TTD Options History — December 2024 In December 2024, TTD traded between $117.78 and $139.31. ATM implied volatility averaged 34.5%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 7.1% (HV 20d: 41.6%). Max pain ranged from $95.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2024-12-02 : Highest Volume — 33,305 contracts2024-12-18 : Largest IV spike — 13.7% change2024-12-19 : Highest IV Rank — 24.8%2024-12-19 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $129.88 $117.78 $139.31 $134.09 $117.78 Max Pain $100.48 $95.00 $115.00 $110.00 $100.00 ATM IV 34.5% 30.3% 41.2% 31.3% 35.2% Expected Move 10.1% 9.3% 11.9% 9.7% 10.2% HV 20d 41.6% 32.8% 50.2% 49.6% 35.9% HV 60d 34.8% 32.2% 37.3% 32.2% 37.2% IV Rank 10.8% 1.9% 24.8% 4.0% 12.3% IV Percentile 32.0% 2.4% 60.3% 8.7% 40.9% Term Structure 0.5% -1.9% 3.4% 0.5% 1.3% VWIV 35.8% 33.6% 41.9% 34.2% 35.7% Skew 25d 0.4% -5.3% 3.2% -0.5% 3.2% Skew 10d 0.9% -15.7% 22.4% 5.2% 5.1% Call IV 25d 34.9% 31.8% 40.8% 31.9% 33.5% Put IV 25d 35.3% 29.5% 42.7% 31.5% 36.7% Bid-Ask Spread % 53.15 28.95 66.64 41.79 48.19 Gamma HHI 0.10 0.05 0.24 0.11 0.05 Net GEX 13.2M 341.8K 32.7M 18.8M 1.3M Net DEX -847.3M -1.33B -368.7M -1.08B -368.7M Net VEX -3.2M -3.3M -2.9M -3.0M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.21 1.51 0.40 1.05 Total Volume 16,545.476 4,991 33,305 33,305 16,148 Total OI 263,239.952 227,067 289,693 245,392 228,144
Daily Data (21 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 2024-12-02 $134.09 $110.00 31.3% 9.7% 49.6% 4.0% 34.2% -0.5% 0.5% 18.8M -1.08B -3.0M 0.40 41.79 N/A N/A 23,860 9,445 125,135 120,257 2024-12-03 $138.33 $110.00 31.9% 10.0% 50.2% 5.3% 35.3% -0.3% 0.9% 26.5M -1.28B -3.2M 0.62 43.43 N/A N/A 19,014 11,774 138,565 124,174 2024-12-04 $139.31 $115.00 30.3% 9.8% 50.2% 1.9% 34.6% -2.7% 2.1% 28.9M -1.33B -3.3M 0.67 49.55 N/A N/A 12,294 8,207 144,763 130,269 2024-12-05 $136.07 $95.00 31.9% 9.3% 49.8% 5.4% 33.8% 0.4% 0.3% 18.7M -1.16B -3.3M 0.43 59.15 N/A N/A 13,318 5,669 146,705 132,466 2024-12-06 $139.09 $95.00 32.0% 9.6% 46.3% 5.5% 34.0% -0.9% 0.3% 32.7M -1.30B -3.2M 0.60 57.82 N/A N/A 15,659 9,425 147,094 134,038 2024-12-09 $134.38 $95.00 33.1% 9.7% 43.4% 7.8% 34.2% -5.3% -0.1% 17.9M -1.03B -3.3M 0.53 57.08 N/A N/A 15,777 8,346 142,981 127,248 2024-12-10 $131.93 $95.00 33.5% 10.0% 43.4% 8.7% 35.2% 0.3% 1.2% 16.1M -921.6M -3.3M 1.51 56.06 N/A N/A 9,234 13,943 146,399 130,498 2024-12-11 $134.27 $97.50 33.0% 9.8% 43.0% 7.7% 34.5% -0.2% 1.2% 16.2M -1.01B -3.3M 0.66 55.84 N/A N/A 6,110 4,054 148,290 137,559 2024-12-12 $133.26 $97.50 33.2% 9.8% 42.0% 8.0% 34.6% 0.8% 1.1% 14.5M -972.2M -3.3M 0.55 60.29 N/A N/A 5,220 2,877 149,158 138,217 2024-12-13 $131.96 $100.00 32.8% 9.7% 41.8% 7.2% 34.0% -0.4% 1.5% 341.8K -893.2M -3.2M 1.02 63.80 N/A N/A 6,282 6,393 150,521 139,172 2024-12-16 $132.51 $100.00 35.0% 10.1% 32.8% 11.9% 35.5% -0.2% 3.4% 14.9M -947.4M -3.2M 0.64 66.64 N/A N/A 4,279 2,753 134,538 128,089 2024-12-17 $135.44 $100.00 35.9% 10.3% 33.0% 13.8% 36.6% -0.7% -0.8% 18.4M -1.08B -3.1M 0.21 64.63 N/A N/A 16,678 3,584 135,962 129,688 2024-12-18 $127.09 $100.00 40.8% 11.7% 41.0% 24.1% 41.3% 1.4% -0.9% 10.5M -711.2M -3.3M 0.64 65.60 N/A N/A 8,756 5,639 145,253 131,302 2024-12-19 $126.42 $100.00 41.2% 11.9% 38.5% 24.8% 41.9% 2.0% -1.9% 8.4M -662.1M -3.3M 0.61 60.32 N/A N/A 12,003 7,296 148,745 132,745 2024-12-20 $125.45 $100.00 37.7% 10.8% 37.8% 17.6% 39.3% 2.8% -0.6% 16.1M -624.2M -3.2M 0.87 63.74 N/A N/A 10,507 9,186 153,709 133,254 2024-12-23 $121.97 $100.00 36.9% 10.6% 38.5% 15.7% 36.9% 2.0% -0.6% 1.3M -465.5M -3.1M 1.06 37.39 N/A N/A 5,488 5,840 117,833 114,488 2024-12-24 $123.20 $100.00 34.2% 9.5% 38.7% 10.1% 33.6% 0.7% -0.9% 2.1M -508.9M -3.1M 0.58 45.33 N/A N/A 4,266 2,464 118,928 116,518 2024-12-26 $123.90 $100.00 33.7% 9.6% 38.8% 9.1% 34.0% 1.8% 0.2% 9.0M -542.8M -3.0M 0.34 46.72 N/A N/A 6,430 2,212 121,802 116,143 2024-12-27 $121.05 $100.00 35.1% 10.1% 39.5% 12.1% 35.6% 1.5% 0.1% 2.6M -456.9M -3.0M 1.20 28.95 N/A N/A 5,461 6,573 124,400 115,922 2024-12-30 $120.08 $100.00 35.9% 10.4% 39.4% 13.8% 36.7% 1.6% 2.1% 2.5M -435.7M -3.0M 0.46 43.94 N/A N/A 3,430 1,561 112,943 114,124 2024-12-31 $117.78 $100.00 35.2% 10.2% 35.9% 12.3% 35.7% 3.2% 1.3% 1.3M -368.7M -2.9M 1.05 48.19 N/A N/A 7,863 8,285 113,575 114,569
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