TTD Options History — September 2024 In September 2024, TTD traded between $99.29 and $110.42. ATM implied volatility averaged 33.7%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.5% (HV 20d: 30.2%). Max pain ranged from $95.00 to $97.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2024-09-18 : Highest Volume — 45,808 contracts2024-09-18 : Largest IV drop — 5.5% change2024-09-06 : Highest IV Rank — 17.3%2024-09-06 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $105.60 $99.29 $110.42 $100.50 $109.39 Max Pain $95.88 $95.00 $97.50 $95.00 $97.50 ATM IV 33.7% 30.4% 37.6% 33.7% 33.3% Expected Move 9.6% 8.5% 10.8% 10.3% 9.1% HV 20d 30.2% 23.4% 48.0% 47.8% 25.6% HV 60d 43.6% 43.3% 44.3% 44.3% 43.6% IV Rank 9.1% 2.1% 17.3% 9.1% 8.2% IV Percentile 20.5% 2.0% 46.8% 19.0% 17.9% Term Structure 1.4% -2.7% 14.8% 1.7% 14.8% VWIV 33.8% 30.2% 38.4% 35.1% 31.7% Skew 25d 3.2% 1.8% 4.3% 3.0% 4.1% Skew 10d 5.9% 3.7% 9.4% 5.9% 6.5% Call IV 25d 32.4% 29.8% 36.1% 33.0% 32.6% Put IV 25d 35.6% 32.0% 39.9% 36.0% 36.7% Bid-Ask Spread % 42.32 36.05 51.42 36.85 36.09 Gamma HHI 0.13 0.07 0.52 0.08 0.08 Net GEX 14.0M 2.8M 37.3M 5.4M 9.6M Net DEX -520.6M -781.2M -309.0M -364.5M -527.3M Net VEX -3.0M -3.1M -2.8M -3.0M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.14 0.92 0.91 0.50 Total Volume 14,764.65 5,815 45,808 14,547 10,078 Total OI 237,552.7 205,132 269,209 231,983 208,016
Daily Data (20 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 2024-09-03 $100.50 $95.00 33.7% 10.3% 47.8% 9.1% 35.1% 3.0% 1.7% 5.4M -364.5M -3.0M 0.91 36.85 N/A N/A 7,606 6,941 113,474 118,509 2024-09-04 $101.69 $95.00 34.8% 10.3% 47.4% 11.4% 35.5% 3.3% -1.1% 6.7M -412.5M -3.1M 0.56 37.63 N/A N/A 6,345 3,563 116,787 121,629 2024-09-05 $102.91 $95.00 35.9% 10.2% 47.3% 13.7% 36.9% 2.8% 0.9% 9.7M -463.0M -3.1M 0.45 46.08 N/A N/A 7,529 3,383 119,223 122,815 2024-09-06 $100.44 $95.00 37.6% 10.8% 48.0% 17.3% 38.4% 3.8% -0.7% 3.9M -351.2M -3.1M 0.70 42.14 N/A N/A 11,022 7,761 122,226 124,187 2024-09-09 $99.46 $95.00 37.4% 10.4% 24.0% 16.8% 36.4% 4.3% -2.7% 2.8M -311.5M -3.1M 0.33 40.62 N/A N/A 9,870 3,273 117,770 122,343 2024-09-10 $99.29 $95.00 36.4% 10.4% 23.4% 14.9% 36.7% 3.5% 0.0% 3.8M -309.0M -3.0M 0.67 42.76 N/A N/A 5,606 3,730 119,943 122,632 2024-09-11 $101.70 $95.00 34.8% 10.1% 24.9% 11.3% 34.9% 4.3% 0.5% 12.0M -427.6M -3.0M 0.92 45.53 N/A N/A 6,372 5,849 122,202 123,931 2024-09-12 $104.09 $95.00 34.4% 9.9% 26.0% 10.7% 34.9% 3.8% 0.2% 20.7M -541.5M -3.1M 0.65 44.85 N/A N/A 8,269 5,388 125,254 127,042 2024-09-13 $106.13 $95.00 33.6% 9.8% 25.7% 8.8% 34.4% 2.7% 1.0% 29.7M -655.7M -3.0M 0.45 45.21 N/A N/A 19,773 8,896 126,576 128,966 2024-09-16 $105.38 $95.00 33.9% 9.8% 25.9% 9.5% 33.4% 3.7% 1.0% 12.4M -553.3M -3.0M 0.51 48.04 N/A N/A 6,467 3,303 120,248 126,789 2024-09-17 $105.75 $95.00 35.4% 10.2% 25.6% 12.7% 36.4% 3.8% 0.2% 13.3M -556.0M -3.1M 0.43 46.34 N/A N/A 7,187 3,094 122,690 127,766 2024-09-18 $107.65 $95.00 33.5% 9.6% 26.3% 8.6% 33.9% 2.7% 1.0% 19.7M -664.7M -2.9M 0.14 51.42 N/A N/A 40,328 5,480 125,531 128,532 2024-09-19 $110.15 $95.00 31.9% 9.1% 27.0% 5.2% 31.7% 2.3% 1.4% 30.3M -781.2M -2.8M 0.35 47.88 N/A N/A 19,628 6,896 136,729 131,210 2024-09-20 $109.57 $97.50 30.4% 8.6% 26.9% 2.1% 30.4% 2.2% 1.3% 37.3M -729.6M -2.9M 0.35 36.05 N/A N/A 14,442 4,987 137,026 132,183 2024-09-23 $108.52 $97.50 30.6% 8.5% 26.8% 2.5% 30.4% 3.1% 1.4% 10.2M -510.5M -2.9M 0.46 37.45 N/A N/A 7,658 3,528 102,192 102,940 2024-09-24 $110.27 $97.50 31.4% 8.6% 26.9% 4.2% 30.2% 2.5% 1.2% 14.0M -577.8M -2.9M 0.41 38.01 N/A N/A 4,884 1,984 105,815 104,864 2024-09-25 $110.42 $97.50 31.5% 8.8% 26.9% 4.4% 31.7% 1.8% 1.8% 14.9M -586.9M -2.9M 0.78 39.53 N/A N/A 3,657 2,859 107,830 105,420 2024-09-26 $109.36 $97.50 31.5% 8.7% 25.9% 4.5% 31.0% 2.5% 2.3% 13.2M -546.3M -3.0M 0.66 39.01 N/A N/A 3,495 2,320 107,975 106,282 2024-09-27 $109.36 $97.50 32.4% 8.8% 25.6% 6.3% 31.7% 3.2% 1.2% 10.8M -542.8M -3.0M 0.58 44.95 N/A N/A 7,510 4,332 108,694 106,813 2024-09-30 $109.39 $97.50 33.3% 9.1% 25.6% 8.2% 31.7% 4.1% 14.8% 9.6M -527.3M -3.0M 0.50 36.09 N/A N/A 6,738 3,340 104,065 103,951
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