TTD Options History — May 2023 In May 2023, TTD traded between $61.47 and $70.28. ATM implied volatility averaged 52.8%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 17.6% (HV 20d: 35.2%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2023-05-11 : Highest Volume — 127,004 contracts2023-05-11 : Largest IV drop — 35.1% change2023-05-04 : Highest IV Rank — 33.1%2023-05-03 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $65.36 $61.47 $70.28 $63.12 $70.28 Max Pain $55.68 $55.00 $60.00 $60.00 $55.00 ATM IV 52.8% 41.6% 72.5% 65.8% 43.8% Expected Move 15.5% 11.9% 24.2% 21.9% 13.4% HV 20d 35.2% 31.2% 39.4% 34.9% 33.5% HV 60d 50.0% 37.4% 67.9% 67.9% 38.1% IV Rank 11.5% 0.0% 33.1% 23.6% 3.4% IV Percentile 17.3% 0.0% 52.8% 32.1% 3.2% Term Structure -1.4% -4.6% 1.8% -2.4% -1.6% VWIV 55.1% 41.9% 86.7% 76.2% 49.0% Skew 25d 5.8% 2.8% 9.5% 8.5% 2.8% Skew 10d 11.8% 6.5% 18.2% 16.9% 6.5% Call IV 25d 50.3% 40.6% 68.4% 60.8% 43.1% Put IV 25d 56.1% 44.8% 77.9% 69.3% 45.8% Bid-Ask Spread % 4.95 2.54 16.87 3.74 3.12 Gamma HHI 0.10 0.06 0.18 0.06 0.15 Net GEX 7.2M -584.7K 15.9M 3.2M 14.0M Net DEX -266.8M -419.9M -134.8M -207.3M -419.9M Net VEX -2.2M -2.4M -2.1M -2.3M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.29 1.77 1.00 0.95 Total Volume 27,164.682 4,381 127,004 22,037 10,500 Total OI 308,450.864 271,909 383,294 278,482 289,008
Daily Data (22 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 2023-05-01 $63.12 $60.00 65.8% 21.9% 34.9% 23.6% 76.2% 8.5% -2.4% 3.2M -207.3M -2.3M 1.00 3.74 N/A N/A 11,014 11,023 134,526 143,956 2023-05-02 $62.59 $60.00 67.2% 22.9% 35.1% 25.7% 82.4% 8.8% -2.8% 2.9M -186.8M -2.3M 0.68 6.70 N/A N/A 5,775 3,906 140,440 149,939 2023-05-03 $62.78 $60.00 68.9% 24.2% 35.1% 28.1% 86.7% 8.9% -3.4% 2.8M -190.6M -2.3M 1.77 8.05 N/A N/A 6,692 11,843 141,308 151,573 2023-05-04 $61.47 $55.00 72.5% 19.1% 33.6% 33.1% 66.3% 9.5% -3.3% -584.7K -134.8M -2.4M 0.80 9.95 N/A N/A 6,406 5,137 144,131 159,494 2023-05-05 $62.78 $55.00 69.5% 18.1% 31.2% 29.0% 65.9% 8.3% -3.6% 5.6M -185.4M -2.4M 0.91 16.87 N/A N/A 9,055 8,206 145,930 160,767 2023-05-08 $64.59 $55.00 70.0% 18.7% 32.6% 29.6% 65.8% 8.1% -3.7% 3.3M -238.9M -2.4M 0.71 9.12 N/A N/A 16,136 11,487 138,929 153,904 2023-05-09 $63.92 $55.00 71.8% 19.1% 32.9% 32.2% 68.6% 7.8% -4.6% 3.4M -230.1M -2.4M 1.11 6.98 N/A N/A 10,764 11,961 148,369 160,205 2023-05-10 $65.40 $55.00 67.7% 18.5% 32.9% 26.4% 68.1% 7.6% -3.2% 4.7M -282.4M -2.4M 1.38 3.18 N/A N/A 39,768 54,798 153,014 166,910 2023-05-11 $64.44 $55.00 44.0% 12.8% 33.2% 0.0% 45.4% 4.7% 0.6% 6.0M -229.9M -2.2M 0.42 2.96 N/A N/A 89,283 37,721 171,410 196,502 2023-05-12 $62.29 $55.00 43.7% 12.9% 35.4% 0.0% 44.3% 5.2% 1.8% 1.3M -142.7M -2.1M 0.62 2.98 N/A N/A 30,851 18,992 186,213 197,081 2023-05-15 $63.73 $55.00 43.2% 12.4% 36.2% 0.0% 43.9% 5.5% -0.1% 5.6M -211.5M -2.1M 0.40 2.54 N/A N/A 14,612 5,773 155,180 166,280 2023-05-16 $64.09 $55.00 43.0% 12.3% 36.0% 0.0% 43.5% 5.1% -0.2% 7.7M -230.3M -2.1M 0.81 2.73 N/A N/A 9,980 8,048 158,513 167,278 2023-05-17 $66.05 $55.00 43.2% 12.4% 37.3% 0.3% 43.7% 5.4% -1.3% 13.6M -320.2M -2.1M 1.12 2.59 N/A N/A 11,069 12,385 160,820 169,268 2023-05-18 $67.70 $55.00 41.6% 11.9% 38.0% 0.0% 42.3% 4.3% -0.2% 15.9M -395.8M -2.1M 0.29 3.25 N/A N/A 29,737 8,515 161,539 168,587 2023-05-19 $66.68 $55.00 42.0% 12.1% 38.6% 0.6% 41.9% 3.8% -1.3% 14.9M -361.8M -2.2M 0.63 5.08 N/A N/A 10,855 6,822 169,541 171,780 2023-05-22 $68.75 $55.00 42.8% 12.6% 39.4% 2.0% 44.7% 4.7% 0.0% 9.6M -355.2M -2.2M 0.38 3.24 N/A N/A 13,986 5,300 137,152 134,757 2023-05-23 $66.85 $55.00 42.9% 12.7% 38.9% 2.0% 44.9% 4.5% 0.3% 8.9M -291.1M -2.2M 0.89 3.42 N/A N/A 5,251 4,688 143,776 136,769 2023-05-24 $66.42 $55.00 44.7% 13.2% 39.1% 4.9% 46.6% 4.6% 0.1% 7.3M -267.5M -2.2M 1.34 3.67 N/A N/A 2,484 3,331 145,721 139,597 2023-05-25 $66.44 $55.00 44.6% 13.2% 32.9% 4.8% 46.6% 4.1% 0.1% 7.0M -267.0M -2.2M 0.44 2.77 N/A N/A 3,033 1,348 147,543 143,151 2023-05-26 $67.65 $55.00 43.8% 13.0% 33.4% 3.4% 46.8% 3.5% -0.0% 10.4M -324.2M -2.2M 0.54 2.70 N/A N/A 9,560 5,152 149,376 144,056 2023-05-30 $69.84 $55.00 44.4% 13.8% 33.9% 4.4% 48.9% 2.9% -1.3% 11.6M -396.5M -2.2M 0.37 3.19 N/A N/A 10,512 3,864 143,194 138,432 2023-05-31 $70.28 $55.00 43.8% 13.4% 33.5% 3.4% 49.0% 2.8% -1.6% 14.0M -419.9M -2.2M 0.95 3.12 N/A N/A 5,374 5,126 148,751 140,257
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