TTD Options History — August 2024 In August 2024, TTD traded between $82.85 and $105.01. ATM implied volatility averaged 42.0%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 15.7% (HV 20d: 57.7%). Max pain ranged from $91.00 to $95.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2024-08-09 : Highest Volume — 103,657 contracts2024-08-09 : Largest IV drop — 37.9% change2024-08-05 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $97.36 $82.85 $105.01 $87.34 $104.09 Max Pain $93.50 $91.00 $95.00 $91.00 $95.00 ATM IV 42.0% 29.4% 76.9% 64.0% 29.4% Expected Move 12.2% 8.5% 26.2% 23.9% 8.5% HV 20d 57.7% 44.9% 70.1% 49.2% 44.9% HV 60d 42.7% 37.8% 45.9% 37.8% 43.6% IV Rank 25.8% 0.0% 100.0% 75.0% 0.0% IV Percentile 31.0% 0.0% 100.0% 79.8% 0.0% Term Structure -1.1% -6.6% 0.8% -1.0% 0.5% VWIV 42.3% 29.0% 89.1% 82.1% 29.0% Skew 25d 4.2% 0.0% 10.7% 6.1% 1.9% Skew 10d 7.2% 4.2% 19.0% 4.4% 5.0% Call IV 25d 39.7% 28.7% 68.2% 59.2% 28.7% Put IV 25d 43.9% 30.6% 78.9% 65.2% 30.6% Bid-Ask Spread % 37.70 18.96 54.11 18.96 41.79 Gamma HHI 0.10 0.04 0.41 0.04 0.10 Net GEX 9.7M -3.4M 27.3M -3.4M 11.1M Net DEX -373.7M -620.3M 153.5M 39.7M -537.6M Net VEX -3.0M -3.2M -2.9M -3.2M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.36 1.42 0.59 0.60 Total Volume 21,306.545 8,334 103,657 18,321 9,573 Total OI 248,132.227 213,804 289,490 276,183 247,315
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 2024-08-01 $87.34 $91.00 64.0% 23.9% 49.2% 75.0% 82.1% 6.1% -1.0% -3.4M 39.7M -3.2M 0.59 18.96 N/A N/A 11,510 6,811 138,080 138,103 2024-08-02 $82.85 $91.00 70.3% 26.2% 51.5% 89.1% 89.1% 9.9% -5.0% -2.8M 153.5M -3.0M 0.68 19.62 N/A N/A 11,114 7,600 139,735 134,628 2024-08-05 $83.02 $92.50 76.9% 19.3% 51.7% 100.0% 66.2% 10.7% -6.6% -1.6M 56.6M -3.0M 0.54 40.42 N/A N/A 9,137 4,978 116,919 124,224 2024-08-06 $85.21 $92.50 67.3% 17.1% 52.5% 79.5% 58.2% 6.2% -5.4% -802.4K 6.1M -3.1M 0.81 39.28 N/A N/A 5,501 4,464 120,442 126,217 2024-08-07 $85.22 $92.50 68.8% 17.6% 52.6% 82.6% 59.8% 6.2% -4.2% -534.7K 3.7M -3.1M 0.50 42.53 N/A N/A 7,358 3,710 122,753 127,018 2024-08-08 $88.02 $92.50 63.2% 16.5% 54.4% 70.6% 57.1% 9.3% -2.9% 941.7K -81.8M -3.1M 0.66 36.31 N/A N/A 41,855 27,431 125,397 128,481 2024-08-09 $99.06 $92.50 39.3% 11.3% 70.0% 19.4% 40.0% 4.5% 0.6% 16.3M -595.7M -3.0M 0.43 54.11 N/A N/A 72,474 31,183 146,224 143,266 2024-08-12 $97.72 $92.50 37.6% 10.8% 70.1% 15.9% 36.9% 4.4% -0.3% 11.5M -426.3M -3.0M 0.66 35.00 N/A N/A 13,733 9,026 126,004 121,274 2024-08-13 $98.01 $92.50 35.7% 10.3% 70.1% 11.8% 35.0% 4.2% 0.1% 12.0M -447.0M -3.0M 0.55 42.27 N/A N/A 9,141 4,984 129,591 124,314 2024-08-14 $98.41 $92.50 33.6% 9.7% 67.4% 7.2% 33.5% 4.5% 0.5% 14.3M -467.7M -3.0M 0.47 34.03 N/A N/A 10,230 4,858 132,788 125,864 2024-08-15 $100.69 $92.50 30.9% 9.0% 67.9% 1.4% 31.4% 0.0% 0.8% 19.4M -595.5M -2.9M 0.42 48.18 N/A N/A 12,670 5,317 134,914 127,288 2024-08-16 $100.96 $92.50 30.6% 8.9% 67.9% 0.9% 31.0% 2.1% 0.7% 12.6M -620.3M -2.9M 0.36 48.38 N/A N/A 20,622 7,505 137,033 130,102 2024-08-19 $102.17 $95.00 30.9% 8.9% 66.8% 1.5% 31.9% 2.0% -0.0% 10.6M -478.4M -2.9M 0.48 48.02 N/A N/A 12,768 6,166 105,827 107,977 2024-08-20 $102.42 $95.00 30.6% 8.8% 66.8% 0.8% 32.0% 2.1% 0.4% 13.1M -499.1M -3.0M 0.50 35.94 N/A N/A 12,169 6,089 112,639 113,074 2024-08-21 $103.88 $95.00 30.8% 8.8% 52.5% 1.3% 31.1% 2.1% 0.3% 17.0M -566.2M -2.9M 0.62 34.06 N/A N/A 9,980 6,148 114,750 115,792 2024-08-22 $103.28 $95.00 31.0% 8.9% 52.7% 1.7% 31.4% 2.7% 0.5% 15.2M -522.2M -3.1M 0.41 33.54 N/A N/A 5,996 2,430 117,076 120,283 2024-08-23 $105.01 $95.00 29.6% 8.5% 52.7% 0.0% 29.9% 2.3% 0.0% 27.3M -610.1M -3.0M 0.54 37.23 N/A N/A 9,829 5,355 119,243 121,124 2024-08-26 $103.94 $95.00 30.5% 8.7% 53.0% 1.8% 30.8% 3.4% 0.5% 10.0M -522.0M -2.9M 0.68 35.09 N/A N/A 4,962 3,372 111,145 117,934 2024-08-27 $104.42 $95.00 30.4% 8.8% 51.4% 1.6% 30.7% 2.3% 0.3% 11.0M -537.3M -3.0M 0.50 34.24 N/A N/A 6,805 3,404 113,288 119,285 2024-08-28 $102.34 $95.00 31.4% 9.1% 52.3% 3.7% 31.9% 2.3% -3.1% 8.7M -456.1M -3.0M 1.42 34.40 N/A N/A 4,294 6,107 117,434 121,014 2024-08-29 $103.81 $95.00 30.6% 8.8% 50.4% 2.0% 30.9% 2.5% 0.1% 11.8M -517.7M -3.0M 0.47 35.95 N/A N/A 6,883 3,202 119,008 124,042 2024-08-30 $104.09 $95.00 29.4% 8.5% 44.9% 0.0% 29.0% 1.9% 0.5% 11.1M -537.6M -3.0M 0.60 41.79 N/A N/A 5,983 3,590 121,835 125,480
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