TTD Options History — July 2023 In July 2023, TTD traded between $75.00 and $91.25. ATM implied volatility averaged 55.2%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 16.3% (HV 20d: 38.9%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2023-07-13 : Highest Volume — 86,826 contracts2023-07-10 : Largest IV spike — 19.4% change2023-07-13 : Highest IV Rank — 38.1%2023-07-31 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $83.95 $75.00 $91.25 $77.28 $90.90 Max Pain $78.00 $70.00 $80.00 $70.00 $80.00 ATM IV 55.2% 37.4% 62.6% 37.4% 59.1% Expected Move 16.4% 9.8% 19.6% 9.8% 19.6% HV 20d 38.9% 19.4% 50.7% 19.7% 50.7% HV 60d 34.4% 28.8% 37.7% 29.8% 37.1% IV Rank 27.5% 2.0% 38.1% 2.0% 33.1% IV Percentile 26.0% 4.4% 37.7% 4.4% 32.5% Term Structure 1.0% -3.4% 17.9% 16.2% -3.1% VWIV 57.6% 34.3% 69.2% 34.3% 69.2% Skew 25d 1.3% -0.2% 2.1% 1.4% 0.8% Skew 10d 3.0% 0.3% 4.6% 3.0% 2.5% Call IV 25d 55.2% 37.4% 64.8% 37.4% 58.8% Put IV 25d 56.5% 38.9% 64.6% 38.9% 59.6% Bid-Ask Spread % 6.33 3.15 11.91 3.15 4.05 Gamma HHI 0.11 0.06 0.20 0.14 0.09 Net GEX 8.8M -1.2M 22.9M 7.8M 8.4M Net DEX -495.5M -866.5M -232.5M -323.3M -572.3M Net VEX -2.9M -3.2M -2.5M -2.6M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.32 0.99 0.54 0.65 Total Volume 28,561.45 6,800 86,826 6,800 24,494 Total OI 270,526.3 237,375 324,906 237,375 243,674
Daily Data (20 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 2023-07-03 $77.28 $70.00 37.4% 9.8% 19.7% 2.0% 34.3% 1.4% 16.2% 7.8M -323.3M -2.6M 0.54 3.15 N/A N/A 4,422 2,378 131,011 106,364 2023-07-05 $77.55 $70.00 38.7% 10.1% 19.4% 3.9% 35.5% 1.2% 16.3% 8.5M -334.7M -2.6M 0.93 4.65 N/A N/A 5,939 5,516 132,740 107,595 2023-07-06 $75.00 $75.00 43.1% 15.7% 22.9% 10.2% 54.4% 1.7% 16.6% 1.2M -232.5M -2.5M 0.95 11.20 N/A N/A 7,958 7,569 134,634 110,662 2023-07-07 $75.87 $75.00 45.3% 15.6% 22.9% 13.3% 54.3% 1.4% 17.9% -1.2M -262.0M -2.5M 0.68 7.22 N/A N/A 9,897 6,685 136,330 113,823 2023-07-10 $75.50 $75.00 54.0% 16.0% 22.9% 25.9% 55.6% 1.7% -2.6% 3.4M -261.8M -2.6M 0.94 6.24 N/A N/A 4,508 4,235 132,889 113,497 2023-07-11 $82.69 $75.00 59.4% 16.7% 39.4% 33.6% 58.7% 1.2% -3.2% 11.4M -538.1M -2.8M 0.58 6.67 N/A N/A 43,477 25,101 135,097 116,469 2023-07-12 $84.81 $80.00 59.0% 16.0% 40.0% 32.9% 56.4% 2.1% -3.2% 17.0M -649.6M -2.9M 0.85 3.41 N/A N/A 15,123 12,884 151,520 126,828 2023-07-13 $87.36 $80.00 62.6% 17.1% 40.1% 38.1% 59.7% -0.2% -3.4% 16.1M -749.5M -3.0M 0.46 3.20 N/A N/A 59,644 27,182 153,195 132,184 2023-07-14 $90.22 $80.00 60.9% 16.8% 40.6% 35.6% 59.0% 0.5% -3.1% 22.9M -866.5M -3.1M 0.56 7.10 N/A N/A 34,965 19,721 169,050 141,169 2023-07-17 $91.25 $80.00 60.8% 17.1% 40.6% 35.5% 60.8% 1.8% -2.4% 15.5M -843.0M -3.1M 0.93 5.67 N/A N/A 18,101 16,884 159,281 134,938 2023-07-18 $88.53 $80.00 59.1% 16.8% 42.3% 33.1% 59.1% 1.3% -2.5% 12.4M -698.4M -3.1M 0.79 6.58 N/A N/A 16,106 12,696 161,697 143,322 2023-07-19 $88.19 $80.00 57.9% 16.6% 42.0% 31.3% 59.1% 1.0% -2.2% 13.4M -691.9M -3.2M 0.32 9.36 N/A N/A 17,042 5,462 165,964 146,683 2023-07-20 $83.91 $80.00 57.3% 16.5% 46.7% 30.4% 58.2% 0.9% -2.7% 6.3M -452.6M -3.1M 0.75 11.91 N/A N/A 16,336 12,317 172,267 148,582 2023-07-21 $84.41 $80.00 56.5% 16.5% 46.7% 29.4% 58.5% 1.8% -3.1% 3.3M -476.1M -3.1M 0.91 10.89 N/A N/A 8,361 7,571 173,993 150,913 2023-07-24 $82.16 $80.00 57.2% 17.1% 47.9% 30.3% 61.3% 1.7% -2.3% 3.5M -267.9M -3.0M 0.99 5.15 N/A N/A 12,382 12,247 131,523 106,966 2023-07-25 $83.63 $80.00 58.2% 17.6% 47.9% 31.7% 61.8% 1.7% -2.9% 3.7M -321.6M -3.1M 0.79 5.10 N/A N/A 7,721 6,117 133,762 114,607 2023-07-26 $84.25 $80.00 60.0% 18.6% 47.6% 34.4% 65.5% 1.5% -3.3% 4.6M -351.0M -3.1M 0.62 6.09 N/A N/A 12,193 7,608 136,347 117,055 2023-07-27 $85.04 $80.00 59.8% 18.6% 47.4% 34.1% 65.6% 1.2% -3.1% 5.3M -383.5M -3.1M 0.78 4.71 N/A N/A 14,022 10,982 137,765 120,916 2023-07-28 $90.39 $80.00 57.9% 18.2% 50.7% 31.4% 64.4% 0.9% -3.1% 12.2M -633.7M -3.1M 0.50 4.25 N/A N/A 23,614 11,769 140,418 124,796 2023-07-31 $90.90 $80.00 59.1% 19.6% 50.7% 33.1% 69.2% 0.8% -3.1% 8.4M -572.3M -3.1M 0.65 4.05 N/A N/A 14,835 9,659 130,820 112,854
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