TTD Options History — July 2021 In July 2021, TTD traded between $70.49 and $85.60. ATM implied volatility averaged 61.1%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 0.8% (HV 20d: 60.3%). Max pain ranged from $58.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2021-07-07 : Highest Volume — 214,572 contracts2021-07-06 : Largest IV spike — 23.4% change2021-07-27 : Highest IV Rank — 71.7%2021-07-27 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $77.28 $70.49 $85.60 $77.12 $82.14 Max Pain $71.71 $58.00 $75.00 $58.00 $75.00 ATM IV 61.1% 47.5% 70.1% 51.4% 65.0% Expected Move 17.6% 12.7% 20.7% 13.7% 20.5% HV 20d 60.3% 44.2% 68.2% 66.6% 46.5% HV 60d 83.4% 82.7% 85.0% 83.1% 83.7% IV Rank 42.2% 5.5% 71.7% 14.9% 59.3% IV Percentile 58.4% 5.2% 82.1% 20.6% 74.2% Term Structure -1.3% -7.2% 6.3% 6.2% -4.3% VWIV 62.4% 46.3% 72.6% 51.3% 72.3% Skew 25d 1.6% -7.9% 5.4% -2.9% 3.0% Skew 10d 7.1% -3.9% 27.0% -2.4% 7.5% Call IV 25d 61.1% 50.5% 68.8% 55.6% 65.9% Put IV 25d 62.6% 50.5% 70.9% 52.8% 69.0% Bid-Ask Spread % 14.73 9.04 22.07 20.17 10.87 Gamma HHI 0.12 0.07 0.22 0.16 0.17 Net GEX 20.9M 6.4M 42.8M 28.3M 33.4M Net DEX -1.42B -1.90B -737.3M -1.80B -1.60B Net VEX -6.7M -7.0M -6.2M -6.4M -6.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.12 0.94 0.33 0.45 Total Volume 68,324 21,323 214,572 37,712 35,194 Total OI 676,037.905 561,830 797,523 794,812 630,793
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 2021-07-01 $77.12 $58.00 51.4% 13.7% 66.6% 14.9% 51.3% -2.9% 6.2% 28.3M -1.80B -6.4M 0.33 20.17 N/A N/A 28,405 9,307 452,461 342,351 2021-07-02 $76.72 $58.00 47.5% 12.7% 67.0% 5.5% 46.3% 0.0% 1.6% 27.6M -1.75B -6.3M 0.34 14.32 N/A N/A 33,946 11,546 453,453 344,070 2021-07-06 $76.70 $65.00 58.6% 16.9% 66.3% 32.1% 60.6% -1.8% 0.4% 28.1M -1.63B -6.2M 0.50 22.07 N/A N/A 21,742 10,960 409,558 315,561 2021-07-07 $77.96 $65.00 59.8% 17.3% 66.3% 34.8% 62.4% -2.6% 2.7% 29.3M -1.77B -6.2M 0.13 20.18 N/A N/A 190,291 24,281 414,415 317,830 2021-07-08 $76.37 $70.00 57.8% 17.7% 65.4% 30.2% 63.2% -7.9% 6.3% 16.5M -1.58B -6.7M 0.40 21.62 N/A N/A 44,616 17,643 432,815 324,053 2021-07-09 $77.76 $70.00 59.7% 17.2% 65.3% 34.7% 61.9% 2.6% -4.6% 24.2M -1.73B -6.7M 0.29 17.15 N/A N/A 31,898 9,347 437,537 327,200 2021-07-12 $77.95 $70.00 62.4% 16.9% 65.4% 41.0% 60.1% 1.9% -5.3% 19.2M -1.69B -6.5M 0.81 16.43 N/A N/A 86,061 69,420 407,232 312,655 2021-07-13 $76.73 $75.00 70.1% 17.2% 66.1% 59.6% 60.5% 2.9% -7.2% 18.0M -1.41B -7.0M 0.23 15.16 N/A N/A 52,182 11,799 412,765 317,261 2021-07-14 $73.80 $75.00 59.8% 16.9% 66.9% 34.8% 60.2% 0.6% -1.3% 10.6M -1.11B -6.9M 0.25 16.29 N/A N/A 42,636 10,822 419,907 319,875 2021-07-15 $71.93 $75.00 60.6% 17.0% 68.2% 36.9% 60.4% 2.2% -0.5% 6.4M -920.9M -6.8M 0.64 16.57 N/A N/A 24,882 16,026 425,324 324,259 2021-07-16 $70.49 $75.00 59.5% 16.8% 66.3% 35.5% 59.7% 3.8% -1.2% 12.7M -797.2M -6.6M 0.94 18.07 N/A N/A 22,685 21,249 426,077 325,614 2021-07-19 $70.91 $75.00 62.5% 17.8% 65.3% 46.8% 62.6% 4.9% -1.2% 8.5M -737.3M -6.6M 0.50 11.41 N/A N/A 20,179 10,143 324,874 236,956 2021-07-20 $73.72 $75.00 61.5% 17.5% 66.2% 43.9% 60.9% 5.4% -1.3% 11.8M -927.3M -6.8M 0.27 11.70 N/A N/A 24,075 6,585 332,215 241,228 2021-07-21 $74.27 $75.00 59.9% 17.2% 63.9% 39.6% 60.5% 4.7% -1.7% 15.2M -991.4M -6.8M 0.37 10.80 N/A N/A 15,586 5,737 340,832 243,065 2021-07-22 $74.00 $75.00 60.1% 17.3% 64.0% 40.1% 60.7% 3.9% -2.3% 16.4M -970.6M -6.8M 0.41 13.36 N/A N/A 17,988 7,415 345,784 244,401 2021-07-23 $81.08 $75.00 62.4% 18.1% 47.4% 46.4% 63.8% 2.0% -2.7% 23.2M -1.60B -6.9M 0.17 9.04 N/A N/A 131,716 22,373 352,598 246,464 2021-07-26 $81.39 $75.00 64.2% 19.2% 47.4% 53.5% 67.5% 2.8% -1.5% 17.6M -1.49B -6.7M 0.26 12.07 N/A N/A 40,152 10,347 330,718 234,518 2021-07-27 $82.15 $75.00 69.1% 20.7% 44.2% 71.7% 72.6% 2.1% -4.3% 22.1M -1.59B -6.8M 0.12 10.50 N/A N/A 130,703 15,703 352,274 239,641 2021-07-28 $85.60 $75.00 66.8% 20.4% 46.3% 64.6% 72.0% 2.6% -3.0% 27.2M -1.90B -6.8M 0.16 10.31 N/A N/A 88,523 13,842 362,720 244,329 2021-07-29 $84.11 $75.00 65.5% 20.1% 45.7% 60.8% 71.1% 2.4% -2.4% 42.8M -1.81B -6.8M 0.38 11.24 N/A N/A 33,811 12,988 381,046 250,067 2021-07-30 $82.14 $75.00 65.0% 20.5% 46.5% 59.3% 72.3% 3.0% -4.3% 33.4M -1.60B -6.8M 0.45 10.87 N/A N/A 24,196 10,998 379,927 250,866
« Jun 2021 | All History | Aug 2021 » Home TTD History July 2021