TTD Options History — October 2022

In October 2022, TTD traded between $50.54 and $63.63. ATM implied volatility averaged 85.1%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 29.9% (HV 20d: 55.2%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.83.

Notable Days

2022-10-21: Highest Volume — 51,540 contracts
2022-10-10: Largest IV spike — 10.5% change
2022-10-12: Highest IV Rank — 59.9%
2022-10-31: Largest Expected Move — 27.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.04	$50.54	$63.63	$61.14	$53.05
Max Pain	$60.00	$60.00	$60.00	$60.00	$60.00
ATM IV	85.1%	70.1%	92.2%	74.6%	84.8%
Expected Move	25.1%	20.0%	27.8%	21.6%	27.8%
HV 20d	55.2%	46.6%	61.8%	46.6%	58.2%
HV 60d	85.9%	81.5%	89.5%	89.1%	81.5%
IV Rank	49.8%	28.0%	59.9%	34.6%	49.3%
IV Percentile	74.4%	48.4%	88.5%	54.8%	70.2%
Term Structure	-0.5%	-6.8%	9.7%	8.9%	-2.8%
VWIV	86.6%	70.7%	97.3%	75.2%	96.7%
Skew 25d	10.8%	9.1%	12.7%	10.1%	9.9%
Skew 10d	21.1%	17.2%	23.8%	20.0%	17.9%
Call IV 25d	80.3%	66.9%	88.1%	70.3%	78.9%
Put IV 25d	91.2%	76.2%	100.3%	80.3%	88.9%
Bid-Ask Spread %	8.03	4.24	16.99	5.25	4.24
Gamma HHI	0.05	0.03	0.09	0.05	0.03
Net GEX	372.0K	-2.5M	5.0M	1.8M	-55.5K
Net DEX	-4.5M	-254.8M	190.2M	-146.5M	45.3M
Net VEX	-2.5M	-2.9M	-2.3M	-2.9M	-2.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.46	1.30	0.74	1.01
Total Volume	31,722.381	18,181	51,540	27,053	19,699
Total OI	378,964.524	316,596	418,221	380,292	331,879

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
2022-10-03	$61.14	$60.00	74.6%	21.6%	46.6%	34.6%	75.2%	10.1%	8.9%	1.8M	-146.5M	-2.9M	0.74	5.25	N/A	N/A	15,553	11,500	192,239	188,053
2022-10-04	$63.63	$60.00	70.1%	20.0%	48.4%	28.0%	70.7%	9.3%	8.9%	5.0M	-254.8M	-2.9M	0.57	5.60	N/A	N/A	27,618	15,794	198,010	191,576
2022-10-05	$62.12	$60.00	72.5%	20.5%	47.7%	31.5%	72.4%	9.6%	8.4%	4.0M	-189.5M	-2.9M	1.00	5.37	N/A	N/A	18,089	18,060	205,466	196,476
2022-10-06	$61.26	$60.00	76.1%	23.6%	46.7%	36.7%	79.3%	10.6%	9.6%	2.9M	-153.4M	-2.9M	0.75	4.37	N/A	N/A	18,989	14,280	207,817	199,297
2022-10-07	$56.55	$60.00	79.7%	24.5%	50.9%	41.9%	85.0%	9.1%	9.7%	-2.4M	70.3M	-2.6M	0.80	4.58	N/A	N/A	28,524	22,744	208,968	201,647
2022-10-10	$54.99	$60.00	88.0%	25.2%	51.2%	53.9%	86.6%	11.6%	-2.2%	-1.4M	51.2M	-2.5M	0.89	8.55	N/A	N/A	12,465	11,129	191,560	180,640
2022-10-11	$52.20	$60.00	91.7%	26.4%	51.0%	59.3%	85.5%	11.2%	-1.1%	-2.4M	124.4M	-2.4M	0.68	9.42	N/A	N/A	22,150	15,098	194,131	183,253
2022-10-12	$52.79	$60.00	92.2%	25.4%	51.5%	59.9%	88.4%	12.1%	-2.9%	-1.8M	104.2M	-2.4M	1.21	10.45	N/A	N/A	9,931	11,991	204,657	187,521
2022-10-13	$52.76	$60.00	90.3%	25.0%	51.4%	57.2%	86.2%	11.1%	-3.3%	-2.5M	118.6M	-2.4M	0.96	11.52	N/A	N/A	15,771	15,218	207,238	190,510
2022-10-14	$50.54	$60.00	91.4%	25.9%	52.9%	58.8%	88.6%	11.3%	-1.3%	-2.3M	190.2M	-2.3M	1.30	16.99	N/A	N/A	10,625	13,798	211,080	194,999
2022-10-17	$54.47	$60.00	89.6%	25.5%	59.8%	56.3%	86.1%	10.1%	-4.2%	-1.5M	44.6M	-2.5M	0.79	13.82	N/A	N/A	19,661	15,455	197,017	185,566
2022-10-18	$56.20	$60.00	89.8%	25.7%	61.1%	56.6%	85.9%	12.4%	-5.9%	449.8K	-18.6M	-2.6M	0.52	9.88	N/A	N/A	15,475	7,972	205,704	190,404
2022-10-19	$55.05	$60.00	90.0%	25.8%	61.4%	56.8%	86.6%	12.2%	-5.0%	-389.5K	25.9M	-2.5M	0.83	9.57	N/A	N/A	9,946	8,235	209,457	192,419
2022-10-20	$56.28	$60.00	89.8%	26.0%	61.7%	56.6%	90.8%	12.7%	-6.0%	924.0K	-21.6M	-2.5M	1.11	11.44	N/A	N/A	17,041	19,001	212,083	193,359
2022-10-21	$56.68	$60.00	88.5%	26.0%	60.4%	54.7%	90.3%	12.2%	-6.8%	3.1M	-41.8M	-2.5M	0.46	7.48	N/A	N/A	35,190	16,350	217,933	200,288
2022-10-24	$55.93	$60.00	88.5%	27.0%	60.5%	54.6%	97.3%	10.7%	-3.9%	1.4M	-37.2M	-2.5M	0.53	5.06	N/A	N/A	23,984	12,700	168,871	147,725
2022-10-25	$58.15	$60.00	86.0%	26.2%	61.8%	51.1%	95.0%	9.4%	-2.1%	3.1M	-97.7M	-2.6M	0.96	5.90	N/A	N/A	13,587	13,051	173,834	152,107
2022-10-26	$55.68	$60.00	85.7%	26.1%	59.1%	50.5%	95.6%	10.9%	-3.8%	983.5K	-16.7M	-2.5M	1.06	7.32	N/A	N/A	17,940	19,003	177,309	158,166
2022-10-27	$53.86	$60.00	83.8%	26.3%	58.7%	47.9%	89.3%	10.6%	-2.5%	-1.3M	51.8M	-2.4M	0.49	6.42	N/A	N/A	19,859	9,816	181,829	168,133
2022-10-28	$53.50	$60.00	85.0%	26.3%	58.7%	49.6%	88.1%	9.8%	-2.4%	119.6K	56.5M	-2.4M	0.83	5.39	N/A	N/A	12,498	10,380	188,813	170,221
2022-10-31	$53.05	$60.00	84.8%	27.8%	58.2%	49.3%	96.7%	9.9%	-2.8%	-55.5K	45.3M	-2.4M	1.01	4.24	N/A	N/A	9,786	9,913	173,294	158,585