TTD Options History — January 2024 In January 2024, TTD traded between $63.66 and $71.31. ATM implied volatility averaged 55.0%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 23.0% (HV 20d: 32.0%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2024-01-17 : Highest Volume — 37,514 contracts2024-01-16 : Largest IV spike — 32.5% change2024-01-30 : Highest IV Rank — 78.8%2024-01-31 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $68.18 $63.66 $71.31 $70.16 $68.49 Max Pain $68.45 $65.00 $70.00 $70.00 $67.50 ATM IV 55.0% 37.6% 69.2% 40.4% 69.0% Expected Move 18.6% 11.1% 24.9% 11.1% 24.9% HV 20d 32.0% 26.4% 37.3% 34.2% 36.5% HV 60d 55.9% 51.7% 58.7% 58.7% 51.7% IV Rank 47.4% 8.9% 78.8% 15.1% 78.2% IV Percentile 60.6% 20.2% 92.1% 29.0% 91.7% Term Structure 2.8% -4.9% 21.3% 0.2% -3.7% VWIV 65.2% 39.9% 86.5% 39.9% 86.5% Skew 25d 1.7% -0.1% 3.4% 1.3% 2.3% Skew 10d 3.7% 0.8% 6.8% 1.8% 4.6% Call IV 25d 54.3% 38.1% 68.7% 40.6% 68.7% Put IV 25d 56.0% 38.1% 71.0% 41.9% 71.0% Bid-Ask Spread % 8.52 3.25 17.83 6.78 6.57 Gamma HHI 0.07 0.05 0.13 0.05 0.05 Net GEX 336.5K -4.5M 6.1M -455.8K 2.6M Net DEX -41.5M -181.2M 134.2M -58.2M -78.5M Net VEX -2.6M -2.8M -2.4M -2.7M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.28 1.45 0.68 0.75 Total Volume 21,102.905 12,106 37,514 17,010 12,106 Total OI 271,351.143 210,810 318,943 273,320 239,569
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 2024-01-02 $70.16 $70.00 40.4% 11.1% 34.2% 15.1% 39.9% 1.3% 0.2% -455.8K -58.2M -2.7M 0.68 6.78 N/A N/A 10,103 6,907 150,819 122,501 2024-01-03 $69.08 $70.00 40.6% 11.2% 31.2% 15.6% 40.3% 1.1% 0.7% -2.2M -14.9M -2.7M 0.52 5.76 N/A N/A 12,249 6,383 154,699 125,940 2024-01-04 $68.76 $70.00 40.1% 16.3% 31.1% 14.6% 57.7% 0.6% 0.0% -2.4M -6.8M -2.6M 0.46 12.60 N/A N/A 11,368 5,245 160,396 126,727 2024-01-05 $67.82 $70.00 38.9% 16.2% 31.5% 11.7% 57.2% 0.3% -0.1% -4.5M 34.5M -2.6M 0.67 17.83 N/A N/A 12,560 8,411 166,227 128,994 2024-01-08 $69.37 $70.00 39.0% 16.6% 32.6% 12.0% 58.6% 0.9% 19.1% 229.2K -52.8M -2.6M 0.28 14.02 N/A N/A 19,233 5,409 159,741 125,787 2024-01-09 $68.44 $70.00 38.2% 16.7% 31.3% 10.2% 58.8% 0.3% 20.0% 1.4M -34.0M -2.6M 0.50 10.13 N/A N/A 10,942 5,481 168,662 128,355 2024-01-10 $68.26 $70.00 37.6% 16.7% 30.6% 8.9% 59.8% 0.1% 20.4% 801.4K -28.4M -2.6M 0.85 13.19 N/A N/A 10,947 9,355 171,687 129,579 2024-01-11 $67.94 $70.00 41.8% 16.7% 30.6% 18.2% 59.7% -0.1% 20.8% -205.0K -17.1M -2.6M 0.80 12.46 N/A N/A 8,937 7,170 174,223 129,536 2024-01-12 $66.75 $70.00 45.8% 16.9% 26.4% 27.0% 60.3% 0.3% 21.3% -398.3K 40.6M -2.6M 1.09 7.10 N/A N/A 10,601 11,547 177,180 132,873 2024-01-16 $63.66 $67.50 60.7% 18.0% 29.0% 59.9% 63.2% 1.6% -2.9% -4.4M 134.2M -2.4M 0.60 6.60 N/A N/A 15,803 9,494 166,884 132,563 2024-01-17 $64.33 $67.50 64.0% 18.4% 29.7% 67.3% 64.3% 2.2% -3.1% -3.1M 92.8M -2.5M 1.45 5.52 N/A N/A 15,331 22,183 172,719 133,060 2024-01-18 $64.94 $67.50 64.4% 18.7% 29.4% 68.2% 65.1% 2.4% -3.9% -2.0M 36.0M -2.5M 0.94 14.43 N/A N/A 12,960 12,152 178,921 133,210 2024-01-19 $66.77 $65.00 64.0% 18.7% 30.3% 67.4% 65.8% 2.3% -4.2% -2.1M -46.3M -2.6M 0.74 15.03 N/A N/A 13,519 9,993 183,309 135,634 2024-01-22 $69.57 $67.50 65.8% 20.0% 34.4% 71.2% 69.9% 2.5% -3.0% 3.7M -123.7M -2.7M 0.70 4.87 N/A N/A 20,229 14,121 110,553 100,257 2024-01-23 $70.13 $67.50 66.6% 20.7% 34.4% 73.1% 71.5% 2.3% -3.5% 4.9M -148.9M -2.7M 0.34 4.27 N/A N/A 15,755 5,369 118,615 102,274 2024-01-24 $69.80 $67.50 66.0% 20.9% 31.6% 71.8% 72.8% 2.9% -3.0% 6.1M -144.6M -2.7M 0.71 5.42 N/A N/A 11,736 8,348 125,541 104,859 2024-01-25 $68.82 $67.50 67.4% 21.5% 31.8% 74.9% 75.3% 3.1% -4.1% 2.0M -95.4M -2.7M 0.62 4.29 N/A N/A 8,428 5,257 127,130 108,052 2024-01-26 $67.94 $67.50 67.6% 21.8% 31.8% 75.3% 75.8% 2.3% -4.9% -1.5M -62.0M -2.7M 0.63 4.69 N/A N/A 8,922 5,620 131,172 108,282 2024-01-29 $71.31 $67.50 67.9% 23.3% 36.9% 75.8% 81.9% 2.4% -2.9% 5.1M -181.2M -2.8M 0.78 3.25 N/A N/A 14,046 11,005 117,689 102,382 2024-01-30 $69.52 $67.50 69.2% 24.6% 37.3% 78.8% 85.3% 3.4% -4.2% 3.5M -117.6M -2.8M 0.81 4.19 N/A N/A 9,914 8,022 123,489 108,284 2024-01-31 $68.49 $67.50 69.0% 24.9% 36.5% 78.2% 86.5% 2.3% -3.7% 2.6M -78.5M -2.8M 0.75 6.57 N/A N/A 6,917 5,189 127,608 111,961
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