Skew 25d 0.5% -5.8% 42.5% 2.9% -5.7% Skew 10d -0.4% -14.1% 30.7% -1.2% 17.4% Call IV 25d 50.3% 33.2% 59.3% 50.0% 57.1% Put IV 25d 50.7% 45.8% 75.7% 52.9% 51.4% Bid-Ask Spread % 44.31 22.92 68.39 55.85 22.92 Gamma HHI 0.10 0.04 0.21 0.07 0.16 Net GEX 20.9M -16.4K 45.9M 18.7M 30.2M Net DEX -953.0M -2.13B 262.5M -639.3M -1.89B Net VEX -5.6M -6.4M -25.9K -5.8M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.21 0.67 0.42 0.35 Total Volume 123,262.5 43,077 335,022 120,240 47,411 Total OI 856,238.409 97,895 1,086,822 902,680 786,096
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 2021-06-01 $58.45 $51.50 47.8% 13.7% 122.4% 5.9% 50.1% 2.9% -2.0% 18.7M -639.3M -5.8M 0.42 55.85 N/A N/A 84,970 35,270 515,160 387,520 2021-06-02 $58.30 $51.50 48.8% 13.6% 120.6% 8.3% 48.5% 0.8% -2.7% 17.8M -628.4M -5.8M 0.39 63.20 N/A N/A 57,640 22,500 537,880 402,020 2021-06-03 $56.74 $61.00 49.3% 13.8% 120.6% 9.6% 49.6% -0.9% -1.9% 4.5M -391.7M -5.6M 0.36 27.50 N/A N/A 56,660 20,260 550,500 411,310 2021-06-04 $57.52 $60.00 46.8% 13.2% 119.1% 3.6% 47.7% 0.4% -0.0% 4.0M -491.2M -5.5M 0.46 33.66 N/A N/A 73,860 33,820 561,880 418,700 2021-06-07 $60.00 $60.00 50.1% 14.0% 115.6% 11.3% 50.1% 0.1% -1.4% 23.1M -831.2M -5.8M 0.21 25.48 N/A N/A 139,890 29,030 493,470 371,440 2021-06-08 $60.58 $60.50 50.0% 13.9% 42.7% 11.1% 50.9% -5.8% -0.9% 33.5M -978.4M -5.9M 0.27 31.94 N/A N/A 171,320 46,210 538,580 383,260 2021-06-09 $58.63 $61.00 48.8% 14.0% 44.0% 8.2% 50.8% 0.4% 0.3% 21.6M -680.4M -5.7M 0.62 38.62 N/A N/A 79,360 49,560 574,950 402,160 2021-06-10 $58.86 $60.50 47.5% 13.6% 43.5% 5.2% 46.6% -3.2% -0.8% 23.1M -661.6M -5.8M 0.60 36.09 N/A N/A 141,960 84,680 594,750 432,600 2021-06-11 $59.89 $58.00 45.2% 12.8% 42.5% 0.0% 46.2% -0.6% -0.3% 45.9M -744.4M -6.2M 0.36 42.59 N/A N/A 105,740 38,300 609,710 436,380 2021-06-14 $60.13 $58.00 45.5% 12.9% 40.9% 0.6% 47.0% -0.1% 0.8% 20.9M -670.0M -6.0M 0.56 41.09 N/A N/A 63,520 35,450 521,140 396,370 2021-06-15 $58.30 $58.00 46.0% 13.1% 41.8% 1.7% 47.2% -0.7% 0.2% 7.5M -370.1M -5.8M 0.67 51.05 N/A N/A 55,720 37,070 537,960 407,570 2021-06-16 $58.78 $58.00 46.7% 13.4% 41.8% 3.6% 47.7% -2.5% 1.1% 9.4M -452.1M -5.9M 0.25 60.88 N/A N/A 88,590 21,790 553,780 425,170 2021-06-17 $62.41 $580.00 73.3% 22.2% 44.9% 67.2% 36.0% 42.5% 47.9% -16.4K 262.5M -25.9K 0.24 68.39 N/A N/A 116,709 27,474 55,378 42,517 2021-06-18 $60.85 $58.00 46.6% 13.6% 39.4% 3.4% 48.7% -0.6% 7.7% 30.3M -664.2M -5.4M 0.34 61.54 N/A N/A 59,032 20,068 612,778 474,044 2021-06-21 $61.15 $58.00 46.6% 13.3% 39.0% 3.3% 47.0% 0.5% 1.5% 14.7M -673.2M -5.5M 0.36 62.46 N/A N/A 31,573 11,504 418,671 323,262 2021-06-22 $64.67 $58.00 47.8% 13.3% 41.6% 6.1% 47.8% 0.2% -1.2% 23.4M -1.10B -5.4M 0.37 62.15 N/A N/A 48,626 17,825 430,550 327,928 2021-06-23 $65.39 $58.00 46.6% 12.8% 41.6% 3.3% 45.8% -0.1% 1.9% 26.1M -1.06B -5.8M 0.50 56.16 N/A N/A 38,072 19,084 434,446 329,535 2021-06-24 $76.05 $58.00 54.7% 15.4% 65.2% 22.8% 54.6% -3.5% -1.2% 24.8M -2.01B -6.3M 0.38 41.87 N/A N/A 243,552 91,470 434,408 332,085 2021-06-25 $76.54 $58.00 51.6% 14.5% 65.2% 15.4% 53.0% -4.3% 1.0% 19.4M -2.06B -6.4M 0.42 24.46 N/A N/A 113,245 47,222 477,250 370,138 2021-06-28 $80.42 $58.00 52.3% 15.2% 66.3% 16.9% 54.3% -5.8% 7.4% 28.2M -2.13B -6.2M 0.27 33.85 N/A N/A 97,571 26,218 420,961 328,582 2021-06-29 $79.91 $58.00 51.9% 14.5% 66.4% 15.9% 52.9% -4.0% 2.9% 32.1M -2.09B -6.4M 0.57 33.04 N/A N/A 52,228 29,721 439,321 335,035 2021-06-30 $77.81 $58.00 52.2% 14.4% 67.8% 16.7% 53.6% -5.7% 4.6% 30.2M -1.89B -6.4M 0.35 22.92 N/A N/A 35,100 12,311 448,348 337,748
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