TTD Options History — April 2023

In April 2023, TTD traded between $58.44 and $64.33. ATM implied volatility averaged 63.0%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 26.7% (HV 20d: 36.3%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.81.

Notable Days

  • 2023-04-27: Highest Volume — 30,537 contracts
  • 2023-04-10: Largest IV spike — 19.9% change
  • 2023-04-26: Highest IV Rank — 32.1%
  • 2023-04-26: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.34$58.44$64.33$60.60$64.33
Max Pain$57.21$55.00$60.00$59.00$60.00
ATM IV63.0%49.7%71.7%49.7%65.1%
Expected Move18.6%13.4%21.8%13.6%20.2%
HV 20d36.3%26.7%47.7%46.1%34.0%
HV 60d70.2%68.4%71.5%71.0%69.0%
IV Rank19.7%0.9%32.1%0.9%22.8%
IV Percentile26.1%0.4%49.6%0.4%30.6%
Term Structure0.1%-5.0%12.4%9.4%-3.8%
VWIV65.3%48.0%85.1%48.9%70.8%
Skew 25d6.9%3.0%10.0%6.9%8.4%
Skew 10d14.4%12.2%17.8%13.3%16.4%
Call IV 25d59.8%47.4%66.9%47.4%62.8%
Put IV 25d66.8%54.2%76.9%54.2%71.2%
Bid-Ask Spread %10.422.6726.154.303.98
Gamma HHI0.080.060.250.060.14
Net GEX4.0M-706.2K9.4M2.6M9.1M
Net DEX-194.8M-281.9M-100.4M-174.9M-281.9M
Net VEX-2.3M-2.4M-2.2M-2.3M-2.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.302.470.930.44
Total Volume16,722.2637,27830,53714,77326,478
Total OI302,531.263253,703331,386290,182297,315

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$60.60$59.0049.7%13.6%46.1%0.9%48.9%6.9%9.4%2.6M-174.9M-2.3M0.934.30N/AN/A7,6447,129139,796150,386
2023-04-04$60.47$59.0050.6%13.4%46.0%2.3%49.0%7.1%12.4%3.0M-177.2M-2.4M0.733.86N/AN/A10,9858,034142,539155,018
2023-04-05$58.44$59.0052.1%13.7%47.7%4.3%48.0%7.3%11.0%-706.2K-100.4M-2.3M1.235.63N/AN/A7,3849,081149,171157,931
2023-04-06$60.88$55.0052.9%18.6%46.7%5.5%64.8%7.4%9.5%9.4M-191.8M-2.4M1.0912.32N/AN/A8,1948,964151,206162,575
2023-04-10$61.33$55.0063.4%19.1%42.6%20.4%64.6%4.6%-0.6%2.9M-200.1M-2.4M0.5916.22N/AN/A9,2185,445146,358158,565
2023-04-11$61.47$55.0062.3%19.1%42.1%18.7%65.5%5.3%1.0%4.1M-213.2M-2.3M0.8610.81N/AN/A5,0474,320150,539159,620
2023-04-12$60.39$55.0066.1%19.0%41.4%24.1%66.3%6.2%0.3%2.4M-165.5M-2.3M0.6226.15N/AN/A8,2845,110152,378161,184
2023-04-13$61.39$55.0065.9%18.9%40.4%23.8%65.1%3.0%0.9%4.4M-209.0M-2.3M0.9213.83N/AN/A3,7893,489156,194162,416
2023-04-14$60.80$55.0065.5%18.6%34.3%23.2%65.1%7.0%-1.6%3.1M-183.3M-2.3M0.5816.75N/AN/A8,2054,752157,113163,385
2023-04-17$61.24$55.0065.8%18.7%34.2%23.7%65.2%6.7%-3.5%2.8M-193.2M-2.3M0.708.80N/AN/A7,4225,191148,547159,054
2023-04-18$61.91$55.0066.5%19.0%32.4%24.7%65.5%6.5%-3.8%4.0M-222.7M-2.3M0.6210.55N/AN/A9,7225,984152,584162,509
2023-04-19$61.66$55.0066.3%19.0%28.6%24.4%65.4%6.4%-4.3%3.9M-213.8M-2.3M0.5917.65N/AN/A5,7183,386157,277165,180
2023-04-20$62.38$55.0066.6%19.3%28.0%24.8%66.4%6.9%-5.0%6.0M-246.9M-2.3M0.5113.88N/AN/A12,4736,356159,544165,414
2023-04-21$62.24$60.0065.0%19.1%26.7%22.6%65.8%6.7%-5.0%6.1M-239.1M-2.2M0.3015.52N/AN/A16,0324,872163,703167,683
2023-04-24$61.63$60.0064.3%19.6%27.0%21.6%67.8%7.2%-2.9%2.9M-170.7M-2.2M0.462.79N/AN/A11,0425,122125,859127,844
2023-04-25$59.70$60.0069.1%21.1%29.4%28.3%74.1%8.7%-4.3%1.5M-115.2M-2.2M0.975.36N/AN/A8,5508,259133,262130,263
2023-04-26$60.39$60.0071.7%21.8%27.7%32.1%85.1%10.0%-3.3%1.2M-135.4M-2.2M2.476.84N/AN/A7,35218,153136,548134,116
2023-04-27$64.21$60.0068.0%21.2%34.1%26.8%77.5%9.4%-4.3%7.0M-266.1M-2.3M0.742.67N/AN/A17,60012,937138,161146,857
2023-04-28$64.33$60.0065.1%20.2%34.0%22.8%70.8%8.4%-3.8%9.1M-281.9M-2.4M0.443.98N/AN/A18,4038,075144,590152,725