TTD Options History — May 2024 In May 2024, TTD traded between $86.10 and $97.19. ATM implied volatility averaged 39.2%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 1.1% (HV 20d: 38.1%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-05-08 : Highest Volume — 89,745 contracts2024-05-09 : Largest IV drop — 40.3% change2024-05-02 : Highest IV Rank — 70.8%2024-05-02 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $91.32 $86.10 $97.19 $86.10 $92.50 Max Pain $82.80 $80.00 $85.00 $85.00 $85.00 ATM IV 39.2% 30.2% 63.0% 62.3% 33.4% Expected Move 11.7% 8.6% 23.3% 22.9% 9.5% HV 20d 38.1% 34.1% 44.4% 40.4% 34.1% HV 60d 39.7% 34.1% 47.5% 46.9% 34.3% IV Rank 18.2% 0.0% 70.8% 69.1% 7.1% IV Percentile 19.6% 0.0% 76.2% 73.0% 5.6% Term Structure -0.7% -5.5% 3.5% -3.0% -1.2% VWIV 41.2% 30.4% 81.9% 78.9% 33.5% Skew 25d 1.1% -0.9% 2.9% 2.6% 1.6% Skew 10d 2.2% -0.0% 5.1% 5.1% 3.2% Call IV 25d 39.1% 30.4% 62.1% 60.8% 33.7% Put IV 25d 40.3% 30.6% 65.0% 63.4% 35.3% Bid-Ask Spread % 14.75 3.98 44.46 7.53 6.21 Gamma HHI 0.08 0.05 0.26 0.05 0.06 Net GEX 12.3M 3.0M 30.7M 9.6M 8.6M Net DEX -509.5M -803.4M -280.3M -342.0M -454.9M Net VEX -3.6M -3.8M -3.4M -3.7M -3.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.26 1.05 0.69 0.53 Total Volume 28,079.864 10,149 89,745 12,701 15,897 Total OI 324,678.091 291,249 384,823 298,309 334,532
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 2024-05-01 $86.10 $85.00 62.3% 22.9% 40.4% 69.1% 78.9% 2.6% -3.0% 9.6M -342.0M -3.7M 0.69 7.53 N/A N/A 7,510 5,191 146,116 152,193 2024-05-02 $88.33 $85.00 63.0% 23.3% 40.7% 70.8% 81.9% 2.9% -4.9% 12.7M -443.7M -3.8M 0.39 7.17 N/A N/A 14,345 5,579 148,080 154,842 2024-05-03 $88.63 $84.00 59.9% 22.8% 40.7% 63.4% 80.2% 1.7% -3.5% 18.2M -466.4M -3.7M 0.70 8.90 N/A N/A 17,278 12,065 154,102 156,808 2024-05-06 $90.86 $80.00 57.2% 14.6% 41.4% 56.8% 50.6% 1.8% -2.6% 6.4M -464.8M -3.7M 0.67 34.62 N/A N/A 18,529 12,327 139,428 151,821 2024-05-07 $89.95 $80.00 56.4% 14.3% 41.6% 55.1% 50.3% 2.1% -5.5% 6.3M -431.6M -3.7M 1.05 30.49 N/A N/A 13,048 13,702 147,818 159,461 2024-05-08 $86.41 $80.00 55.0% 14.4% 44.1% 51.7% 50.4% -0.4% 0.8% 3.0M -283.8M -3.7M 0.69 35.92 N/A N/A 53,050 36,695 153,899 166,004 2024-05-09 $88.06 $80.00 32.8% 9.5% 44.4% 0.0% 33.3% 1.7% 3.5% 10.1M -385.3M -3.4M 0.68 15.47 N/A N/A 43,025 29,391 191,470 189,287 2024-05-10 $87.28 $80.00 31.5% 9.1% 44.0% 0.0% 31.9% 1.3% 1.2% 7.5M -352.7M -3.4M 0.61 35.60 N/A N/A 14,672 9,021 196,577 188,246 2024-05-13 $87.59 $80.00 32.6% 9.3% 36.5% 2.3% 32.5% 1.5% 0.1% 7.8M -361.5M -3.4M 0.53 44.46 N/A N/A 13,040 6,934 157,229 157,105 2024-05-14 $86.21 $80.00 32.1% 9.3% 36.9% 1.4% 32.2% 1.7% -0.1% 4.4M -280.3M -3.4M 0.60 9.37 N/A N/A 8,439 5,065 161,387 161,111 2024-05-15 $90.15 $82.50 33.1% 9.5% 38.7% 3.6% 33.1% 0.7% -0.5% 14.3M -499.7M -3.5M 0.75 12.37 N/A N/A 26,897 20,149 164,125 162,904 2024-05-16 $93.50 $82.50 32.2% 9.1% 40.2% 1.5% 32.0% -0.9% -0.4% 23.3M -728.1M -3.5M 0.51 28.84 N/A N/A 39,124 20,085 172,456 170,870 2024-05-17 $94.75 $82.50 31.1% 8.8% 34.9% 0.0% 31.1% -0.8% -1.2% 30.7M -803.4M -3.6M 0.26 5.51 N/A N/A 24,186 6,400 183,184 178,875 2024-05-20 $97.19 $82.50 31.1% 8.9% 35.3% 0.0% 31.5% 0.2% 1.0% 17.2M -754.0M -3.5M 0.45 5.67 N/A N/A 17,374 7,886 151,313 153,394 2024-05-21 $95.70 $82.50 30.2% 8.6% 35.0% 0.0% 31.4% 0.6% 1.0% 16.9M -679.8M -3.6M 0.75 4.72 N/A N/A 10,493 7,825 154,309 157,417 2024-05-22 $94.75 $85.00 30.3% 8.7% 34.4% 0.2% 30.9% 0.7% 0.5% 14.3M -625.0M -3.7M 1.00 5.30 N/A N/A 5,278 5,289 157,104 162,070 2024-05-23 $92.77 $85.00 30.6% 8.8% 35.4% 0.9% 31.1% 1.0% 0.5% 10.5M -505.8M -3.7M 0.95 5.32 N/A N/A 6,346 6,031 158,921 164,947 2024-05-24 $94.69 $85.00 30.2% 8.6% 35.3% 0.0% 30.4% 0.4% 0.9% 12.3M -619.2M -3.6M 0.46 7.45 N/A N/A 11,184 5,114 159,387 167,519 2024-05-28 $95.10 $85.00 32.0% 9.1% 35.1% 4.0% 31.9% 2.3% -0.4% 13.1M -604.8M -3.6M 0.40 3.98 N/A N/A 8,860 3,546 153,689 161,900 2024-05-29 $95.19 $85.00 32.4% 9.4% 34.8% 4.9% 33.1% 0.8% -0.3% 14.7M -615.8M -3.6M 0.65 4.39 N/A N/A 6,151 3,998 156,774 163,280 2024-05-30 $93.38 $85.00 33.7% 9.5% 34.8% 7.8% 33.1% 1.3% -1.1% 9.0M -506.4M -3.6M 0.71 5.15 N/A N/A 12,159 8,579 157,019 163,945 2024-05-31 $92.50 $85.00 33.4% 9.5% 34.1% 7.1% 33.5% 1.6% -1.2% 8.6M -454.9M -3.7M 0.53 6.21 N/A N/A 10,364 5,533 164,339 170,193
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