TTD Options History — April 2022 In April 2022, TTD traded between $57.03 and $74.99. ATM implied volatility averaged 82.1%, placing in the 71.1% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 8.6% (HV 20d: 73.5%). Max pain ranged from $68.00 to $70.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.16.
Notable Days 2022-04-20 : Highest Volume — 59,228 contracts2022-04-11 : Largest IV spike — 13.9% change2022-04-26 : Highest IV Rank — 100.0%2022-04-26 : Largest Expected Move — 31.0%Monthly Statistics Metric Avg Min Max Open Close Price $65.33 $57.03 $74.99 $71.23 $59.23 Max Pain $69.85 $68.00 $70.00 $70.00 $68.00 ATM IV 82.1% 60.8% 103.0% 62.2% 97.3% Expected Move 24.4% 19.9% 31.0% 20.2% 30.4% HV 20d 73.5% 56.7% 103.4% 103.4% 69.6% HV 60d 84.9% 82.2% 87.7% 86.5% 83.4% IV Rank 71.1% 33.3% 100.0% 35.9% 90.6% IV Percentile 89.0% 60.3% 100.0% 65.5% 99.2% Term Structure 0.2% -6.0% 15.0% -0.2% -3.4% VWIV 86.2% 69.3% 107.2% 69.3% 106.4% Skew 25d 10.7% 6.9% 17.6% 6.9% 14.8% Skew 10d 21.4% 14.3% 30.5% 14.3% 29.1% Call IV 25d 77.4% 58.7% 95.5% 59.5% 92.4% Put IV 25d 88.1% 65.7% 110.4% 66.4% 107.2% Bid-Ask Spread % 11.61 5.01 23.07 15.85 7.36 Gamma HHI 0.05 0.03 0.08 0.04 0.05 Net GEX -263.8K -3.3M 4.2M 1.5M -1.9M Net DEX -121.0M -400.6M 51.5M -298.9M 6.0M Net VEX -3.3M -3.7M -3.0M -3.7M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.54 2.21 0.72 1.45 Total Volume 32,838.95 19,285 59,228 42,425 39,990 Total OI 340,258.85 304,662 359,416 351,360 345,979
Daily Data (20 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 2022-04-01 $71.23 $70.00 62.2% 20.2% 103.4% 35.9% 69.3% 6.9% -0.2% 1.5M -298.9M -3.7M 0.72 15.85 N/A N/A 24,679 17,746 189,844 161,516 2022-04-04 $74.99 $70.00 60.8% 19.9% 94.5% 33.3% 73.9% 7.0% 15.0% 4.2M -400.6M -3.7M 0.99 15.61 N/A N/A 18,997 18,805 180,580 157,021 2022-04-05 $71.60 $70.00 62.8% 20.6% 91.6% 37.2% 72.0% 7.1% 11.4% 1.7M -274.1M -3.7M 1.15 16.33 N/A N/A 12,213 14,018 185,132 159,195 2022-04-06 $68.15 $70.00 66.7% 21.0% 89.9% 44.4% 74.2% 7.5% 11.9% -346.8K -161.8M -3.5M 0.89 19.56 N/A N/A 21,122 18,693 186,256 160,448 2022-04-07 $69.04 $70.00 68.6% 21.1% 87.8% 48.0% 74.4% 8.0% 11.7% -227.0K -193.5M -3.5M 0.64 23.07 N/A N/A 13,234 8,461 193,456 163,836 2022-04-08 $68.23 $70.00 70.0% 21.2% 78.8% 50.6% 74.9% 7.3% 11.0% -414.0K -163.6M -3.5M 0.92 18.17 N/A N/A 12,564 11,496 194,683 164,733 2022-04-11 $67.07 $70.00 79.7% 22.8% 70.9% 68.8% 77.2% 10.2% -2.9% -1.2M -138.2M -3.4M 1.85 13.86 N/A N/A 10,399 19,255 185,104 161,066 2022-04-12 $66.01 $70.00 80.4% 22.6% 71.2% 70.1% 77.7% 8.7% -3.3% -2.0M -104.8M -3.4M 1.09 12.72 N/A N/A 11,397 12,467 186,729 162,774 2022-04-13 $67.31 $70.00 80.8% 22.3% 61.9% 70.9% 76.9% 9.5% -3.1% -1.1M -137.8M -3.4M 0.99 13.03 N/A N/A 9,705 9,580 189,360 164,552 2022-04-14 $64.17 $70.00 81.0% 22.0% 57.2% 71.3% 81.0% 10.2% -4.8% -1.9M -34.3M -3.2M 1.46 11.01 N/A N/A 11,264 16,487 191,210 166,124 2022-04-18 $61.54 $70.00 83.3% 23.6% 56.7% 75.6% 83.5% 9.1% -1.9% -385.5K -41.0M -3.1M 0.85 5.49 N/A N/A 13,117 11,099 163,655 141,007 2022-04-19 $66.98 $70.00 81.6% 23.2% 64.7% 72.4% 81.4% 9.9% -2.3% 1.2M -181.7M -3.4M 0.54 5.92 N/A N/A 21,983 11,979 167,559 143,873 2022-04-20 $67.10 $70.00 86.6% 24.8% 64.1% 81.7% 95.8% 10.3% -4.0% 2.0M -195.2M -3.4M 1.98 12.05 N/A N/A 19,843 39,385 175,512 147,661 2022-04-21 $63.51 $70.00 91.3% 26.4% 66.8% 90.5% 94.6% 11.7% -4.7% -3.3M -63.0M -3.3M 2.21 8.85 N/A N/A 14,591 32,280 180,477 168,507 2022-04-22 $59.92 $70.00 93.9% 27.4% 69.2% 95.5% 93.4% 12.8% -4.7% -642.2K 38.2M -3.2M 1.14 6.63 N/A N/A 17,795 20,197 184,337 167,131 2022-04-25 $62.60 $70.00 95.6% 28.8% 69.9% 98.7% 101.6% 16.8% -5.5% 92.3K -75.1M -3.3M 0.97 8.16 N/A N/A 15,699 15,305 166,450 151,146 2022-04-26 $59.97 $70.00 101.8% 31.0% 68.5% 100.0% 106.3% 14.2% -5.0% -456.0K -18.1M -3.2M 1.13 7.64 N/A N/A 13,710 15,523 171,966 155,190 2022-04-27 $57.03 $70.00 103.0% 31.0% 64.1% 100.0% 107.2% 14.9% -6.0% -1.4M 51.5M -3.0M 1.22 5.82 N/A N/A 10,998 13,389 174,988 158,718 2022-04-28 $60.91 $69.00 94.6% 28.8% 69.4% 86.1% 101.4% 17.6% -5.9% -627.9K -32.9M -3.2M 1.03 5.01 N/A N/A 18,419 18,895 176,728 160,674 2022-04-29 $59.23 $68.00 97.3% 30.4% 69.6% 90.6% 106.4% 14.8% -3.4% -1.9M 6.0M -3.1M 1.45 7.36 N/A N/A 16,298 23,692 182,261 163,718
« Mar 2022 | All History | May 2022 » Home TTD History April 2022