TTD Options History — February 2024 In February 2024, TTD traded between $67.20 and $88.34. ATM implied volatility averaged 56.7%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 3.8% (HV 20d: 52.9%). Max pain ranged from $67.50 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.56.
Notable Days 2024-02-16 : Highest Volume — 257,979 contracts2024-02-16 : Largest IV drop — 40.7% change2024-02-08 : Highest IV Rank — 92.0%2024-02-12 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $76.81 $67.20 $88.34 $67.20 $85.27 Max Pain $70.25 $67.50 $75.00 $70.00 $75.00 ATM IV 56.7% 36.3% 75.2% 69.7% 36.3% Expected Move 15.7% 10.3% 20.4% 18.0% 10.3% HV 20d 52.9% 36.7% 69.8% 36.7% 67.2% HV 60d 45.0% 34.4% 51.9% 50.8% 48.4% IV Rank 51.6% 6.7% 92.0% 79.9% 6.7% IV Percentile 63.3% 11.9% 97.6% 93.3% 11.9% Term Structure -2.3% -5.9% 1.1% -4.2% -0.7% VWIV 55.3% 35.7% 71.3% 63.4% 35.7% Skew 25d 1.4% -1.6% 3.3% 3.2% 0.1% Skew 10d 2.7% -2.9% 5.9% 5.5% 0.5% Call IV 25d 56.6% 37.1% 74.5% 69.2% 37.1% Put IV 25d 58.0% 37.2% 77.7% 72.4% 37.2% Bid-Ask Spread % 9.07 3.68 25.71 8.48 3.68 Gamma HHI 0.11 0.05 0.50 0.05 0.09 Net GEX 10.2M 1.2M 25.8M 1.2M 20.3M Net DEX -374.0M -1.09B -27.9M -27.9M -533.0M Net VEX -3.0M -3.2M -2.7M -2.7M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.27 1.45 1.45 0.69 Total Volume 48,956.95 11,752 257,979 27,730 21,951 Total OI 286,982 242,842 345,152 242,842 310,185
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 2024-02-01 $67.20 $70.00 69.7% 18.0% 36.7% 79.9% 63.4% 3.2% -4.2% 1.2M -27.9M -2.7M 1.45 8.48 N/A N/A 11,298 16,432 129,724 113,118 2024-02-02 $69.82 $67.50 69.9% 18.2% 39.2% 80.3% 63.9% 3.2% -4.7% 25.8M -159.4M -2.8M 0.40 8.65 N/A N/A 39,461 15,743 135,162 120,689 2024-02-05 $67.22 $70.00 72.6% 19.2% 41.3% 86.3% 66.7% 3.3% -3.8% 2.3M -139.0M -2.9M 0.53 7.85 N/A N/A 18,745 10,004 141,711 112,343 2024-02-06 $68.52 $67.50 70.6% 18.9% 41.1% 81.8% 65.5% 3.2% -4.0% 4.3M -190.4M -3.0M 0.41 10.29 N/A N/A 8,317 3,435 150,540 118,754 2024-02-07 $69.86 $67.50 70.7% 18.9% 41.4% 82.2% 66.2% 2.6% -4.7% 7.3M -245.9M -3.0M 0.96 5.67 N/A N/A 8,851 8,482 152,827 119,906 2024-02-08 $70.30 $67.50 75.2% 20.2% 41.4% 92.0% 71.3% 3.1% -5.9% 8.5M -268.3M -3.1M 0.50 5.82 N/A N/A 16,056 7,999 155,587 121,949 2024-02-09 $71.41 $67.50 73.1% 19.8% 41.6% 87.3% 69.5% 2.8% -5.8% 15.7M -342.0M -3.1M 0.27 7.45 N/A N/A 40,503 11,110 160,843 124,729 2024-02-12 $73.98 $70.00 72.8% 20.4% 42.4% 86.6% 71.2% 2.2% -0.9% 5.4M -367.2M -3.1M 0.72 9.66 N/A N/A 25,165 18,083 149,831 116,838 2024-02-13 $72.61 $70.00 70.9% 20.1% 38.8% 82.5% 70.3% 1.1% -4.7% 4.7M -313.6M -3.1M 0.63 19.54 N/A N/A 11,226 7,039 155,654 125,476 2024-02-14 $74.28 $70.00 70.3% 20.2% 39.2% 81.3% 70.1% 2.1% -3.5% 5.5M -377.1M -3.1M 0.45 25.71 N/A N/A 19,400 8,695 158,952 128,211 2024-02-15 $76.04 $70.00 69.2% 20.0% 39.6% 78.8% 70.3% 1.3% -2.6% 7.2M -466.8M -3.2M 0.69 20.23 N/A N/A 49,851 34,586 168,771 132,656 2024-02-16 $88.34 $70.00 41.1% 11.8% 64.0% 18.0% 42.3% -1.6% -0.6% 14.7M -1.09B -2.9M 0.28 5.40 N/A N/A 200,772 57,207 192,029 153,123 2024-02-20 $82.51 $70.00 41.8% 12.1% 69.4% 19.8% 44.3% -0.0% -0.6% 7.4M -386.8M -2.9M 0.47 4.46 N/A N/A 58,558 27,365 147,045 120,125 2024-02-21 $81.65 $70.00 40.7% 11.8% 69.7% 17.1% 43.2% -0.1% -0.2% 9.4M -364.2M -3.0M 0.44 15.52 N/A N/A 32,588 14,374 171,022 128,299 2024-02-22 $83.20 $70.00 38.9% 11.0% 69.7% 12.8% 39.4% -0.0% 1.1% 13.8M -439.4M -3.1M 0.40 5.98 N/A N/A 26,674 10,603 181,085 136,076 2024-02-23 $81.78 $72.50 37.0% 10.4% 69.8% 8.3% 37.7% 0.3% -0.1% 5.0M -353.4M -3.1M 0.53 4.14 N/A N/A 29,424 15,465 185,096 139,229 2024-02-26 $82.06 $72.50 38.6% 11.0% 69.4% 12.1% 38.9% 0.3% -0.2% 10.1M -362.1M -3.1M 0.39 4.11 N/A N/A 20,047 7,827 150,257 130,974 2024-02-27 $85.34 $72.50 37.5% 10.8% 68.8% 9.5% 38.0% -0.3% -0.5% 18.5M -545.9M -3.2M 0.35 4.24 N/A N/A 33,332 11,757 160,107 135,885 2024-02-28 $84.79 $75.00 37.2% 10.6% 67.8% 8.7% 37.4% 0.2% -0.4% 17.1M -504.9M -3.2M 0.65 4.43 N/A N/A 12,565 8,149 164,453 140,379 2024-02-29 $85.27 $75.00 36.3% 10.3% 67.2% 6.7% 35.7% 0.1% -0.7% 20.3M -533.0M -3.2M 0.69 3.68 N/A N/A 13,026 8,925 167,119 143,066
« Jan 2024 | All History | Mar 2024 » Home TTD History February 2024