TTD Options History — February 2023 In February 2023, TTD traded between $48.52 and $65.35. ATM implied volatility averaged 67.3%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 11.8% (HV 20d: 79.1%). Max pain ranged from $49.00 to $55.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.95.
Notable Days 2023-02-15 : Highest Volume — 174,231 contracts2023-02-15 : Largest IV drop — 30.5% change2023-02-13 : Highest IV Rank — 32.9%2023-02-01 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $54.77 $48.52 $65.35 $52.56 $56.02 Max Pain $54.68 $49.00 $55.00 $49.00 $55.00 ATM IV 67.3% 54.0% 78.8% 72.7% 56.4% Expected Move 19.1% 15.4% 25.3% 25.3% 16.1% HV 20d 79.1% 46.1% 111.2% 46.1% 107.7% HV 60d 70.4% 54.1% 77.6% 72.8% 76.8% IV Rank 17.5% 0.0% 32.9% 23.0% 3.6% IV Percentile 28.7% 0.0% 59.9% 42.5% 1.2% Term Structure -1.6% -3.7% 1.2% -3.4% -0.7% VWIV 67.0% 54.7% 89.2% 89.2% 56.1% Skew 25d 5.2% 3.1% 8.2% 8.2% 5.1% Skew 10d 10.2% 6.9% 17.1% 17.1% 9.9% Call IV 25d 65.3% 52.8% 77.5% 69.4% 54.1% Put IV 25d 70.4% 56.4% 83.2% 77.7% 59.2% Bid-Ask Spread % 7.63 3.01 21.53 3.01 3.67 Gamma HHI 0.09 0.05 0.26 0.05 0.08 Net GEX 1.5M -2.9M 8.5M 2.7M 1.1M Net DEX -117.4M -554.3M 67.8M -114.0M -82.1M Net VEX -2.1M -2.3M -1.8M -1.9M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.54 1.73 0.94 0.70 Total Volume 43,564.789 15,627 174,231 18,784 18,448 Total OI 307,287.737 261,186 415,266 274,061 308,875
Daily Data (19 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 2023-02-01 $52.56 $49.00 72.7% 25.3% 46.1% 23.0% 89.2% 8.2% -3.4% 2.7M -114.0M -1.9M 0.94 3.01 N/A N/A 9,688 9,096 128,517 145,544 2023-02-02 $56.03 $55.00 75.7% 20.0% 49.9% 27.8% 68.5% 4.8% -3.6% 4.9M -226.4M -2.0M 0.63 10.46 N/A N/A 41,889 26,498 129,813 148,291 2023-02-03 $53.11 $55.00 74.6% 19.8% 53.4% 26.0% 70.4% 4.9% -3.7% -1.7M -91.4M -2.0M 0.89 9.45 N/A N/A 19,459 17,279 140,085 162,691 2023-02-06 $52.28 $55.00 76.1% 21.1% 53.8% 28.5% 71.4% 5.5% -2.0% 383.8K -55.9M -1.9M 0.90 16.01 N/A N/A 9,825 8,869 123,225 139,744 2023-02-07 $52.80 $55.00 75.9% 20.6% 53.0% 28.2% 73.8% 6.0% -3.4% 278.5K -70.5M -2.0M 1.12 21.53 N/A N/A 13,252 14,800 128,579 144,277 2023-02-08 $51.81 $55.00 77.2% 21.5% 53.9% 30.3% 76.0% 5.2% -2.1% -703.0K -43.2M -2.0M 1.00 14.59 N/A N/A 9,556 9,604 131,906 149,079 2023-02-09 $50.01 $55.00 78.4% 21.8% 52.7% 32.3% 75.2% 5.5% -2.7% -1.8M 11.6M -1.9M 1.07 9.34 N/A N/A 8,797 9,381 136,671 149,066 2023-02-10 $48.52 $55.00 77.8% 21.7% 53.9% 31.4% 76.3% 5.7% -3.3% 269.8K 67.8M -1.8M 1.45 6.73 N/A N/A 8,383 12,121 138,414 150,039 2023-02-13 $48.69 $55.00 78.8% 22.3% 54.0% 32.9% 77.5% 5.7% -2.3% -595.4K 28.2M -1.8M 0.66 7.79 N/A N/A 10,913 7,223 125,299 135,887 2023-02-14 $50.45 $55.00 78.8% 22.4% 55.3% 32.9% 78.2% 5.0% -2.5% 319.0K -20.6M -1.9M 1.73 5.91 N/A N/A 48,224 83,612 133,244 139,646 2023-02-15 $65.35 $55.00 54.8% 15.7% 105.0% 0.0% 56.3% 3.1% 1.1% 8.1M -554.3M -2.1M 0.64 6.17 N/A N/A 106,138 68,093 155,585 208,856 2023-02-16 $62.87 $55.00 54.0% 15.4% 105.6% 0.0% 54.7% 3.4% 0.8% 8.5M -443.1M -2.3M 0.69 7.44 N/A N/A 39,703 27,317 175,829 231,755 2023-02-17 $60.43 $55.00 55.4% 15.8% 107.4% 2.1% 55.7% 4.4% 1.2% 8.2M -317.7M -2.3M 1.01 4.01 N/A N/A 30,010 30,188 179,025 236,241 2023-02-21 $57.00 $55.00 59.6% 16.9% 110.3% 8.5% 59.0% 5.5% -0.9% 900.4K -98.3M -2.2M 1.36 3.69 N/A N/A 15,059 20,488 145,794 155,124 2023-02-22 $56.55 $55.00 59.7% 16.7% 110.4% 8.6% 59.9% 5.1% -0.8% 446.3K -85.4M -2.2M 0.75 3.98 N/A N/A 12,311 9,197 151,445 159,688 2023-02-23 $56.56 $55.00 57.4% 16.2% 110.4% 5.0% 56.3% 5.4% 0.2% 665.7K -86.3M -2.2M 0.55 4.02 N/A N/A 15,782 8,632 156,686 163,068 2023-02-24 $54.70 $55.00 58.0% 16.4% 111.2% 6.0% 61.3% 4.7% -0.5% -2.9M -14.6M -2.2M 1.42 3.62 N/A N/A 13,339 18,930 162,568 166,080 2023-02-27 $54.95 $55.00 57.2% 16.4% 109.6% 4.9% 57.2% 5.3% -1.3% -587.1K -34.8M -2.1M 0.54 3.64 N/A N/A 10,156 5,471 145,910 155,921 2023-02-28 $56.02 $55.00 56.4% 16.1% 107.7% 3.6% 56.1% 5.1% -0.7% 1.1M -82.1M -2.2M 0.70 3.67 N/A N/A 10,869 7,579 150,975 157,900
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