TTD Options History — June 2022

In June 2022, TTD traded between $41.89 and $54.72. ATM implied volatility averaged 79.1%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 22.0% (HV 20d: 101.1%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2022-06-24: Highest Volume — 43,722 contracts
2022-06-13: Largest IV spike — 16.4% change
2022-06-13: Highest IV Rank — 61.1%
2022-06-13: Largest Expected Move — 25.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.39	$41.89	$54.72	$51.70	$41.89
Max Pain	$56.29	$50.00	$60.00	$56.00	$50.00
ATM IV	79.1%	72.4%	90.0%	78.1%	80.9%
Expected Move	22.5%	20.3%	25.7%	23.7%	23.0%
HV 20d	101.1%	78.6%	126.2%	125.5%	81.8%
HV 60d	93.5%	90.1%	97.7%	97.7%	93.2%
IV Rank	46.9%	38.2%	61.1%	45.6%	49.3%
IV Percentile	77.1%	71.4%	88.9%	77.4%	78.2%
Term Structure	-0.4%	-1.7%	2.7%	-0.9%	-0.5%
VWIV	79.3%	72.4%	92.1%	82.1%	78.8%
Skew 25d	11.6%	9.7%	14.2%	11.9%	11.3%
Skew 10d	23.4%	20.1%	28.6%	23.8%	22.7%
Call IV 25d	74.1%	67.6%	83.8%	73.3%	76.5%
Put IV 25d	85.7%	78.6%	97.7%	85.2%	87.9%
Bid-Ask Spread %	7.54	2.75	15.15	3.44	3.97
Gamma HHI	0.05	0.03	0.10	0.03	0.06
Net GEX	-408.8K	-4.4M	3.7M	812.5K	-2.4M
Net DEX	82.3M	-61.1M	227.0M	11.7M	164.4M
Net VEX	-2.4M	-2.9M	-1.9M	-2.8M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.28	1.22	0.72	0.67
Total Volume	30,574.524	20,196	43,722	25,619	25,184
Total OI	367,532.381	290,721	419,703	402,637	314,268

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
2022-06-01	$51.70	$56.00	78.1%	23.7%	125.5%	45.6%	82.1%	11.9%	-0.9%	812.5K	11.7M	-2.8M	0.72	3.44	N/A	N/A	14,858	10,761	212,868	189,769
2022-06-02	$54.25	$55.00	75.0%	20.9%	126.2%	41.6%	74.6%	11.7%	-1.2%	2.3M	-61.1M	-2.9M	0.58	8.86	N/A	N/A	22,339	12,989	214,511	191,574
2022-06-03	$50.95	$55.00	76.9%	21.9%	118.4%	44.1%	74.7%	11.8%	-1.7%	-613.3K	46.6M	-2.7M	0.68	14.94	N/A	N/A	19,015	12,893	221,326	194,699
2022-06-06	$52.69	$60.00	75.5%	21.2%	112.9%	42.3%	76.8%	10.4%	-1.7%	674.4K	8.4M	-2.8M	0.76	10.20	N/A	N/A	17,739	13,560	209,098	183,647
2022-06-07	$52.98	$60.00	73.8%	20.6%	107.0%	40.0%	75.8%	10.6%	-1.7%	1.3M	-8.6M	-2.8M	1.16	14.32	N/A	N/A	10,316	11,944	214,699	187,614
2022-06-08	$54.72	$60.00	72.4%	20.3%	106.5%	38.2%	72.4%	11.0%	-1.4%	2.6M	-59.5M	-2.8M	0.73	7.89	N/A	N/A	16,862	12,280	215,637	189,164
2022-06-09	$52.92	$60.00	72.9%	20.5%	107.3%	38.8%	75.3%	10.4%	-1.3%	629.5K	7.6M	-2.8M	0.54	11.33	N/A	N/A	21,776	11,808	219,588	192,615
2022-06-10	$49.25	$60.00	77.3%	21.8%	110.6%	44.6%	77.7%	9.7%	-1.7%	-4.4M	130.9M	-2.5M	1.05	6.95	N/A	N/A	17,972	18,802	225,129	194,574
2022-06-13	$45.37	$60.00	90.0%	25.7%	99.6%	61.1%	91.1%	13.9%	-1.1%	-2.4M	202.0M	-2.3M	1.22	7.57	N/A	N/A	18,434	22,476	206,204	185,782
2022-06-14	$45.45	$60.00	87.2%	25.0%	99.6%	57.4%	87.2%	12.7%	0.3%	-2.7M	204.6M	-2.3M	0.76	10.07	N/A	N/A	12,877	9,805	212,225	189,193
2022-06-15	$48.50	$55.00	78.9%	22.6%	101.5%	46.7%	85.1%	10.8%	2.7%	-1.5M	121.6M	-2.5M	0.77	15.15	N/A	N/A	18,204	13,927	215,557	189,982
2022-06-16	$44.06	$55.00	86.6%	24.8%	105.7%	56.7%	92.1%	14.2%	-0.2%	-3.3M	227.0M	-2.2M	1.13	9.97	N/A	N/A	14,290	16,192	222,187	189,987
2022-06-17	$45.96	$55.00	81.7%	23.2%	104.1%	50.4%	78.7%	12.4%	1.5%	-1.7M	175.6M	-2.3M	0.64	5.13	N/A	N/A	20,796	13,364	223,475	191,114
2022-06-21	$47.31	$55.00	79.0%	22.2%	104.4%	46.8%	76.7%	10.7%	0.0%	205.5K	62.7M	-2.3M	0.54	4.28	N/A	N/A	15,583	8,362	157,148	133,573
2022-06-22	$45.36	$55.00	80.3%	22.9%	105.2%	48.6%	79.1%	10.9%	1.5%	-438.3K	103.4M	-2.2M	0.28	5.63	N/A	N/A	29,602	8,317	162,506	136,497
2022-06-23	$47.66	$55.00	78.6%	22.5%	84.0%	46.3%	76.7%	11.3%	-0.6%	1.7M	48.1M	-2.3M	0.41	4.23	N/A	N/A	19,196	7,888	170,095	138,420
2022-06-24	$49.32	$55.00	76.0%	21.2%	81.8%	43.0%	74.8%	11.0%	0.0%	3.7M	5.9M	-2.4M	0.43	2.75	N/A	N/A	30,654	13,068	174,053	140,031
2022-06-27	$48.30	$54.00	77.9%	22.0%	78.6%	45.4%	75.3%	12.1%	0.1%	61.2K	52.0M	-2.3M	0.54	4.14	N/A	N/A	13,094	7,102	159,929	136,591
2022-06-28	$44.23	$54.00	80.6%	23.3%	81.3%	48.9%	81.9%	12.5%	-0.3%	-1.2M	132.6M	-2.1M	0.79	3.85	N/A	N/A	15,607	12,286	164,693	137,676
2022-06-29	$43.24	$53.00	81.0%	23.0%	81.4%	49.4%	77.8%	11.8%	-0.8%	-2.0M	153.5M	-2.0M	0.42	3.66	N/A	N/A	21,072	8,771	169,181	141,301
2022-06-30	$41.89	$50.00	80.9%	23.0%	81.8%	49.3%	78.8%	11.3%	-0.5%	-2.4M	164.4M	-1.9M	0.67	3.97	N/A	N/A	15,093	10,091	173,091	141,177