TTD Options History — November 2024 In November 2024, TTD traded between $117.15 and $132.24. ATM implied volatility averaged 38.2%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 0.1% (HV 20d: 38.1%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.77.
Notable Days 2024-11-08 : Highest Volume — 98,659 contracts2024-11-08 : Largest IV drop — 38.0% change2024-11-04 : Highest IV Rank — 58.0%2024-11-01 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $125.23 $117.15 $132.24 $119.58 $128.66 Max Pain $107.75 $100.00 $110.00 $105.00 $110.00 ATM IV 38.2% 29.9% 56.9% 56.4% 30.1% Expected Move 11.1% 8.8% 21.6% 21.6% 8.8% HV 20d 38.1% 16.2% 48.5% 18.3% 47.9% HV 60d 29.0% 20.6% 32.9% 31.4% 31.8% IV Rank 18.6% 1.1% 58.0% 56.9% 1.6% IV Percentile 30.5% 0.8% 72.2% 71.0% 1.2% Term Structure -0.7% -3.8% 1.7% -3.8% 0.1% VWIV 39.0% 31.2% 75.1% 75.1% 31.2% Skew 25d 0.7% -1.6% 4.2% 4.2% 0.7% Skew 10d 2.4% -22.0% 19.6% 4.2% 1.1% Call IV 25d 38.0% 29.8% 55.5% 55.5% 29.8% Put IV 25d 38.8% 30.5% 59.7% 59.7% 30.5% Bid-Ask Spread % 48.46 18.27 66.04 18.27 51.88 Gamma HHI 0.10 0.07 0.19 0.08 0.14 Net GEX 14.0M -4.4M 41.8M 6.5M -4.4M Net DEX -847.1M -1.14B -467.7M -649.3M -914.1M Net VEX -3.0M -3.3M -2.7M -3.2M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.25 1.90 0.76 1.13 Total Volume 25,327.8 8,621 98,659 13,562 8,621 Total OI 254,062.1 220,881 275,938 251,058 268,588
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 2024-11-01 $119.58 $105.00 56.4% 21.6% 18.3% 56.9% 75.1% 4.2% -3.8% 6.5M -649.3M -3.2M 0.76 18.27 N/A N/A 7,688 5,874 130,712 120,346 2024-11-04 $118.91 $100.00 56.9% 14.8% 17.6% 58.0% 52.1% 3.5% -2.5% 6.9M -636.1M -3.1M 1.07 44.62 N/A N/A 4,508 4,818 110,913 109,968 2024-11-05 $120.00 $100.00 55.6% 14.7% 16.2% 55.3% 51.7% 3.7% -2.2% 7.4M -670.4M -3.1M 1.18 37.05 N/A N/A 4,201 4,952 112,184 112,032 2024-11-06 $124.87 $100.00 51.8% 13.5% 20.7% 47.1% 47.2% 0.7% -2.5% 10.0M -825.3M -2.9M 0.93 47.64 N/A N/A 7,484 6,958 113,883 113,337 2024-11-07 $132.24 $105.00 53.1% 14.3% 28.0% 49.9% 49.8% -1.6% -3.7% 11.9M -1.05B -2.7M 0.74 47.89 N/A N/A 40,835 30,036 117,034 115,992 2024-11-08 $125.17 $105.00 32.9% 9.7% 35.3% 7.4% 34.1% 1.1% 0.6% 14.2M -837.9M -2.8M 0.60 53.11 N/A N/A 61,482 37,177 135,390 136,630 2024-11-11 $128.17 $110.00 32.9% 9.7% 36.1% 7.5% 34.2% 0.4% 1.7% 21.1M -1.00B -2.8M 0.45 61.54 N/A N/A 32,070 14,342 129,004 115,863 2024-11-12 $131.26 $110.00 32.7% 9.5% 36.6% 7.0% 33.5% -0.1% 0.4% 25.4M -1.14B -2.9M 0.48 60.38 N/A N/A 8,403 3,993 139,932 124,993 2024-11-13 $127.92 $110.00 32.4% 9.3% 38.2% 6.4% 32.6% -0.6% -0.1% 19.2M -977.6M -3.0M 0.65 61.86 N/A N/A 10,560 6,904 141,596 126,993 2024-11-14 $126.13 $110.00 31.8% 9.2% 38.8% 5.1% 32.2% 0.2% 0.4% 8.4M -876.2M -3.0M 0.30 66.04 N/A N/A 11,584 3,509 143,752 129,825 2024-11-15 $117.97 $110.00 34.3% 9.9% 46.0% 10.4% 35.3% 1.1% 0.5% 3.7M -467.7M -3.1M 0.97 57.67 N/A N/A 18,832 18,302 146,028 129,910 2024-11-18 $117.15 $110.00 33.5% 9.6% 46.0% 8.8% 33.9% 1.2% -1.1% 5.3M -512.5M -3.1M 0.71 46.09 N/A N/A 11,410 8,051 123,517 115,951 2024-11-19 $119.51 $110.00 34.4% 9.9% 46.4% 10.6% 34.8% 0.3% -1.0% 11.7M -615.4M -3.1M 0.25 44.74 N/A N/A 13,768 3,482 129,287 119,447 2024-11-20 $124.62 $110.00 35.4% 10.2% 48.0% 12.7% 35.8% -0.2% -1.1% 26.0M -891.8M -3.2M 0.35 45.23 N/A N/A 23,991 8,340 137,176 121,222 2024-11-21 $127.21 $110.00 34.9% 10.1% 48.4% 11.7% 35.5% -0.4% -1.4% 29.1M -1.02B -3.3M 0.37 46.94 N/A N/A 13,830 5,154 141,689 124,816 2024-11-22 $129.29 $110.00 32.8% 9.4% 48.5% 7.2% 33.6% -0.2% -0.4% 41.8M -1.11B -3.2M 0.53 43.01 N/A N/A 9,066 4,796 145,248 126,943 2024-11-25 $129.38 $110.00 32.0% 9.3% 48.5% 5.6% 32.8% 0.0% 0.6% 19.3M -951.5M -3.2M 0.41 45.65 N/A N/A 12,015 4,891 129,554 120,554 2024-11-26 $128.94 $110.00 30.6% 9.0% 48.3% 2.6% 32.1% 0.5% 0.5% 18.6M -946.4M -3.1M 1.53 43.80 N/A N/A 7,961 12,175 132,945 122,202 2024-11-27 $127.72 $110.00 29.9% 8.9% 48.5% 1.1% 31.6% 0.5% 0.1% -2.7M -843.1M -3.2M 1.90 45.74 N/A N/A 4,994 9,499 135,959 129,827 2024-11-29 $128.66 $110.00 30.1% 8.8% 47.9% 1.6% 31.2% 0.7% 0.1% -4.4M -914.1M -3.1M 1.13 51.88 N/A N/A 4,056 4,565 136,852 131,736
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