TTD Options History — October 2024 In October 2024, TTD traded between $108.84 and $122.40. ATM implied volatility averaged 50.6%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 31.7% (HV 20d: 18.9%). Max pain ranged from $97.50 to $105.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.66.
Notable Days 2024-10-18 : Highest Volume — 26,637 contracts2024-10-07 : Largest IV spike — 22.3% change2024-10-25 : Highest IV Rank — 59.1%2024-10-31 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $116.60 $108.84 $122.40 $108.87 $120.22 Max Pain $102.07 $97.50 $105.00 $97.50 $105.00 ATM IV 50.6% 33.1% 57.5% 33.1% 57.0% Expected Move 15.6% 9.4% 20.9% 9.4% 20.9% HV 20d 18.9% 16.1% 22.2% 21.7% 18.9% HV 60d 38.6% 31.5% 44.0% 43.6% 31.8% IV Rank 44.6% 7.7% 59.1% 7.7% 58.2% IV Percentile 61.2% 17.5% 71.8% 17.5% 71.8% Term Structure 0.8% -4.7% 18.2% 18.2% -4.0% VWIV 55.2% 33.9% 74.0% 34.0% 74.0% Skew 25d 3.9% -0.4% 6.8% 6.8% 4.3% Skew 10d 5.3% -21.5% 10.9% -9.9% 9.1% Call IV 25d 48.8% 31.5% 55.8% 32.9% 55.8% Put IV 25d 52.7% 34.6% 60.4% 39.7% 60.1% Bid-Ask Spread % 27.31 14.31 45.33 45.33 15.45 Gamma HHI 0.11 0.07 0.43 0.07 0.09 Net GEX 19.6M 9.4M 44.9M 9.7M 11.6M Net DEX -716.1M -879.1M -512.6M -519.4M -678.7M Net VEX -3.1M -3.3M -3.0M -3.0M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.25 1.79 1.79 0.73 Total Volume 14,961.652 7,513 26,637 8,403 14,845 Total OI 237,996.565 215,302 261,148 215,302 250,332
Daily Data (23 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 2024-10-01 $108.87 $97.50 33.1% 9.4% 21.7% 7.7% 34.0% 6.8% 18.2% 9.7M -519.4M -3.0M 1.79 45.33 N/A N/A 3,008 5,395 109,077 106,225 2024-10-02 $108.84 $97.50 33.9% 9.5% 21.5% 9.5% 33.9% 2.8% 14.9% 9.4M -512.6M -3.0M 0.93 41.96 N/A N/A 3,892 3,621 110,684 108,730 2024-10-03 $111.09 $100.00 38.3% 14.6% 22.2% 18.9% 51.0% 5.1% 16.5% 13.4M -600.9M -3.1M 0.35 29.63 N/A N/A 8,766 3,111 113,073 111,376 2024-10-04 $113.22 $100.00 39.7% 14.1% 20.1% 21.7% 51.3% 3.2% 18.1% 44.6M -719.2M -3.0M 0.32 30.91 N/A N/A 13,946 4,451 117,795 112,805 2024-10-07 $111.69 $97.50 48.5% 14.8% 20.6% 40.3% 53.6% 6.3% 1.6% 12.2M -609.4M -3.1M 1.20 32.09 N/A N/A 5,559 6,657 113,508 110,535 2024-10-08 $114.24 $100.00 51.3% 14.4% 21.2% 46.2% 50.2% 3.8% -2.8% 15.6M -700.9M -3.0M 0.50 31.94 N/A N/A 10,426 5,183 115,405 114,731 2024-10-09 $115.62 $100.00 