TTD Options History — April 2024 In April 2024, TTD traded between $76.93 and $87.83. ATM implied volatility averaged 58.9%, placing in the 61.1% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 26.2% (HV 20d: 32.8%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-04-15 : Highest Volume — 47,143 contracts2024-04-08 : Largest IV spike — 27.3% change2024-04-24 : Highest IV Rank — 84.5%2024-04-30 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $83.85 $76.93 $87.83 $87.07 $83.58 Max Pain $84.32 $80.00 $85.00 $80.00 $85.00 ATM IV 58.9% 35.4% 68.8% 35.4% 65.3% Expected Move 17.9% 9.7% 23.0% 9.7% 23.0% HV 20d 32.8% 25.3% 38.8% 29.8% 38.8% HV 60d 47.5% 45.7% 48.9% 47.3% 47.3% IV Rank 61.1% 4.8% 84.5% 4.8% 76.2% IV Percentile 69.2% 7.5% 90.9% 7.5% 82.5% Term Structure 1.3% -5.7% 22.4% 20.7% -4.3% VWIV 62.3% 34.0% 79.7% 34.0% 79.7% Skew 25d 1.8% -0.3% 3.5% 2.6% 3.5% Skew 10d 3.5% -0.9% 7.1% 3.8% 7.1% Call IV 25d 57.9% 35.3% 68.8% 35.3% 62.3% Put IV 25d 59.7% 37.0% 71.7% 37.9% 65.8% Bid-Ask Spread % 13.80 4.09 30.43 4.09 5.22 Gamma HHI 0.07 0.04 0.19 0.07 0.04 Net GEX 5.1M -8.8M 16.7M 7.4M 5.0M Net DEX -258.7M -484.0M 73.5M -404.9M -230.6M Net VEX -3.6M -3.7M -3.4M -3.6M -3.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.25 1.25 0.92 0.56 Total Volume 19,290.864 6,824 47,143 10,209 7,529 Total OI 299,485.182 268,625 328,695 277,925 294,865
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 2024-04-01 $87.07 $80.00 35.4% 9.7% 29.8% 4.8% 34.0% 2.6% 20.7% 7.4M -404.9M -3.6M 0.92 4.09 N/A N/A 5,325 4,884 134,517 143,408 2024-04-02 $86.86 $80.00 36.0% 9.9% 29.6% 6.3% 35.0% 1.3% 21.2% 6.8M -389.2M -3.7M 0.87 8.50 N/A N/A 6,067 5,258 136,529 145,675 2024-04-03 $86.64 $80.00 35.9% 9.7% 27.8% 5.9% 34.2% 0.9% 20.1% 6.8M -377.8M -3.7M 0.77 5.46 N/A N/A 3,862 2,962 139,278 147,812 2024-04-04 $84.97 $85.00 42.5% 16.2% 28.8% 21.7% 56.5% 1.7% 21.8% 4.0M -299.8M -3.6M 0.72 30.43 N/A N/A 9,814 7,084 139,828 148,948 2024-04-05 $85.73 $85.00 45.1% 16.0% 28.9% 28.0% 56.0% 1.0% 22.4% 1.9M -332.3M -3.7M 0.84 26.97 N/A N/A 11,651 9,814 144,024 152,051 2024-04-08 $86.67 $85.00 57.4% 16.7% 28.9% 57.4% 58.6% 1.6% -3.8% 6.1M -370.8M -3.7M 0.25 14.83 N/A N/A 16,882 4,224 137,104 150,273 2024-04-09 $87.01 $85.00 59.1% 16.6% 28.9% 61.6% 58.2% -0.3% -3.3% 10.1M -417.5M -3.7M 0.35 16.58 N/A N/A 10,443 3,639 146,447 152,638 2024-04-10 $86.62 $85.00 62.5% 16.8% 28.6% 69.5% 59.0% 1.3% -3.8% 10.9M -405.8M -3.7M 0.41 15.19 N/A N/A 7,856 3,206 150,585 153,657 2024-04-11 $87.83 $85.00 62.7% 17.0% 28.6% 70.0% 59.3% 1.4% -4.1% 16.7M -484.0M -3.7M 0.59 16.63 N/A N/A 11,260 6,654 154,093 154,524 2024-04-12 $86.17 $85.00 63.9% 17.5% 25.3% 72.9% 61.2% 0.3% -4.1% 8.5M -372.7M -3.7M 0.64 28.34 N/A N/A 10,986 7,084 156,492 157,119 2024-04-15 $80.75 $85.00 67.3% 19.1% 35.5% 81.1% 66.2% 2.7% -5.0% 2.7M -114.8M -3.6M 0.43 11.64 N/A N/A 32,864 14,279 151,129 154,163 2024-04-16 $81.98 $85.00 65.0% 18.5% 35.2% 75.6% 64.7% 1.9% -4.0% 3.3M -162.4M -3.6M 0.90 10.67 N/A N/A 8,513 7,643 158,699 160,376 2024-04-17 $80.34 $85.00 66.1% 18.9% 35.8% 78.2% 66.0% 1.9% -4.4% 108.7K -71.2M -3.6M 0.67 17.21 N/A N/A 9,412 6,260 158,736 163,836 2024-04-18 $80.56 $85.00 65.6% 19.0% 31.7% 77.0% 66.5% 1.4% -4.7% 103.9K -84.7M -3.6M 0.73 13.40 N/A N/A 10,117 7,426 160,153 164,823 2024-04-19 $76.93 $85.00 68.0% 20.0% 34.2% 82.9% 70.1% 2.9% -5.6% -8.8M 73.5M -3.4M 1.25 12.53 N/A N/A 14,020 17,518 163,542 165,153 2024-04-22 $78.15 $85.00 67.1% 20.6% 34.9% 80.7% 71.8% 2.4% -4.5% -2.3M -24.6M -3.5M 0.71 6.08 N/A N/A 13,384 9,509 127,648 140,977 2024-04-23 $81.13 $85.00 67.6% 21.2% 35.9% 81.8% 73.1% 2.6% -5.1% 1.7M -149.9M -3.6M 0.61 8.03 N/A N/A 15,736 9,645 135,295 146,399 2024-04-24 $83.73 $85.00 68.8% 22.0% 38.0% 84.5% 76.1% 2.1% -5.7% 6.4M -266.9M -3.7M 0.67 8.16 N/A N/A 19,631 13,120 140,674 150,671 2024-04-25 $82.96 $85.00 66.9% 21.6% 38.1% 80.1% 74.9% 2.8% -5.1% 5.1M -222.8M -3.7M 0.75 15.31 N/A N/A 12,282 9,192 149,776 156,894 2024-04-26 $84.73 $85.00 65.0% 21.1% 38.8% 75.6% 73.1% 1.3% -5.3% 14.8M -328.5M -3.7M 0.50 20.95 N/A N/A 15,728 7,859 153,786 158,088 2024-04-29 $84.26 $85.00 63.6% 21.9% 38.8% 72.2% 75.7% 2.7% -5.0% 5.6M -254.5M -3.7M 0.65 7.37 N/A N/A 8,350 5,427 138,603 149,386 2024-04-30 $83.58 $85.00 65.3% 23.0% 38.8% 76.2% 79.7% 3.5% -4.3% 5.0M -230.6M -3.7M 0.56 5.22 N/A N/A 4,837 2,692 143,501 151,364
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