TTD Options History — June 2023 In June 2023, TTD traded between $72.93 and $78.52. ATM implied volatility averaged 38.2%, placing in the 0.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 10.1% (HV 20d: 28.1%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2023-06-02 : Highest Volume — 47,268 contracts2023-06-06 : Largest IV drop — 5.1% change2023-06-12 : Highest IV Rank — 2.7%2023-06-02 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $75.92 $72.93 $78.52 $72.93 $77.59 Max Pain $62.38 $55.00 $70.00 $55.00 $70.00 ATM IV 38.2% 36.0% 43.2% 43.1% 36.0% Expected Move 11.0% 9.6% 13.2% 13.1% 9.6% HV 20d 28.1% 20.5% 35.3% 35.3% 20.5% HV 60d 33.1% 30.2% 38.8% 38.7% 30.8% IV Rank 0.9% 0.0% 2.7% 2.4% 0.0% IV Percentile 1.0% 0.0% 4.0% 2.0% 0.0% Term Structure 0.9% -1.2% 2.0% -0.8% 1.3% VWIV 38.6% 33.8% 46.9% 46.8% 33.8% Skew 25d 1.6% 1.0% 2.4% 2.2% 1.3% Skew 10d 3.2% 2.0% 4.9% 4.9% 2.1% Call IV 25d 38.0% 35.4% 43.5% 42.6% 35.6% Put IV 25d 39.6% 36.7% 44.8% 44.8% 36.8% Bid-Ask Spread % 4.53 2.61 9.56 3.27 3.81 Gamma HHI 0.10 0.08 0.14 0.12 0.13 Net GEX 8.6M 1.6M 15.3M 15.3M 8.5M Net DEX -443.5M -594.2M -289.9M -532.2M -353.4M Net VEX -2.3M -2.6M -2.2M -2.2M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.34 1.66 0.48 0.34 Total Volume 18,762 5,569 47,268 24,133 25,322 Total OI 271,998.381 214,722 322,473 292,451 250,717
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 2023-06-01 $72.93 $55.00 43.1% 13.1% 35.3% 2.4% 46.8% 2.2% -0.8% 15.3M -532.2M -2.2M 0.48 3.27 N/A N/A 16,359 7,774 149,645 142,806 2023-06-02 $74.41 $55.00 43.2% 13.2% 33.9% 2.5% 46.9% 1.3% -1.2% 14.3M -594.2M -2.3M 0.49 4.39 N/A N/A 31,732 15,536 154,059 146,367 2023-06-05 $75.19 $60.00 41.9% 12.1% 33.6% 0.6% 42.2% 2.4% -0.0% 11.0M -539.0M -2.3M 0.40 9.56 N/A N/A 16,138 6,441 146,940 145,011 2023-06-06 $74.62 $60.00 39.8% 11.6% 33.3% 0.0% 40.1% 2.2% 0.4% 11.8M -523.6M -2.3M 0.42 6.16 N/A N/A 18,545 7,809 154,206 149,297 2023-06-07 $73.86 $60.00 38.8% 11.4% 33.3% 0.0% 40.1% 1.5% 1.1% 12.5M -491.2M -2.3M 0.64 3.10 N/A N/A 7,658 4,865 160,850 153,991 2023-06-08 $74.22 $60.00 38.1% 11.1% 32.7% 0.0% 39.0% 1.5% 0.8% 10.6M -499.0M -2.3M 0.94 3.83 N/A N/A 2,867 2,702 161,394 157,111 2023-06-09 $74.52 $60.00 37.2% 11.1% 31.8% 0.0% 38.8% 1.6% 0.9% 7.6M -506.1M -2.3M 0.46 6.27 N/A N/A 6,506 2,974 162,375 160,098 2023-06-12 $75.27 $60.00 39.1% 11.3% 27.8% 2.7% 39.4% 1.9% 0.2% 8.1M -473.3M -2.3M 0.65 2.61 N/A N/A 10,052 6,503 143,189 150,960 2023-06-13 $77.48 $60.00 37.8% 11.2% 28.3% 0.8% 38.5% 1.4% 1.1% 10.2M -568.6M -2.3M 0.52 5.47 N/A N/A 11,085 5,811 145,021 153,657 2023-06-14 $76.69 $60.00 37.2% 10.9% 29.1% 0.0% 37.9% 1.9% 1.1% 8.7M -526.9M -2.3M 0.76 7.53 N/A N/A 7,744 5,850 145,203 155,187 2023-06-15 $77.43 $65.00 38.0% 11.2% 28.1% 1.2% 38.7% 1.7% 1.2% 9.8M -561.1M -2.3M 0.46 3.08 N/A N/A 17,026 7,890 146,003 158,055 2023-06-16 $76.47 $65.00 36.5% 10.6% 28.2% 0.0% 37.1% 1.3% 0.8% 5.6M -523.1M -2.3M 0.50 8.15 N/A N/A 11,467 5,725 153,083 161,557 2023-06-20 $75.71 $65.00 37.2% 10.7% 27.8% 1.1% 38.1% 1.0% 1.3% 4.9M -302.5M -2.3M 0.69 3.43 N/A N/A 6,839 4,719 116,446 98,276 2023-06-21 $76.40 $65.00 37.3% 10.7% 26.3% 1.2% 37.3% 1.5% 1.9% 6.5M -329.0M -2.3M 0.66 4.56 N/A N/A 7,991 5,256 119,517 99,972 2023-06-22 $76.82 $65.00 36.5% 10.4% 23.2% 0.0% 36.5% 1.4% 1.7% 8.3M -344.1M -2.3M 0.98 2.97 N/A N/A 8,083 7,944 122,193 102,591 2023-06-23 $76.28 $65.00 36.3% 10.2% 23.2% 0.0% 35.9% 1.3% 2.0% 1.6M -321.3M -2.3M 0.97 3.49 N/A N/A 9,598 9,302 125,061 107,140 2023-06-26 $75.64 $65.00 37.2% 10.3% 23.7% 1.3% 36.7% 1.5% 2.0% 4.8M -289.9M -2.3M 1.66 3.58 N/A N/A 6,083 10,115 119,219 97,850 2023-06-27 $77.10 $65.00 36.8% 10.2% 23.8% 0.8% 36.0% 1.7% 1.6% 5.3M -324.0M -2.4M 1.04 3.10 N/A N/A 5,709 5,940 121,427 103,828 2023-06-28 $78.52 $65.00 37.2% 10.1% 22.3% 1.3% 35.6% 1.5% 1.6% 8.3M -378.6M -2.5M 0.47 3.36 N/A N/A 17,382 8,122 124,143 106,636 2023-06-29 $77.16 $65.00 37.7% 10.1% 23.8% 2.0% 35.5% 1.7% 1.0% 5.8M -332.7M -2.6M 0.46 3.48 N/A N/A 12,711 5,827 130,774 110,111 2023-06-30 $77.59 $70.00 36.0% 9.6% 20.5% 0.0% 33.8% 1.3% 1.3% 8.5M -353.4M -2.6M 0.34 3.81 N/A N/A 18,942 6,380 137,289 113,428
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