TTD Options History — August 2023 In August 2023, TTD traded between $70.93 and $90.30. ATM implied volatility averaged 47.3%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 1.5% (HV 20d: 45.7%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2023-08-09 : Highest Volume — 70,503 contracts2023-08-10 : Largest IV drop — 33.3% change2023-08-09 : Highest IV Rank — 41.0%2023-08-02 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $78.61 $70.93 $90.30 $90.30 $80.53 Max Pain $79.26 $75.00 $85.00 $81.00 $75.00 ATM IV 47.3% 37.2% 64.6% 59.2% 37.2% Expected Move 13.5% 10.5% 21.5% 19.8% 10.5% HV 20d 45.7% 41.5% 53.8% 50.8% 42.3% HV 60d 39.6% 36.8% 41.2% 36.8% 40.9% IV Rank 16.1% 1.7% 41.0% 33.3% 1.7% IV Percentile 18.7% 2.4% 52.0% 33.3% 2.8% Term Structure -0.7% -4.1% 1.2% -3.3% 0.6% VWIV 47.5% 36.9% 75.6% 69.7% 36.9% Skew 25d 2.3% 1.1% 3.0% 1.1% 2.3% Skew 10d 4.5% 2.5% 6.4% 2.5% 4.4% Call IV 25d 46.9% 36.2% 63.6% 59.2% 36.2% Put IV 25d 49.2% 38.5% 66.2% 60.3% 38.5% Bid-Ask Spread % 5.75 2.65 14.75 5.00 7.36 Gamma HHI 0.10 0.06 0.22 0.08 0.12 Net GEX 3.5M -9.3M 11.3M 8.1M 11.3M Net DEX -211.6M -552.5M 90.3M -552.5M -374.1M Net VEX -2.9M -3.2M -2.7M -3.1M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.15 1.35 0.74 0.94 Total Volume 19,931.043 7,715 70,503 11,502 12,737 Total OI 263,580.739 236,713 317,194 255,213 255,524
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 2023-08-01 $90.30 $81.00 59.2% 19.8% 50.8% 33.3% 69.7% 1.1% -3.3% 8.1M -552.5M -3.1M 0.74 5.00 N/A N/A 6,627 4,875 137,154 118,059 2023-08-02 $86.57 $82.00 62.6% 21.5% 53.8% 38.1% 75.6% 1.7% -3.1% 5.4M -403.3M -3.2M 0.77 4.79 N/A N/A 9,985 7,692 139,288 119,772 2023-08-03 $84.82 $85.00 62.3% 16.2% 52.8% 37.7% 57.0% 1.7% -4.1% 4.5M -328.7M -3.2M 0.60 9.42 N/A N/A 6,081 3,662 142,822 122,425 2023-08-04 $84.73 $85.00 62.0% 16.3% 52.8% 37.3% 57.0% 1.5% -3.6% 10.0M -303.4M -3.2M 0.78 14.75 N/A N/A 8,401 6,562 143,540 124,037 2023-08-07 $85.73 $85.00 63.3% 16.9% 52.7% 39.1% 58.9% 1.8% -2.8% 4.5M -362.1M -3.2M 1.12 8.03 N/A N/A 11,765 13,219 130,944 114,363 2023-08-08 $85.16 $85.00 63.6% 17.1% 42.2% 39.5% 60.3% 2.1% -3.1% 2.9M -334.2M -3.2M 0.62 13.63 N/A N/A 11,960 7,371 135,368 124,763 2023-08-09 $81.97 $85.00 64.6% 17.6% 43.5% 41.0% 62.2% 2.6% -3.5% 1.9M -239.0M -3.1M 0.88 10.37 N/A N/A 37,406 33,097 142,710 126,943 2023-08-10 $77.02 $85.00 43.1% 12.6% 46.8% 10.1% 44.1% 1.8% 0.9% -9.3M 40.5M -2.9M 1.13 3.11 N/A N/A 32,927 37,155 164,059 149,524 2023-08-11 $74.63 $80.00 42.1% 12.1% 45.3% 8.7% 43.9% 1.9% 0.3% -9.0M 90.3M -2.8M 1.21 8.86 N/A N/A 20,556 24,828 169,763 147,431 2023-08-14 $74.89 $80.00 42.2% 12.2% 44.9% 8.9% 42.8% 2.5% -0.1% -592.4K -75.7M -2.8M 0.56 4.17 N/A N/A 7,983 4,505 149,022 123,491 2023-08-15 $73.63 $80.00 42.0% 12.0% 44.3% 8.6% 42.6% 2.9% 0.5% -645.6K -41.0M -2.8M 0.72 4.22 N/A N/A 4,954 3,591 152,746 124,276 2023-08-16 $72.75 $80.00 40.8% 11.7% 44.3% 6.9% 41.1% 2.6% 1.2% -1.1M -23.4M -2.8M 1.35 4.87 N/A N/A 5,249 7,070 154,164 123,325 2023-08-17 $70.93 $80.00 42.8% 12.2% 42.2% 9.7% 42.4% 3.0% 0.4% -2.5M 8.0M -2.7M 1.00 3.95 N/A N/A 9,072 9,088 155,642 122,104 2023-08-18 $72.59 $75.00 41.7% 11.9% 43.4% 8.2% 41.7% 2.8% 0.9% 168.7K -66.2M -2.8M 0.78 4.72 N/A N/A 5,687 4,413 158,487 119,703 2023-08-21 $73.52 $75.00 41.9% 11.9% 43.3% 8.5% 41.5% 3.0% -0.2% 2.1M -142.0M -2.8M 0.15 3.93 N/A N/A 16,067 2,335 130,374 106,339 2023-08-22 $74.66 $75.00 41.1% 11.6% 43.1% 7.3% 40.4% 2.9% 0.0% 5.1M -183.1M -2.8M 0.31 2.66 N/A N/A 8,898 2,735 136,738 107,393 2023-08-23 $77.88 $75.00 40.3% 11.5% 46.2% 6.2% 41.1% 2.3% -0.1% 9.0M -292.8M -2.8M 0.40 2.74 N/A N/A 12,744 5,076 139,221 108,554 2023-08-24 $74.75 $75.00 40.3% 11.5% 47.7% 6.2% 40.3% 2.6% -0.0% 5.5M -184.3M -2.8M 0.56 3.55 N/A N/A 7,738 4,367 141,911 109,780 2023-08-25 $76.00 $75.00 39.1% 11.1% 41.6% 4.4% 38.8% 2.8% 0.4% 9.6M -223.6M -2.8M 0.53 2.65 N/A N/A 5,462 2,890 145,170 111,559 2023-08-28 $76.23 $75.00 39.4% 11.1% 41.5% 4.8% 38.8% 2.8% 0.7% 4.5M -215.8M -2.8M 0.61 3.38 N/A N/A 4,778 2,937 132,668 107,914 2023-08-29 $78.60 $75.00 38.3% 10.8% 43.8% 3.3% 37.7% 2.5% 0.1% 8.1M -304.9M -2.8M 0.58 2.74 N/A N/A 6,931 3,989 135,455 109,646 2023-08-30 $80.06 $75.00 37.2% 10.5% 42.6% 1.7% 36.9% 1.6% 0.9% 10.4M -356.4M -2.8M 0.80 3.32 N/A N/A 7,183 5,766 137,448 110,738 2023-08-31 $80.53 $75.00 37.2% 10.5% 42.3% 1.7% 36.9% 2.3% 0.6% 11.3M -374.1M -2.8M 0.94 7.36 N/A N/A 6,568 6,169 140,932 114,592
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