TTD Options History — July 2024 In July 2024, TTD traded between $89.74 and $100.91. ATM implied volatility averaged 55.4%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 24.7% (HV 20d: 30.7%). Max pain ranged from $87.50 to $92.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2024-07-24 : Highest Volume — 54,449 contracts2024-07-08 : Largest IV spike — 20.3% change2024-07-24 : Highest IV Rank — 84.0%2024-07-31 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $96.82 $89.74 $100.91 $97.95 $90.16 Max Pain $90.09 $87.50 $92.00 $90.00 $90.00 ATM IV 55.4% 34.9% 68.0% 34.9% 63.2% Expected Move 16.7% 9.1% 23.5% 9.2% 23.5% HV 20d 30.7% 18.1% 48.6% 28.0% 48.6% HV 60d 33.6% 30.1% 37.9% 34.1% 37.6% IV Rank 56.1% 10.4% 84.0% 10.4% 73.4% IV Percentile 65.6% 17.9% 91.7% 17.9% 77.4% Term Structure -0.7% -11.8% 16.3% 16.3% -4.0% VWIV 58.3% 31.8% 80.9% 32.7% 80.9% Skew 25d 2.2% -0.8% 6.8% 1.4% 1.8% Skew 10d 4.4% -0.1% 10.9% 2.9% 0.8% Call IV 25d 54.8% 36.0% 65.0% 37.3% 61.9% Put IV 25d 57.0% 36.4% 68.3% 38.7% 63.7% Bid-Ask Spread % 24.49 10.38 34.09 27.63 19.95 Gamma HHI 0.10 0.04 0.49 0.11 0.04 Net GEX 9.6M -2.9M 47.4M 11.1M -125.6K Net DEX -387.0M -616.7M -31.9M -477.9M -81.3M Net VEX -3.3M -3.4M -3.2M -3.3M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.29 0.87 0.59 0.63 Total Volume 23,067.636 9,078 54,449 15,567 9,078 Total OI 280,423.136 244,078 316,043 256,369 273,582
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 2024-07-01 $97.95 $90.00 34.9% 9.2% 28.0% 10.4% 32.7% 1.4% 16.3% 11.1M -477.9M -3.3M 0.59 27.63 N/A N/A 9,785 5,782 122,937 133,432 2024-07-02 $98.31 $90.00 36.6% 9.1% 28.0% 14.1% 31.8% 1.3% 11.8% 13.5M -501.3M -3.3M 0.84 28.49 N/A N/A 13,295 11,119 125,161 135,843 2024-07-03 $99.37 $90.00 36.0% 9.3% 27.8% 12.8% 33.1% -0.8% 11.0% 18.8M -552.8M -3.4M 0.32 28.11 N/A N/A 20,913 6,713 130,293 142,807 2024-07-05 $100.06 $87.50 41.6% 14.3% 25.7% 25.3% 50.1% 0.5% 15.9% 47.4M -600.3M -3.3M 0.46 31.53 N/A N/A 13,872 6,331 138,457 146,982 2024-07-08 $99.34 $87.50 50.0% 14.5% 25.8% 44.0% 51.0% 1.6% -2.8% 12.1M -534.5M -3.3M 0.70 32.45 N/A N/A 9,560 6,657 131,507 139,739 2024-07-09 $100.91 $90.00 54.4% 15.0% 24.3% 53.8% 52.0% 0.8% -3.2% 16.8M -616.7M -3.3M 0.34 28.05 N/A N/A 25,558 8,735 135,695 142,365 2024-07-10 $100.28 $90.00 55.2% 15.2% 23.5% 55.5% 53.3% 3.9% -3.2% 17.1M -586.5M -3.4M 0.46 31.36 N/A N/A 20,987 9,722 141,533 146,789 2024-07-11 $98.93 $90.00 55.1% 14.9% 24.0% 55.3% 52.2% 0.1% -3.0% 9.5M -494.1M -3.4M 0.53 31.87 N/A N/A 12,285 6,466 146,925 151,992 2024-07-12 $99.49 $90.00 54.3% 15.1% 18.9% 53.5% 52.9% -0.5% -3.2% 12.7M -526.5M -3.4M 0.65 34.09 N/A N/A 16,096 10,445 147,706 153,364 2024-07-15 $99.97 $90.00 56.1% 15.7% 18.1% 57.5% 55.2% 0.6% -2.6% 12.8M -560.1M -3.3M 0.29 29.64 N/A N/A 22,021 6,370 139,048 147,776 2024-07-16 $100.77 $90.00 56.3% 16.0% 18.2% 58.0% 55.8% 1.4% -3.2% 17.4M -609.0M -3.3M 0.29 28.10 N/A N/A 10,909 3,173 144,898 151,721 2024-07-17 $95.63 $90.00 58.6% 16.8% 25.0% 63.0% 58.6% 2.3% -3.8% 2.4M -318.3M -3.3M 0.81 28.44 N/A N/A 12,620 10,263 147,455 152,993 2024-07-18 $95.82 $90.00 58.8% 17.0% 24.5% 63.5% 59.2% 3.5% 0.5% 483.0K -309.2M -3.4M 0.87 26.99 N/A N/A 10,872 9,406 150,287 158,490 2024-07-19 $96.44 $90.00 60.3% 17.7% 23.5% 66.8% 62.0% 3.5% -4.1% -2.0M -349.2M -3.4M 0.69 22.14 N/A N/A 14,217 9,849 154,827 161,216 2024-07-22 $99.91 $90.00 61.6% 18.8% 26.7% 69.8% 65.4% 4.2% -3.1% 8.4M -429.7M -3.3M 0.32 18.79 N/A N/A 24,542 7,920 121,644 122,434 2024-07-23 $100.70 $90.00 59.4% 18.4% 26.3% 64.8% 63.8% 6.8% -1.1% 17.0M -500.4M -3.4M 0.49 19.79 N/A N/A 13,328 6,485 134,727 124,866 2024-07-24 $90.22 $90.00 68.0% 20.9% 47.3% 84.0% 72.5% 2.2% -8.5% -2.9M -31.9M -3.3M 0.77 10.38 N/A N/A 30,755 23,694 137,746 128,797 2024-07-25 $91.10 $91.00 63.8% 20.3% 47.6% 74.6% 70.9% 2.3% -2.2% -1.6M -70.8M -3.4M 0.58 18.58 N/A N/A 15,463 8,963 148,213 137,091 2024-07-26 $92.54 $92.00 64.2% 20.9% 47.9% 75.6% 72.4% 3.2% -6.9% 142.7K -139.6M -3.4M 0.61 15.05 N/A N/A 9,934 6,081 151,143 137,770 2024-07-29 $92.37 $92.00 66.3% 21.8% 47.9% 80.3% 76.7% 4.1% -11.8% 1.4M -162.6M -3.3M 0.69 14.25 N/A N/A 6,678 4,603 130,884 131,765 2024-07-30 $89.74 $92.00 65.3% 22.9% 48.6% 78.1% 79.6% 3.1% -4.4% -746.9K -62.0M -3.2M 0.70 13.05 N/A N/A 9,391 6,552 133,131 133,278 2024-07-31 $90.16 $90.00 63.2% 23.5% 48.6% 73.4% 80.9% 1.8% -4.0% -125.6K -81.3M -3.3M 0.63 19.95 N/A N/A 5,580 3,498 136,951 136,631
« Jun 2024 | All History | Aug 2024 » Home TTD History July 2024