TTD Options History — December 2021 In December 2021, TTD traded between $87.12 and $97.65. ATM implied volatility averaged 58.0%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded below realized volatility by 17.5% (HV 20d: 75.5%). Max pain ranged from $65.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.93.
Notable Days 2021-12-01 : Highest Volume — 49,834 contracts2021-12-03 : Largest IV spike — 14.4% change2021-12-03 : Highest IV Rank — 80.2%2021-12-03 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $92.96 $87.12 $97.65 $96.63 $92.27 Max Pain $71.05 $65.00 $100.00 $100.00 $68.00 ATM IV 58.0% 51.8% 70.7% 63.5% 51.9% Expected Move 16.7% 14.1% 22.5% 19.8% 14.1% HV 20d 75.5% 55.8% 126.2% 124.3% 56.3% HV 60d 84.0% 82.2% 85.5% 82.8% 83.0% IV Rank 43.2% 25.4% 80.2% 59.2% 25.6% IV Percentile 54.4% 27.4% 96.4% 81.3% 28.2% Term Structure -0.2% -3.1% 2.6% -1.7% 1.8% VWIV 60.6% 50.7% 80.1% 69.7% 50.7% Skew 25d 4.9% 2.6% 7.1% 2.9% 4.1% Skew 10d 11.5% 6.6% 15.0% 6.7% 6.6% Call IV 25d 57.5% 50.4% 68.9% 64.0% 51.5% Put IV 25d 62.4% 55.6% 75.3% 66.9% 55.6% Bid-Ask Spread % 20.76 12.82 28.90 12.82 20.50 Gamma HHI 0.05 0.03 0.08 0.04 0.04 Net GEX 7.4M 2.2M 12.2M 5.3M 6.6M Net DEX -1.04B -1.29B -712.2M -1.19B -1.03B Net VEX -4.9M -5.5M -4.4M -5.5M -4.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.57 1.28 0.80 1.26 Total Volume 37,033.909 26,298 49,834 49,834 26,516 Total OI 484,238.955 436,698 524,037 515,931 460,517
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 2021-12-01 $96.63 $100.00 63.5% 19.8% 124.3% 59.2% 69.7% 2.9% -1.7% 5.3M -1.19B -5.5M 0.80 12.82 N/A N/A 27,697 22,137 270,938 244,993 2021-12-02 $96.51 $100.00 61.8% 19.3% 124.2% 54.4% 68.3% 4.4% 0.2% 3.8M -1.16B -5.5M 1.04 13.52 N/A N/A 16,487 17,132 272,357 248,072 2021-12-03 $89.15 $100.00 70.7% 22.5% 126.2% 80.2% 80.1% 6.4% -0.2% 2.2M -766.3M -5.5M 1.26 14.31 N/A N/A 20,052 25,173 274,701 249,336 2021-12-06 $89.94 $65.00 61.6% 17.9% 123.9% 53.6% 64.8% 7.1% -1.0% 4.9M -877.2M -5.2M 0.80 18.42 N/A N/A 21,601 17,217 258,074 233,109 2021-12-07 $95.79 $65.00 58.1% 16.7% 87.1% 43.5% 60.5% 6.2% 0.6% 8.6M -1.19B -5.2M 0.65 22.16 N/A N/A 26,842 17,431 263,038 234,712 2021-12-08 $97.65 $65.00 57.0% 16.1% 80.8% 40.4% 59.3% 4.4% 0.6% 12.2M -1.29B -5.3M 0.57 22.63 N/A N/A 27,555 15,598 270,091 236,974 2021-12-09 $94.90 $65.00 57.0% 16.6% 73.7% 40.4% 62.4% 6.3% 2.6% 10.3M -1.12B -5.2M 0.76 22.62 N/A N/A 19,001 14,364 274,609 238,254 2021-12-10 $94.18 $65.00 55.9% 16.1% 73.3% 37.3% 59.2% 5.4% 0.5% 8.2M -1.07B -5.1M 1.27 21.35 N/A N/A 18,749 23,817 276,102 238,422 2021-12-13 $92.39 $66.00 57.9% 16.4% 64.4% 43.1% 59.2% 4.9% 0.6% 6.7M -983.0M -4.8M 1.04 23.56 N/A N/A 21,359 22,167 259,629 231,723 2021-12-14 $88.55 $66.00 59.2% 17.0% 62.2% 46.9% 60.8% 4.8% 0.0% 4.6M -772.7M -4.8M 0.99 26.04 N/A N/A 18,838 18,693 262,805 234,380 2021-12-15 $91.25 $66.00 60.2% 16.8% 59.0% 49.8% 60.6% 5.3% -2.1% 6.3M -898.4M -4.9M 0.92 28.90 N/A N/A 19,046 17,437 265,468 238,104 2021-12-16 $87.12 $66.00 61.7% 17.1% 59.6% 54.0% 62.1% 2.6% -2.7% 4.6M -712.2M -4.8M 0.79 28.15 N/A N/A 19,653 15,512 270,391 239,985 2021-12-17 $89.27 $66.00 59.7% 16.7% 60.7% 48.2% 62.2% 4.6% -3.1% 8.1M -817.2M -4.8M 0.98 26.69 N/A N/A 19,633 19,158 272,699 240,472 2021-12-20 $87.81 $66.00 61.7% 17.5% 59.4% 54.0% 64.0% 4.4% 1.1% 4.5M -854.0M -4.7M 0.99 26.52 N/A N/A 14,165 14,066 229,813 206,885 2021-12-21 $92.50 $66.00 56.8% 16.2% 61.7% 39.9% 58.1% 6.3% -1.2% 7.9M -1.05B -4.7M 0.63 22.62 N/A N/A 24,858 15,619 233,732 209,205 2021-12-22 $93.24 $68.00 55.4% 15.9% 61.9% 35.8% 57.7% 5.9% 1.5% 11.2M -1.10B -4.7M 0.89 23.08 N/A N/A 18,762 16,709 240,765 211,024 2021-12-23 $96.33 $68.00 52.9% 15.1% 61.7% 28.6% 53.7% 6.3% 0.5% 9.2M -1.29B -4.6M 0.64 19.39 N/A N/A 24,354 15,574 244,555 214,292 2021-12-27 $97.60 $68.00 54.0% 15.0% 61.9% 31.8% 54.7% 5.2% -1.5% 11.3M -1.28B -4.5M 0.77 17.09 N/A N/A 19,280 14,894 234,273 208,722 2021-12-28 $95.30 $68.00 54.4% 15.4% 61.3% 32.8% 55.3% 4.5% -1.9% 9.8M -1.18B -4.6M 1.11 15.47 N/A N/A 12,485 13,813 238,387 211,375 2021-12-29 $92.52 $68.00 52.0% 15.0% 61.4% 26.1% 57.1% 2.6% -0.1% 6.3M -1.04B -4.5M 1.28 17.96 N/A N/A 14,342 18,396 239,715 212,509 2021-12-30 $94.33 $68.00 51.8% 14.4% 55.8% 25.4% 52.3% 4.1% 0.2% 9.0M -1.15B -4.4M 1.09 12.90 N/A N/A 13,696 14,868 240,953 217,097 2021-12-31 $92.27 $68.00 51.9% 14.1% 56.3% 25.6% 50.7% 4.1% 1.8% 6.6M -1.03B -4.4M 1.26 20.50 N/A N/A 11,740 14,776 241,801 218,716
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