TTD Options History — October 2023 In October 2023, TTD traded between $65.69 and $85.29. ATM implied volatility averaged 59.6%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 16.5% (HV 20d: 43.1%). Max pain ranged from $73.00 to $80.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2023-10-13 : Highest Volume — 53,076 contracts2023-10-09 : Largest IV spike — 15.1% change2023-10-26 : Highest IV Rank — 53.4%2023-10-31 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $77.00 $65.69 $85.29 $78.00 $70.86 Max Pain $78.45 $73.00 $80.00 $73.00 $77.50 ATM IV 59.6% 43.5% 72.7% 43.5% 68.4% Expected Move 18.0% 12.1% 23.8% 12.1% 23.8% HV 20d 43.1% 32.7% 58.6% 32.8% 58.6% HV 60d 41.3% 38.8% 45.2% 43.0% 45.2% IV Rank 35.0% 12.4% 53.4% 12.4% 47.4% IV Percentile 56.7% 25.4% 87.3% 25.4% 82.1% Term Structure 0.3% -4.3% 13.2% 12.0% -3.9% VWIV 63.0% 41.7% 83.5% 41.7% 83.5% Skew 25d 4.9% 3.0% 8.9% 3.2% 6.3% Skew 10d 9.4% 6.1% 14.7% 6.1% 12.1% Call IV 25d 57.7% 43.0% 69.5% 43.0% 65.1% Put IV 25d 62.6% 46.2% 78.4% 46.2% 71.3% Bid-Ask Spread % 7.31 2.96 11.53 3.06 4.06 Gamma HHI 0.07 0.05 0.18 0.06 0.07 Net GEX 3.0M -7.0M 15.1M 4.2M -2.6M Net DEX -164.9M -520.7M 202.4M -225.4M 22.8M Net VEX -2.8M -3.1M -2.4M -2.8M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.37 1.62 0.78 0.73 Total Volume 17,800.5 6,397 53,076 6,397 11,482 Total OI 271,774.136 223,774 312,513 252,396 246,603
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 2023-10-02 $78.00 $73.00 43.5% 12.1% 32.8% 12.4% 41.7% 3.2% 12.0% 4.2M -225.4M -2.8M 0.78 3.06 N/A N/A 3,604 2,793 133,972 118,424 2023-10-03 $76.17 $74.00 46.2% 13.1% 32.7% 16.2% 45.5% 4.0% 12.0% 2.4M -164.9M -2.8M 0.70 2.96 N/A N/A 4,392 3,064 135,604 120,539 2023-10-04 $79.66 $74.00 44.7% 12.5% 35.8% 14.1% 44.3% 3.3% 12.4% 6.6M -287.4M -2.8M 0.84 3.65 N/A N/A 8,190 6,920 138,322 122,196 2023-10-05 $78.38 $77.50 47.9% 16.4% 35.7% 18.5% 57.0% 3.7% 13.1% 5.0M -243.2M -2.9M 0.74 10.44 N/A N/A 7,018 5,201 141,547 124,356 2023-10-06 $82.63 $77.50 48.9% 16.2% 40.9% 20.0% 57.2% 3.0% 13.2% 11.5M -421.6M -3.0M 0.60 8.31 N/A N/A 19,753 11,851 145,727 127,517 2023-10-09 $84.24 $77.50 56.3% 16.4% 39.2% 30.4% 57.6% 3.5% -2.4% 11.0M -466.6M -3.0M 0.50 10.19 N/A N/A 11,798 5,899 146,311 129,270 2023-10-10 $85.29 $80.00 56.7% 16.2% 39.4% 31.0% 56.9% 4.0% -1.8% 14.5M -520.7M -3.0M 0.53 10.32 N/A N/A 9,306 4,897 152,032 130,961 2023-10-11 $84.94 $80.00 60.1% 16.6% 39.3% 35.7% 60.8% 3.6% -2.2% 14.2M -506.6M -3.0M 1.20 6.34 N/A N/A 10,763 12,959 155,032 133,299 2023-10-12 $84.69 $80.00 60.3% 16.7% 39.3% 36.0% 58.8% 4.1% -2.4% 15.1M -486.9M -3.1M 0.71 8.14 N/A N/A 9,594 6,794 159,264 143,015 2023-10-13 $80.11 $80.00 63.2% 17.6% 43.0% 40.1% 62.4% 3.9% -2.3% 5.3M -244.3M -3.0M 0.37 10.19 N/A N/A 38,735 14,341 163,612 146,884 2023-10-16 $81.09 $80.00 60.4% 17.1% 41.4% 36.1% 60.3% 4.7% -3.7% 5.8M -290.6M -3.0M 0.86 11.13 N/A N/A 9,263 8,009 154,797 141,192 2023-10-17 $79.62 $80.00 60.7% 17.3% 41.5% 36.5% 61.2% 4.4% -3.5% 2.5M -216.2M -2.9M 0.66 11.25 N/A N/A 4,098 2,705 157,775 144,624 2023-10-18 $76.44 $80.00 62.2% 17.8% 44.0% 38.7% 62.0% 5.0% -3.6% -2.9M -70.8M -2.8M 0.67 10.02 N/A N/A 9,254 6,237 157,372 145,145 2023-10-19 $75.50 $80.00 63.5% 18.4% 42.4% 40.5% 64.4% 4.7% -4.3% -4.2M -43.0M -2.8M 0.76 11.53 N/A N/A 10,491 7,942 159,769 144,878 2023-10-20 $74.06 $80.00 64.4% 18.9% 42.7% 41.8% 65.9% 6.0% -4.0% -7.0M 35.0M -2.7M 0.91 9.86 N/A N/A 7,785 7,104 163,811 148,702 2023-10-23 $73.97 $80.00 64.0% 19.5% 41.9% 41.2% 67.0% 6.0% -2.6% -1.8M 7.2M -2.7M 0.57 6.00 N/A N/A 7,508 4,278 113,543 110,231 2023-10-24 $76.24 $80.00 62.8% 19.3% 43.2% 39.6% 67.7% 5.6% -3.0% 9.6K -59.2M -2.8M 0.42 4.49 N/A N/A 8,895 3,750 117,000 112,930 2023-10-25 $71.69 $80.00 65.7% 20.7% 48.4% 43.6% 71.8% 5.6% -3.6% -2.7M 63.1M -2.7M 0.88 3.83 N/A N/A 11,906 10,484 121,884 115,463 2023-10-26 $65.69 $80.00 72.7% 23.4% 55.2% 53.4% 80.3% 8.9% -4.2% -3.5M 202.4M -2.4M 1.62 5.38 N/A N/A 15,046 24,409 126,727 120,099 2023-10-27 $66.88 $77.50 70.4% 23.0% 55.7% 50.2% 77.9% 7.3% -4.3% -2.7M 182.3M -2.6M 0.99 5.76 N/A N/A 6,805 6,709 135,202 131,237 2023-10-30 $67.81 $77.50 68.5% 23.4% 56.2% 47.5% 81.3% 6.6% -3.2% -4.9M 106.8M -2.6M 1.30 3.98 N/A N/A 4,171 5,408 119,851 122,312 2023-10-31 $70.86 $77.50 68.4% 23.8% 58.6% 47.4% 83.5% 6.3% -3.9% -2.6M 22.8M -2.7M 0.73 4.06 N/A N/A 6,626 4,856 122,400 124,203
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