TTD Options History — March 2023 In March 2023, TTD traded between $53.13 and $60.54. ATM implied volatility averaged 54.0%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 20.4% (HV 20d: 74.4%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.84.
Notable Days 2023-03-23 : Highest Volume — 31,277 contracts2023-03-16 : Largest IV drop — 8.6% change2023-03-13 : Highest IV Rank — 12.3%2023-03-15 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.76 $53.13 $60.54 $55.49 $60.54 Max Pain $56.91 $55.00 $60.00 $55.00 $59.00 ATM IV 54.0% 49.0% 59.2% 56.0% 49.0% Expected Move 15.3% 13.2% 16.6% 16.1% 13.2% HV 20d 74.4% 45.2% 107.7% 107.7% 46.2% HV 60d 73.2% 71.3% 76.8% 76.8% 71.3% IV Rank 4.4% 0.0% 12.3% 3.1% 0.0% IV Percentile 2.4% 0.0% 7.1% 1.2% 0.0% Term Structure 0.4% -1.3% 3.2% -0.5% 3.2% VWIV 54.0% 46.9% 58.1% 55.9% 46.9% Skew 25d 6.3% 4.7% 8.0% 5.3% 5.9% Skew 10d 12.4% 9.2% 16.2% 9.8% 11.6% Call IV 25d 51.0% 45.8% 55.6% 53.4% 45.8% Put IV 25d 57.3% 51.7% 62.9% 58.7% 51.7% Bid-Ask Spread % 5.64 2.93 9.49 4.75 2.93 Gamma HHI 0.09 0.05 0.21 0.08 0.09 Net GEX 2.0M -2.6M 6.5M 498.0K 3.8M Net DEX -123.1M -209.5M 59.4M -60.2M -190.7M Net VEX -2.3M -2.4M -2.1M -2.2M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.34 1.48 1.26 0.58 Total Volume 17,888.696 11,906 31,277 15,775 14,671 Total OI 307,033.826 258,738 334,922 317,149 303,842
Daily Data (23 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 2023-03-01 $55.49 $55.00 56.0% 16.1% 107.7% 3.1% 55.9% 5.3% -0.5% 498.0K -60.2M -2.2M 1.26 4.75 N/A N/A 6,981 8,794 155,177 161,972 2023-03-02 $56.19 $55.00 54.6% 15.6% 106.9% 0.9% 54.2% 5.4% -1.2% 913.4K -81.4M -2.2M 0.70 4.90 N/A N/A 8,549 6,021 156,587 166,722 2023-03-03 $57.47 $55.00 52.2% 15.0% 104.8% 0.0% 51.9% 4.7% 0.2% 1.9M -140.4M -2.2M 0.34 4.00 N/A N/A 17,982 6,160 158,678 169,411 2023-03-06 $57.14 $60.00 52.1% 15.1% 102.8% 0.0% 51.9% 4.8% -0.2% 1.5M -108.0M -2.2M 0.44 6.19 N/A N/A 17,063 7,437 149,969 163,484 2023-03-07 $57.94 $60.00 50.9% 14.4% 102.6% 0.0% 51.9% 5.2% 0.7% 3.1M -144.9M -2.2M 0.65 4.90 N/A N/A 10,996 7,120 152,865 165,109 2023-03-08 $58.22 $60.00 50.6% 14.2% 102.6% 0.0% 49.8% 5.1% -0.4% 4.7M -161.4M -2.2M 0.76 9.49 N/A N/A 7,608 5,747 157,311 165,606 2023-03-09 $55.66 $55.00 53.7% 15.5% 103.8% 4.3% 56.2% 4.8% 0.1% -373.8K -52.4M -2.1M 0.89 7.35 N/A N/A 13,910 12,435 158,733 166,693 2023-03-10 $53.13 $55.00 57.5% 16.1% 104.4% 10.0% 57.3% 6.0% -0.4% -2.6M 59.4M -2.1M 1.36 7.53 N/A N/A 11,503 15,699 161,733 172,926 2023-03-13 $54.49 $55.00 59.2% 16.6% 103.9% 12.3% 58.1% 7.2% -1.3% -1.4M -8.1M -2.1M 0.44 5.41 N/A N/A 11,993 5,227 149,808 165,145 2023-03-14 $56.45 $55.00 55.7% 16.1% 104.5% 7.3% 55.8% 6.5% 0.9% 1.0M -95.6M -2.2M 0.49 4.19 N/A N/A 9,990 4,880 156,539 165,248 2023-03-15 $55.17 $55.00 58.9% 16.6% 104.4% 11.9% 56.4% 7.3% -1.0% -409.2K -45.8M -2.2M 1.23 5.40 N/A N/A 5,349 6,557 160,352 165,913 2023-03-16 $58.80 $55.00 53.8% 15.1% 50.4% 4.5% 54.5% 7.0% -0.8% 6.5M -209.5M -2.2M 0.86 8.13 N/A N/A 12,346 10,599 162,284 167,760 2023-03-17 $58.39 $55.00 55.3% 15.7% 48.9% 6.8% 56.1% 8.0% -1.1% 2.0M -180.4M -2.2M 0.70 9.38 N/A N/A 9,529 6,667 163,822 171,100 2023-03-20 $56.81 $55.00 57.0% 16.3% 47.9% 9.2% 55.6% 7.7% 0.4% 1.1M -82.4M -2.2M 0.52 4.12 N/A N/A 15,252 7,926 122,378 136,360 2023-03-21 $59.45 $57.00 53.8% 15.4% 46.1% 4.5% 54.0% 7.2% 0.3% 2.9M -165.8M -2.3M 0.71 4.55 N/A N/A 8,433 5,969 131,412 139,998 2023-03-22 $58.49 $57.00 53.1% 15.2% 46.4% 3.5% 52.4% 6.6% 1.9% 2.8M -143.7M -2.2M 0.78 7.13 N/A N/A 7,087 5,562 135,176 142,057 2023-03-23 $60.02 $57.00 56.6% 16.2% 47.2% 8.7% 56.1% 7.4% 0.9% 4.1M -197.0M -2.4M 0.79 5.76 N/A N/A 17,513 13,764 138,349 144,507 2023-03-24 $60.30 $59.00 55.1% 15.7% 45.2% 6.4% 57.3% 7.2% 1.4% 5.6M -208.0M -2.4M 0.83 6.06 N/A N/A 8,896 7,413 145,291 149,326 2023-03-27 $59.99 $59.00 53.4% 15.1% 45.3% 4.0% 55.8% 7.5% 1.8% 3.0M -173.1M -2.4M 1.25 3.41 N/A N/A 5,639 7,073 137,327 143,537 2023-03-28 $58.33 $59.00 53.4% 15.1% 46.4% 3.9% 54.1% 7.0% 1.8% 1.3M -111.2M -2.4M 1.48 5.38 N/A N/A 4,857 7,188 140,289 147,782 2023-03-29 $59.81 $59.00 50.3% 14.0% 46.9% 0.0% 50.1% 6.2% 1.4% 1.9M -154.4M -2.4M 1.12 4.36 N/A N/A 6,828 7,647 142,193 151,354 2023-03-30 $60.30 $58.00 49.8% 13.7% 46.8% 0.0% 49.4% 5.4% 1.0% 3.0M -176.7M -2.4M 1.18 4.43 N/A N/A 5,765 6,815 144,753 154,900 2023-03-31 $60.54 $59.00 49.0% 13.2% 46.2% 0.0% 46.9% 5.9% 3.2% 3.8M -190.7M -2.4M 0.58 2.93 N/A N/A 9,274 5,397 147,116 156,726
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