TTD Options History — November 2023 In November 2023, TTD traded between $63.31 and $79.45. ATM implied volatility averaged 46.2%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 30.4% (HV 20d: 76.7%). Max pain ranged from $65.00 to $77.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.97.
Notable Days 2023-11-10 : Highest Volume — 235,658 contracts2023-11-10 : Largest IV drop — 31.4% change2023-11-01 : Highest IV Rank — 48.0%2023-11-01 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $70.46 $63.31 $79.45 $71.05 $70.56 Max Pain $66.88 $65.00 $77.50 $77.50 $67.00 ATM IV 46.2% 33.6% 68.8% 68.8% 35.7% Expected Move 13.2% 9.6% 24.8% 24.8% 10.9% HV 20d 76.7% 55.8% 89.3% 55.8% 79.6% HV 60d 54.7% 45.2% 60.1% 45.2% 58.9% IV Rank 17.9% 0.0% 48.0% 48.0% 4.7% IV Percentile 28.3% 0.0% 83.7% 83.7% 3.6% Term Structure -1.4% -4.3% 0.4% -3.8% -0.1% VWIV 46.5% 33.9% 88.3% 88.3% 38.4% Skew 25d 3.2% 0.9% 6.7% 6.2% 1.1% Skew 10d 6.5% 1.9% 12.6% 12.6% 2.5% Call IV 25d 45.1% 33.3% 66.1% 65.7% 35.8% Put IV 25d 48.4% 35.0% 72.8% 71.8% 36.9% Bid-Ask Spread % 16.38 5.85 32.40 6.76 7.36 Gamma HHI 0.10 0.05 0.42 0.06 0.07 Net GEX -490.8K -15.6M 7.8M -1.4M 7.8M Net DEX -33.8M -253.6M 490.5M 10.4M -174.7M Net VEX -2.7M -3.0M -2.2M -2.7M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.40 2.29 2.29 0.40 Total Volume 41,786.238 9,792 235,658 26,330 24,753 Total OI 295,089.571 251,130 359,273 252,663 285,911
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 2023-11-01 $71.05 $77.50 68.8% 24.8% 55.8% 48.0% 88.3% 6.2% -3.8% -1.4M 10.4M -2.7M 2.29 6.76 N/A N/A 8,002 18,328 125,940 126,723 2023-11-02 $75.81 $65.00 68.5% 17.8% 61.0% 47.5% 62.2% 6.7% -4.1% 1.7M -131.1M -2.9M 0.87 26.69 N/A N/A 12,757 11,144 131,050 137,885 2023-11-03 $79.45 $65.00 65.4% 17.0% 60.3% 43.2% 60.0% 6.2% -4.1% 4.6M -253.6M -3.0M 0.43 25.06 N/A N/A 14,711 6,266 136,519 143,664 2023-11-06 $77.48 $70.00 66.3% 17.7% 60.3% 44.5% 61.8% 5.9% -3.6% 170.2K -139.7M -2.9M 1.56 20.57 N/A N/A 10,340 16,159 122,819 128,311 2023-11-07 $78.03 $70.00 65.1% 17.6% 60.1% 42.7% 61.4% 4.7% -3.2% -604.9K -141.4M -3.0M 0.84 29.24 N/A N/A 9,890 8,297 129,259 140,819 2023-11-08 $78.60 $70.00 64.5% 17.4% 60.3% 42.0% 61.2% 5.2% -4.0% 199.9K -169.2M -3.0M 0.79 26.99 N/A N/A 9,243 7,327 135,346 146,091 2023-11-09 $76.63 $70.00 62.9% 17.0% 60.8% 39.6% 60.1% 5.0% -4.3% -1.1M -100.3M -2.9M 1.41 16.37 N/A N/A 41,771 58,716 139,881 149,902 2023-11-10 $64.05 $70.00 43.1% 12.3% 85.3% 19.2% 43.1% 3.6% -0.4% -15.6M 490.5M -2.2M 1.06 27.53 N/A N/A 114,403 121,255 168,401 182,467 2023-11-13 $63.31 $65.00 40.6% 11.7% 84.9% 13.4% 40.5% 3.7% -0.5% -4.5M 244.1M -2.4M 1.09 32.40 N/A N/A 30,754 33,599 167,484 151,680 2023-11-14 $67.66 $65.00 36.3% 10.4% 89.3% 3.6% 37.1% 2.7% 0.2% 1.0M -38.4M -2.6M 0.79 31.48 N/A N/A 47,083 37,177 177,682 152,127 2023-11-15 $68.26 $65.00 37.4% 10.7% 88.6% 6.2% 38.3% 2.4% -0.0% -2.7M -17.9M -2.7M 0.73 9.78 N/A N/A 22,484 16,349 180,402 170,909 2023-11-16 $66.34 $65.00 36.6% 10.5% 89.0% 4.4% 37.1% 2.6% 0.4% -8.0M 84.6M -2.6M 0.97 9.70 N/A N/A 11,238 10,873 186,940 172,204 2023-11-17 $66.27 $65.00 35.8% 10.2% 88.9% 2.4% 36.2% 2.0% 0.1% -12.1M 60.3M -2.6M 1.33 8.05 N/A N/A 15,534 20,738 189,481 169,792 2023-11-20 $67.33 $65.00 35.6% 10.1% 89.2% 2.0% 35.5% 1.8% -0.3% 1.4M -15.0M -2.6M 0.64 11.71 N/A N/A 12,155 7,754 145,116 125,988 2023-11-21 $65.98 $65.00 35.2% 10.1% 88.4% 1.1% 36.1% 1.6% -0.6% -545.7K 28.5M -2.6M 1.99 9.19 N/A N/A 8,056 16,034 150,718 126,978 2023-11-22 $67.10 $65.00 34.3% 9.7% 86.3% 0.0% 34.4% 1.6% -0.4% 803.1K -26.1M -2.6M 0.86 5.85 N/A N/A 10,985 9,404 153,669 129,365 2023-11-24 $67.23 $65.00 33.6% 9.6% 80.4% 0.0% 33.9% 1.8% -0.2% 1.8M -34.0M -2.6M 0.53 13.35 N/A N/A 6,420 3,372 158,851 131,109 2023-11-27 $69.40 $65.00 35.4% 10.5% 81.0% 4.0% 37.3% 0.9% -0.1% 4.4M -124.8M -2.7M 0.49 6.85 N/A N/A 20,293 10,028 143,250 123,657 2023-11-28 $68.90 $65.00 34.4% 10.3% 80.9% 1.9% 36.4% 1.0% 0.0% 4.9M -98.3M -2.7M 0.82 10.43 N/A N/A 6,659 5,494 150,031 127,517 2023-11-29 $70.13 $65.00 35.6% 10.8% 79.5% 4.5% 37.9% 0.9% -0.2% 7.4M -164.3M -2.7M 0.47 8.59 N/A N/A 14,751 6,915 152,221 128,722 2023-11-30 $70.56 $67.00 35.7% 10.9% 79.6% 4.7% 38.4% 1.1% -0.1% 7.8M -174.7M -2.8M 0.40 7.36 N/A N/A 17,743 7,010 154,698 131,213
« Oct 2023 | All History | Dec 2023 » Home TTD History November 2023