53.2% 14.4% 20.3% 50.2% 50.4% 2.7% -3.5% 21.1M -762.8M -3.0M 0.51 34.84 N/A N/A 13,202 6,796 120,426 117,647 2024-10-10 $115.72 $105.00 53.3% 14.5% 19.4% 50.4% 50.8% 3.6% -3.1% 21.3M -757.6M -3.2M 0.57 32.81 N/A N/A 7,940 4,505 125,282 122,022 2024-10-11 $117.48 $105.00 51.9% 14.5% 19.0% 47.3% 50.1% 4.3% -2.9% 28.7M -879.1M -3.1M 1.02 33.67 N/A N/A 9,662 9,869 129,139 124,776 2024-10-14 $117.91 $105.00 52.1% 14.6% 18.5% 47.8% 53.0% 3.2% -1.3% 16.4M -801.5M -3.0M 0.52 30.84 N/A N/A 9,801 5,134 119,161 119,331 2024-10-15 $117.54 $105.00 52.1% 14.8% 18.7% 47.8% 52.5% 3.9% -0.3% 16.4M -783.3M -3.1M 0.85 31.82 N/A N/A 6,995 5,933 123,022 122,599 2024-10-16 $117.44 $105.00 52.4% 15.0% 18.3% 48.5% 52.2% 3.5% -2.5% 15.8M -779.3M -3.1M 0.47 31.70 N/A N/A 5,746 2,713 124,853 126,211 2024-10-17 $117.68 $105.00 52.0% 15.0% 16.9% 47.6% 52.9% 3.8% -2.0% 18.7M -797.7M -3.1M 0.63 33.09 N/A N/A 7,438 4,665 128,427 127,292 2024-10-18 $118.98 $105.00 51.2% 14.9% 16.8% 45.9% 50.1% 3.6% -2.8% 21.2M -859.5M -3.1M 0.33 33.51 N/A N/A 19,960 6,677 130,818 130,330 2024-10-21 $118.18 $100.00 51.8% 15.6% 16.5% 47.2% 57.0% 4.2% -3.3% 17.6M -675.6M -3.1M 0.66 18.34 N/A N/A 6,831 4,532 115,631 108,139 2024-10-22 $119.41 $100.00 52.8% 16.2% 16.1% 49.3% 56.8% -0.4% -3.1% 20.9M -734.1M -3.1M 0.25 18.42 N/A N/A 16,499 4,183 119,181 111,132 2024-10-23 $117.09 $100.00 54.6% 17.0% 18.1% 53.0% 59.6% 3.5% -3.3% 16.7M -629.7M -3.2M 0.49 22.33 N/A N/A 8,486 4,157 125,635 112,977 2024-10-24 $118.25 $100.00 56.3% 17.8% 17.6% 56.5% 62.2% 3.5% -4.7% 26.5M -682.0M -3.2M 0.58 15.11 N/A N/A 5,852 3,366 127,422 114,962 2024-10-25 $119.41 $100.00 57.5% 18.1% 17.7% 59.1% 63.2% 4.8% -2.4% 44.9M -738.0M -3.2M 0.42 17.41 N/A N/A 15,672 6,598 130,213 116,946 2024-10-28 $119.25 $105.00 56.6% 19.5% 17.8% 57.3% 68.5% 4.7% -2.7% 13.2M -680.3M -3.2M 0.72 16.21 N/A N/A 6,867 4,915 117,546 109,422 2024-10-29 $121.32 $105.00 57.1% 20.0% 18.0% 58.3% 70.7% 3.9% -2.8% 15.3M -754.5M -3.3M 0.67 14.31 N/A N/A 12,432 8,349 120,824 112,717 2024-10-30 $122.40 $105.00 56.9% 20.1% 17.9% 57.9% 72.1% 4.0% -3.2% 18.9M -814.1M -3.2M 0.72 16.37 N/A N/A 11,299 8,184 127,623 117,939 2024-10-31 $120.22 $105.00 57.0% 20.9% 18.9% 58.2% 74.0% 4.3% -4.0% 11.6M -678.7M -3.3M 0.73 15.45 N/A N/A 8,563 6,282 129,663 120,669
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