TTD Options History — January 2026

In January 2026, TTD traded between $30.29 and $40.02. ATM implied volatility averaged 67.8%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 30.7% (HV 20d: 37.1%). Max pain ranged from $37.50 to $42.50. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.32.

Notable Days

  • 2026-01-14: Highest Volume — 116,655 contracts
  • 2026-01-12: Largest IV spike — 28.9% change
  • 2026-01-20: Highest IV Rank — 60.0%
  • 2026-01-20: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.75$30.29$40.02$37.70$30.29
Max Pain$40.75$37.50$42.50$40.00$37.50
ATM IV67.8%45.1%79.6%45.1%78.7%
Expected Move19.4%12.1%23.0%12.1%14.3%
HV 20d37.1%28.7%47.6%28.7%47.6%
HV 60d39.6%37.7%40.9%37.8%40.7%
IV Rank44.1%15.5%60.0%15.5%58.6%
IV Percentile67.0%25.0%81.3%25.0%80.2%
Term Structure5.8%-4.2%24.7%3.1%-2.3%
VWIV68.4%42.8%80.5%42.8%51.6%
Skew 25d-0.5%-2.6%2.2%-0.2%1.3%
Skew 10d-4.9%-27.0%4.8%-1.7%2.3%
Call IV 25d68.7%45.1%81.0%45.1%79.1%
Put IV 25d68.3%45.0%80.4%45.0%80.4%
Bid-Ask Spread %17.668.0329.3421.9719.37
Gamma HHI0.090.050.280.080.09
Net GEX-5.2M-25.9M3.4M-4.9M-3.7M
Net DEX248.8M58.6M397.8M225.7M393.1M
Net VEX-4.5M-5.0M-3.7M-4.6M-3.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.364.170.911.15
Total Volume63,160.926,639116,65547,55555,859
Total OI857,609.55735,455960,344882,339841,023

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$37.70$40.0045.1%12.1%28.7%15.5%42.8%-0.2%3.1%-4.9M225.7M-4.6M0.9121.97N/AN/A24,93822,617536,420345,919
2026-01-05$40.02$42.5047.4%20.5%35.7%18.7%71.8%0.5%24.7%116.6K64.2M-5.0M0.668.56N/AN/A47,66531,634525,677330,117
2026-01-06$39.72$42.5047.4%20.3%34.8%18.8%71.3%-0.5%17.1%1.9M58.6M-5.0M1.198.03N/AN/A20,94825,011544,358339,556
2026-01-07$38.45$42.5047.9%20.7%36.2%19.3%72.6%-1.8%17.5%-2.4M162.9M-4.9M0.9115.21N/AN/A17,97716,371548,738348,747
2026-01-08$37.34$42.5052.4%21.3%37.5%23.9%74.2%-1.5%23.8%-6.5M259.8M-4.7M3.2825.64N/AN/A21,87371,777557,687353,878
2026-01-09$37.23$42.5055.0%21.0%37.5%25.7%73.5%-2.0%22.7%-8.3M266.4M-4.7M1.3415.78N/AN/A24,71133,047565,980364,048
2026-01-12$36.77$42.5071.0%21.5%30.2%48.6%76.8%1.8%2.4%-8.2M270.0M-4.6M1.6228.47N/AN/A19,90232,192552,472354,445
2026-01-13$37.20$42.5069.3%21.5%30.4%44.7%75.8%2.2%1.7%-7.1M250.1M-4.7M4.1716.11N/AN/A18,94778,940560,795367,571
2026-01-14$36.75$42.5072.8%21.7%30.3%49.9%75.8%-1.8%4.5%-9.9M276.8M-4.6M3.7021.04N/AN/A24,82091,835567,819368,585
2026-01-15$36.27$42.5074.3%21.7%30.5%52.1%75.9%1.1%2.6%-9.7M288.2M-4.6M2.5216.69N/AN/A18,50246,594580,894372,603
2026-01-16$35.28$40.0074.7%21.7%31.3%52.7%76.5%-0.9%3.2%-25.9M349.4M-4.5M0.6416.82N/AN/A39,12825,066585,624374,720
2026-01-20$34.22$40.0079.6%23.0%32.7%60.0%80.5%-0.7%17.4%-5.4M277.9M-4.2M0.6716.57N/AN/A27,86618,737423,617311,838
2026-01-21$35.26$40.0079.2%22.7%34.9%59.3%79.7%-0.9%-2.5%-3.0M202.5M-4.4M0.3611.75N/AN/A29,46510,523432,551317,349
2026-01-22$36.72$40.0078.4%22.6%38.0%58.2%80.1%-0.4%-3.1%3.1M106.1M-4.7M0.4012.38N/AN/A35,97614,484442,927320,324
2026-01-23$36.48$40.0077.4%22.6%38.0%56.7%79.2%-0.4%-3.4%3.4M114.7M-4.6M0.3711.42N/AN/A19,4027,237454,550328,086
2026-01-26$33.94$40.0072.5%15.0%45.0%49.4%53.2%-2.6%-4.2%-4.3M291.0M-4.1M0.7618.52N/AN/A60,93646,493439,068311,804
2026-01-27$32.29$40.0074.6%14.5%47.3%52.6%53.3%-0.1%-2.0%-5.2M366.8M-3.9M0.4417.08N/AN/A65,53628,581465,652336,728
2026-01-28$31.91$37.5078.1%14.2%47.0%57.8%51.1%-2.0%-3.0%-3.7M353.4M-4.0M0.5629.34N/AN/A25,11613,989491,082343,870
2026-01-29$31.09$37.5079.3%14.6%47.4%59.6%51.9%-0.1%-3.5%-3.4M397.8M-3.8M0.7622.45N/AN/A27,64220,881499,864345,205
2026-01-30$30.29$37.5078.7%14.3%47.6%58.6%51.6%1.3%-2.3%-3.7M393.1M-3.7M1.1519.37N/AN/A25,98529,874505,956335,067