TTD Options History — December 2023 In December 2023, TTD traded between $68.36 and $77.38. ATM implied volatility averaged 36.8%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 8.4% (HV 20d: 45.2%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2023-12-14 : Highest Volume — 43,439 contracts2023-12-20 : Largest IV spike — 5.5% change2023-12-26 : Highest IV Rank — 13.9%2023-12-01 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $72.83 $68.36 $77.38 $71.77 $72.03 Max Pain $68.50 $67.50 $70.00 $67.50 $70.00 ATM IV 36.8% 34.9% 39.9% 36.1% 38.4% Expected Move 10.6% 10.1% 11.3% 11.3% 10.4% HV 20d 45.2% 30.1% 76.1% 76.1% 33.4% HV 60d 59.1% 58.5% 59.5% 59.0% 58.5% IV Rank 7.1% 3.0% 13.9% 5.7% 10.7% IV Percentile 11.9% 1.6% 26.2% 6.0% 23.4% Term Structure 0.5% -0.3% 1.2% -0.1% 0.7% VWIV 37.4% 35.6% 40.1% 39.8% 37.2% Skew 25d 0.4% -0.2% 1.4% 0.3% 0.9% Skew 10d 1.1% -0.4% 3.2% 1.6% 0.1% Call IV 25d 37.3% 35.4% 40.2% 36.8% 38.5% Put IV 25d 37.7% 36.1% 40.8% 37.0% 39.4% Bid-Ask Spread % 4.91 3.07 6.98 6.76 5.85 Gamma HHI 0.08 0.05 0.28 0.07 0.12 Net GEX 6.6M -1.3M 15.5M 10.6M -1.3M Net DEX -210.3M -396.7M -46.3M -244.8M -127.8M Net VEX -2.8M -2.9M -2.7M -2.8M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.27 0.86 0.43 0.86 Total Volume 21,048.5 8,648 43,439 39,206 20,934 Total OI 281,414.15 252,270 297,480 294,868 286,407
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 2023-12-01 $71.77 $67.50 36.1% 11.3% 76.1% 5.7% 39.8% 0.3% -0.1% 10.6M -244.8M -2.8M 0.43 6.76 N/A N/A 27,475 11,731 160,743 134,125 2023-12-04 $68.82 $67.50 36.8% 10.5% 75.0% 7.2% 36.8% 1.3% 0.2% 2.4M -67.9M -2.7M 0.43 3.12 N/A N/A 20,429 8,756 151,931 124,979 2023-12-05 $68.36 $67.50 36.2% 10.6% 74.7% 5.9% 36.6% 1.1% 0.8% 1.1M -46.3M -2.7M 0.27 3.96 N/A N/A 10,838 2,920 154,389 128,335 2023-12-06 $68.56 $67.50 35.7% 10.6% 74.6% 4.8% 37.1% 0.8% 1.1% 2.7M -64.9M -2.7M 0.50 4.37 N/A N/A 8,172 4,047 159,803 129,062 2023-12-07 $68.57 $67.50 35.8% 10.5% 74.4% 4.9% 36.8% 1.4% 0.6% 1.6M -58.0M -2.7M 0.46 4.12 N/A N/A 5,918 2,730 161,210 130,907 2023-12-08 $70.46 $67.50 35.4% 10.4% 75.0% 4.2% 37.7% 0.7% 0.3% 9.9M -162.9M -2.7M 0.47 4.74 N/A N/A 15,375 7,279 162,827 131,291 2023-12-11 $71.63 $67.50 35.8% 10.4% 37.0% 4.9% 36.6% 0.7% 0.3% 6.8M -197.3M -2.7M 0.34 3.36 N/A N/A 13,335 4,598 149,664 127,021 2023-12-12 $71.41 $67.50 35.3% 10.2% 36.5% 3.8% 36.0% 0.6% 0.0% 7.7M -184.7M -2.7M 0.60 3.94 N/A N/A 7,322 4,418 152,973 127,869 2023-12-13 $74.37 $67.50 34.9% 10.1% 31.7% 3.0% 35.6% 0.6% -0.0% 12.4M -332.4M -2.8M 0.37 6.05 N/A N/A 14,806 5,478 155,363 129,640 2023-12-14 $75.61 $67.50 36.1% 10.3% 32.0% 5.6% 36.9% -0.1% -0.1% 12.6M -396.7M -2.8M 0.56 5.70 N/A N/A 27,758 15,681 156,317 130,627 2023-12-15 $74.72 $67.50 35.8% 10.3% 30.1% 5.0% 36.5% -0.2% -0.3% 15.5M -331.2M -2.8M 0.39 6.98 N/A N/A 13,762 5,389 160,440 137,040 2023-12-18 $75.70 $67.50 36.0% 10.3% 30.1% 5.4% 37.0% -0.2% 1.2% 5.2M -261.4M -2.8M 0.41 3.14 N/A N/A 18,260 7,572 134,833 117,437 2023-12-19 $77.38 $70.00 35.7% 10.2% 30.4% 4.8% 36.3% -0.2% 1.1% 10.2M -350.1M -2.9M 0.58 3.07 N/A N/A 13,224 7,619 146,625 120,045 2023-12-20 $75.91 $70.00 37.7% 10.8% 30.3% 9.2% 38.4% 0.1% 1.0% 7.7M -288.1M -2.9M 0.59 4.93 N/A N/A 12,941 7,641 149,247 122,162 2023-12-21 $76.56 $70.00 37.6% 10.8% 30.1% 9.1% 38.1% -0.1% 0.5% 8.9M -313.5M -2.9M 0.46 4.93 N/A N/A 10,002 4,631 152,535 124,457 2023-12-22 $73.50 $70.00 38.0% 10.8% 34.5% 9.8% 38.2% -0.1% 0.8% 1.6M -171.2M -2.8M 0.45 5.29 N/A N/A 26,104 11,749 156,105 126,859 2023-12-26 $73.66 $70.00 39.9% 11.3% 32.9% 13.9% 40.1% 0.6% 0.2% 4.2M -191.0M -2.9M 0.36 6.12 N/A N/A 14,222 5,169 149,076 122,564 2023-12-27 $74.05 $70.00 39.2% 11.0% 32.7% 12.4% 39.3% 0.4% 0.7% 6.7M -218.7M -2.9M 0.43 5.61 N/A N/A 8,617 3,664 155,527 124,683 2023-12-28 $73.52 $70.00 38.8% 10.7% 32.5% 11.5% 38.0% 0.3% 1.0% 6.1M -197.0M -2.8M 0.45 6.15 N/A N/A 7,198 3,206 158,043 125,122 2023-12-29 $72.03 $70.00 38.4% 10.4% 33.4% 10.7% 37.2% 0.9% 0.7% -1.3M -127.8M -2.8M 0.86 5.85 N/A N/A 11,257 9,677 160,178 126,229
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