TTD Options History — October 2021 In October 2021, TTD traded between $66.40 and $81.42. ATM implied volatility averaged 56.7%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 3.4% (HV 20d: 53.3%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2021-10-11 : Highest Volume — 81,205 contracts2021-10-11 : Largest IV spike — 12.3% change2021-10-22 : Highest IV Rank — 48.1%2021-10-29 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $74.38 $66.40 $81.42 $70.42 $74.62 Max Pain $81.19 $75.00 $85.00 $75.00 $85.00 ATM IV 56.7% 50.6% 60.1% 50.6% 58.4% Expected Move 16.8% 13.7% 18.8% 13.7% 18.8% HV 20d 53.3% 49.0% 59.9% 51.5% 53.5% HV 60d 50.6% 47.6% 52.1% 50.0% 51.2% IV Rank 38.6% 21.3% 48.1% 21.3% 44.7% IV Percentile 52.0% 30.6% 65.9% 30.6% 59.5% Term Structure 0.3% -4.9% 11.5% 4.7% -2.5% VWIV 59.1% 48.5% 66.8% 48.5% 66.8% Skew 25d 4.6% 1.5% 10.7% 8.8% 1.7% Skew 10d 10.7% 4.0% 19.5% 16.8% 4.0% Call IV 25d 55.5% 43.7% 61.8% 43.7% 59.5% Put IV 25d 60.2% 52.2% 65.4% 52.5% 61.2% Bid-Ask Spread % 14.02 7.67 27.00 12.29 11.29 Gamma HHI 0.06 0.04 0.10 0.04 0.05 Net GEX 9.7M 2.5M 16.7M 6.9M 5.9M Net DEX -590.1M -1.03B -153.9M -340.4M -541.8M Net VEX -4.9M -5.2M -4.5M -4.9M -5.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.29 1.15 0.80 1.10 Total Volume 32,989.571 13,650 81,205 13,650 29,209 Total OI 525,716.667 455,908 567,762 563,478 517,484
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 2021-10-01 $70.42 $75.00 50.6% 13.7% 51.5% 21.3% 48.5% 8.8% 4.7% 6.9M -340.4M -4.9M 0.80 12.29 N/A N/A 7,592 6,058 310,228 253,250 2021-10-04 $66.40 $75.00 55.3% 17.3% 54.7% 34.4% 58.9% 10.7% 5.8% 2.5M -153.9M -4.5M 0.78 11.92 N/A N/A 17,828 13,844 297,647 246,594 2021-10-05 $67.61 $75.00 51.7% 16.1% 54.1% 24.4% 56.9% 6.7% 8.1% 3.2M -193.5M -4.5M 0.38 10.87 N/A N/A 10,598 4,059 299,426 248,274 2021-10-06 $68.29 $75.00 55.1% 16.6% 52.3% 34.1% 58.3% 4.5% 6.1% 5.1M -242.8M -4.7M 0.47 11.80 N/A N/A 11,599 5,431 305,045 251,678 2021-10-07 $70.38 $75.00 50.7% 16.3% 53.3% 21.6% 58.3% 3.0% 11.5% 9.1M -362.5M -4.7M 0.73 17.12 N/A N/A 10,757 7,873 307,803 253,184 2021-10-08 $70.91 $75.00 52.1% 16.4% 53.4% 25.6% 57.0% 4.7% 10.7% 12.1M -393.8M -4.8M 0.53 17.04 N/A N/A 12,694 6,775 310,022 254,417 2021-10-11 $70.75 $75.00 58.6% 16.6% 52.6% 43.7% 56.1% 5.3% -3.7% 7.9M -380.9M -4.6M 0.91 23.12 N/A N/A 42,492 38,713 299,944 249,440 2021-10-12 $72.33 $75.00 59.3% 16.6% 53.1% 45.9% 57.0% 4.6% -2.8% 10.3M -463.1M -4.7M 0.29 20.14 N/A N/A 19,949 5,854 302,127 251,645 2021-10-13 $75.78 $85.00 59.6% 16.4% 55.5% 46.6% 57.1% 6.0% -2.6% 13.6M -766.5M -5.0M 0.35 27.00 N/A N/A 25,422 8,956 304,146 252,796 2021-10-14 $77.17 $85.00 58.4% 16.1% 54.7% 43.1% 56.2% 4.1% -2.7% 16.7M -904.7M -5.1M 0.39 21.96 N/A N/A 32,459 12,702 310,610 253,599 2021-10-15 $78.55 $85.00 58.0% 15.8% 54.7% 42.1% 56.9% 5.1% -4.9% 13.9M -1.03B -5.1M 0.34 15.46 N/A N/A 17,713 5,996 313,681 254,081 2021-10-18 $80.72 $85.00 58.1% 16.4% 52.0% 42.5% 58.9% 5.3% -3.6% 12.6M -902.5M -5.1M 0.37 10.31 N/A N/A 26,072 9,569 250,220 205,688 2021-10-19 $81.42 $85.00 57.1% 16.2% 50.3% 39.5% 58.3% 4.2% -3.1% 13.9M -972.7M -5.1M 0.30 12.48 N/A N/A 29,930 8,941 255,189 207,674 2021-10-20 $79.92 $85.00 57.4% 16.5% 49.0% 40.5% 58.6% 4.1% -3.4% 14.3M -872.8M -5.2M 0.62 10.08 N/A N/A 18,603 11,495 268,462 216,352 2021-10-21 $80.75 $85.00 56.7% 16.4% 49.0% 38.5% 58.5% 4.0% -3.0% 16.4M -939.3M -5.2M 0.79 9.88 N/A N/A 13,840 10,977 271,233 217,500 2021-10-22 $73.92 $85.00 60.1% 17.6% 58.7% 48.1% 63.2% 3.5% -4.1% 8.5M -505.2M -5.0M 0.75 13.64 N/A N/A 42,873 32,198 273,612 218,680 2021-10-25 $76.37 $85.00 59.5% 18.1% 59.9% 46.4% 64.0% 2.9% -0.9% 8.0M -659.3M -5.2M 0.59 11.11 N/A N/A 22,040 13,055 268,024 221,950 2021-10-26 $77.16 $85.00 58.6% 18.1% 50.8% 43.9% 64.2% 4.6% 0.7% 11.1M -710.1M -5.2M 0.69 11.05 N/A N/A 19,866 13,686 274,734 225,446 2021-10-27 $73.31 $85.00 57.9% 18.2% 53.8% 41.9% 63.9% 2.1% -2.6% 3.9M -468.8M -5.0M 0.69 8.12 N/A N/A 21,152 14,651 277,463 228,257 2021-10-28 $75.22 $85.00 57.7% 18.2% 53.4% 41.3% 64.6% 1.5% -1.8% 7.6M -587.1M -5.1M 1.15 7.67 N/A N/A 13,588 15,672 280,592 231,853 2021-10-29 $74.62 $85.00 58.4% 18.8% 53.5% 44.7% 66.8% 1.7% -2.5% 5.9M -541.8M -5.1M 1.10 11.29 N/A N/A 13,892 15,317 283,175 234,309
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