TTD Options History — June 2024

In June 2024, TTD traded between $92.47 and $99.05. ATM implied volatility averaged 32.7%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 1.4% (HV 20d: 31.2%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-06-12: Highest Volume — 28,770 contracts
  • 2024-06-17: Largest IV spike — 4.5% change
  • 2024-06-28: Highest IV Rank — 10.0%
  • 2024-06-03: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.13$92.47$99.05$92.87$97.17
Max Pain$89.21$85.00$90.00$85.00$90.00
ATM IV32.7%31.3%34.7%33.6%34.7%
Expected Move9.4%9.0%9.8%9.8%9.3%
HV 20d31.2%28.2%35.0%34.1%28.2%
HV 60d34.5%34.2%35.3%34.3%34.4%
IV Rank5.5%2.5%10.0%7.5%10.0%
IV Percentile7.4%2.4%17.5%6.7%17.5%
Term Structure1.4%0.3%4.5%0.3%3.3%
VWIV33.2%31.6%34.8%34.8%32.8%
Skew 25d0.8%-0.3%4.7%1.2%4.7%
Skew 10d1.6%-0.2%5.2%5.2%1.3%
Call IV 25d32.9%31.0%34.5%34.1%33.6%
Put IV 25d33.7%31.9%38.3%35.3%38.3%
Bid-Ask Spread %20.485.3644.175.3628.00
Gamma HHI0.090.060.120.060.08
Net GEX14.5M5.7M25.4M9.6M7.5M
Net DEX-571.7M-791.7M-393.3M-471.8M-447.4M
Net VEX-3.5M-3.7M-3.3M-3.7M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.310.840.510.42
Total Volume16,617.1055,36628,7705,36622,603
Total OI316,902.263249,794352,143321,986266,012

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$92.87$85.0033.6%9.8%34.1%7.5%34.8%1.2%0.3%9.6M-471.8M-3.7M0.515.36N/AN/A3,5481,818156,062165,924
2024-06-04$94.28$85.0032.3%9.8%33.4%4.8%34.5%-0.3%1.1%13.2M-552.9M-3.6M0.346.50N/AN/A11,0033,793157,202166,302
2024-06-05$97.31$85.0032.4%9.5%34.7%4.9%33.8%0.5%1.1%22.7M-735.1M-3.6M0.545.94N/AN/A16,2538,807161,634168,793
2024-06-06$97.09$90.0031.4%9.4%30.7%2.6%33.5%0.2%0.8%25.4M-724.3M-3.6M0.6125.93N/AN/A8,5505,228165,974172,563
2024-06-07$94.69$90.0031.4%9.3%32.1%2.7%32.5%0.7%0.5%11.6M-557.6M-3.6M0.4123.84N/AN/A14,9906,096168,145174,213
2024-06-10$93.11$90.0031.8%9.4%32.7%3.6%33.1%0.7%0.7%6.6M-452.9M-3.5M0.6035.27N/AN/A9,7175,787158,963169,718
2024-06-11$92.47$90.0031.9%9.5%32.9%3.7%33.4%0.5%1.0%5.7M-419.6M-3.5M0.4312.51N/AN/A7,0002,991160,369171,620
2024-06-12$96.54$90.0031.5%9.2%35.0%2.9%32.6%0.1%0.6%19.6M-665.3M-3.5M0.7940.70N/AN/A16,04012,730163,109172,330
2024-06-13$95.28$90.0031.3%9.3%32.4%2.5%33.6%1.0%1.3%14.4M-578.1M-3.5M0.8436.26N/AN/A10,0538,457166,513176,388
2024-06-14$95.31$90.0031.9%9.4%29.9%3.8%33.1%1.2%1.6%16.1M-574.4M-3.5M0.6044.17N/AN/A6,9194,183169,323181,883
2024-06-17$97.77$90.0033.3%9.6%30.8%7.0%34.1%0.2%0.8%18.8M-703.1M-3.4M0.509.30N/AN/A11,6515,819159,307174,589
2024-06-18$99.05$90.0033.6%9.7%29.8%7.7%34.1%-0.1%0.6%24.5M-791.7M-3.4M0.687.50N/AN/A11,1397,607162,687177,481
2024-06-20$96.96$90.0034.1%9.7%30.3%8.6%34.3%0.1%0.6%18.1M-662.6M-3.4M0.746.89N/AN/A10,2987,652166,738181,438
2024-06-21$97.29$90.0032.7%9.3%30.1%5.6%32.8%0.4%1.1%19.2M-684.9M-3.4M0.569.05N/AN/A10,7486,043168,570183,573
2024-06-24$96.20$90.0032.6%9.0%29.3%5.3%31.6%0.8%4.5%6.8M-393.3M-3.3M0.3124.57N/AN/A11,0843,455117,568132,226
2024-06-25$97.64$90.0032.9%9.2%28.9%6.1%32.4%0.2%2.4%10.9M-474.4M-3.4M0.5818.97N/AN/A11,0106,403123,885134,028
2024-06-26$97.36$90.0033.6%9.2%28.9%7.6%32.5%2.5%1.0%11.1M-470.1M-3.3M0.5924.33N/AN/A6,8134,037126,287136,170
2024-06-27$98.05$90.0033.6%9.1%29.0%7.6%32.0%0.9%2.9%14.4M-502.2M-3.3M0.4624.08N/AN/A10,5614,839127,397136,159
2024-06-28$97.17$90.0034.7%9.3%28.2%10.0%32.8%4.7%3.3%7.5M-447.4M-3.3M0.4228.00N/AN/A15,9266,677128,264137,748