TTD Options History — August 2021 In August 2021, TTD traded between $75.73 and $87.47. ATM implied volatility averaged 51.6%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 3.2% (HV 20d: 54.8%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2021-08-12 : Highest Volume — 161,130 contracts2021-08-09 : Largest IV drop — 21.7% change2021-08-04 : Highest IV Rank — 62.2%2021-08-04 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $81.20 $75.73 $87.47 $83.12 $80.28 Max Pain $82.05 $75.00 $85.00 $75.00 $85.00 ATM IV 51.6% 44.4% 66.0% 65.2% 45.2% Expected Move 15.0% 12.2% 21.7% 21.2% 12.3% HV 20d 54.8% 46.5% 63.0% 46.5% 53.5% HV 60d 57.9% 52.7% 82.7% 82.7% 55.8% IV Rank 19.4% 0.0% 62.2% 59.9% 2.5% IV Percentile 22.0% 0.0% 78.6% 75.0% 0.8% Term Structure -0.3% -3.5% 2.4% -2.9% 2.4% VWIV 52.7% 42.9% 77.8% 75.3% 43.1% Skew 25d 3.3% 1.1% 4.4% 3.5% 3.9% Skew 10d 8.0% 2.9% 11.1% 8.2% 9.1% Call IV 25d 51.0% 42.6% 65.4% 63.7% 44.0% Put IV 25d 54.3% 46.7% 68.7% 67.2% 47.9% Bid-Ask Spread % 11.83 6.97 18.52 9.32 9.25 Gamma HHI 0.09 0.08 0.12 0.08 0.09 Net GEX 18.0M 10.3M 23.8M 19.8M 18.9M Net DEX -1.26B -1.91B -696.6M -1.56B -1.05B Net VEX -6.5M -6.8M -6.1M -6.8M -6.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.11 0.78 0.46 0.27 Total Volume 48,767.273 16,946 161,130 28,538 21,208 Total OI 605,623.591 562,838 651,956 585,590 593,076
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 2021-08-02 $83.12 $75.00 65.2% 21.2% 46.5% 59.9% 75.3% 3.5% -2.9% 19.8M -1.56B -6.8M 0.46 9.32 N/A N/A 19,610 8,928 346,555 239,035 2021-08-03 $82.97 $75.00 64.1% 21.3% 46.5% 56.6% 74.7% 3.5% -2.8% 19.8M -1.54B -6.8M 0.33 10.91 N/A N/A 13,658 4,459 349,044 242,103 2021-08-04 $86.39 $75.00 66.0% 21.7% 48.1% 62.2% 77.8% 3.4% -3.5% 23.2M -1.84B -6.6M 0.25 9.69 N/A N/A 38,357 9,587 354,178 245,985 2021-08-05 $83.30 $80.00 63.9% 17.0% 49.6% 56.1% 60.3% 2.2% -3.5% 21.7M -1.58B -6.6M 0.78 13.15 N/A N/A 28,568 22,357 356,070 247,725 2021-08-06 $83.97 $80.00 62.8% 17.0% 49.3% 52.8% 60.9% 2.5% -3.1% 16.7M -1.64B -6.6M 0.49 11.19 N/A N/A 40,782 20,112 363,683 250,508 2021-08-09 $81.42 $80.00 49.2% 14.3% 50.8% 12.0% 50.7% 1.7% 1.1% 17.1M -1.41B -6.4M 0.55 18.38 N/A N/A 65,326 35,799 339,153 247,071 2021-08-10 $87.47 $80.00 49.4% 14.4% 56.0% 12.4% 50.7% 1.1% 0.7% 22.9M -1.91B -6.1M 0.27 13.26 N/A N/A 109,199 29,774 352,570 256,614 2021-08-11 $82.67 $80.00 49.3% 14.1% 58.1% 12.3% 51.2% 1.8% -0.1% 21.2M -1.55B -6.4M 0.40 14.06 N/A N/A 43,978 17,398 363,669 264,107 2021-08-12 $85.64 $80.00 47.5% 13.9% 57.8% 6.9% 48.4% 2.4% 0.7% 23.8M -1.78B -6.2M 0.74 18.52 N/A N/A 92,727 68,403 369,816 269,743 2021-08-13 $81.04 $80.00 48.3% 14.0% 61.4% 9.3% 49.4% 3.0% 0.5% 14.6M -1.38B -6.3M 0.41 12.65 N/A N/A 34,362 14,127 377,164 274,792 2021-08-16 $78.38 $85.00 49.2% 14.1% 63.0% 12.1% 49.9% 4.1% -0.1% 13.8M -920.4M -6.7M 0.33 15.44 N/A N/A 25,713 8,591 346,987 259,588 2021-08-17 $79.12 $85.00 49.5% 14.2% 61.8% 13.0% 50.0% 4.4% 0.1% 15.4M -985.7M -6.6M 0.44 14.39 N/A N/A 18,970 8,305 354,578 263,125 2021-08-18 $77.53 $85.00 48.8% 14.0% 62.3% 10.8% 50.0% 3.6% 0.2% 13.7M -858.0M -6.5M 0.33 17.71 N/A N/A 15,507 5,086 361,510 264,878 2021-08-19 $75.73 $85.00 50.5% 14.5% 63.0% 15.9% 50.4% 4.3% -0.2% 10.3M -696.6M -6.3M 0.49 11.65 N/A N/A 17,392 8,437 365,686 266,335 2021-08-20 $77.09 $85.00 48.4% 13.9% 53.7% 9.7% 48.1% 4.1% 0.5% 13.0M -800.4M -6.5M 0.58 15.02 N/A N/A 17,647 10,299 369,143 266,641 2021-08-23 $79.60 $85.00 47.3% 13.5% 55.1% 6.3% 46.3% 3.9% 1.1% 14.8M -985.0M -6.4M 0.20 7.02 N/A N/A 28,973 5,760 319,954 242,884 2021-08-24 $80.63 $85.00 47.2% 13.2% 55.2% 5.9% 45.8% 4.2% -0.6% 16.9M -1.09B -6.4M 0.31 6.97 N/A N/A 21,999 6,795 324,575 246,636 2021-08-25 $80.09 $85.00 46.4% 13.1% 52.9% 3.6% 45.0% 4.4% -0.2% 20.9M -1.06B -6.5M 0.37 7.93 N/A N/A 12,372 4,574 339,504 250,678 2021-08-26 $78.44 $85.00 46.6% 13.0% 53.0% 4.1% 45.4% 4.0% 1.0% 16.4M -902.3M -6.4M 0.49 7.87 N/A N/A 13,294 6,513 343,936 252,781 2021-08-27 $80.72 $85.00 44.4% 12.3% 53.6% 0.0% 43.0% 4.1% 0.8% 22.8M -1.11B -6.4M 0.69 7.51 N/A N/A 18,550 12,738 346,375 254,347 2021-08-30 $80.91 $85.00 44.9% 12.2% 53.4% 1.6% 42.9% 3.5% 0.6% 18.9M -1.10B -6.4M 0.11 8.36 N/A N/A 60,221 6,425 333,300 247,617 2021-08-31 $80.28 $85.00 45.2% 12.3% 53.5% 2.5% 43.1% 3.9% 2.4% 18.9M -1.05B -6.3M 0.27 9.25 N/A N/A 16,648 4,560 340,460 252,616
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