TERADATA (TDC) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $17.50 | -$675 |
| $20 | -$12,025 |
| $25 | $386 |
| $27.50 | $555 |
| $30 | $2,364 |
| $32.50 | $9,155 |
| $35 | $4,585 |
| $37.50 | $3,075 |
| $40 | $6,505 |
| $42.50 | $832 |
| $47.50 | $486 |
| $50 | $291 |
TDC session snapshot
Bullflow recorded 2 TDC options trades on Thursday, November 5, 2026, totaling $60,900 in premium. Calls made up $0.00 (0.0%) across 0 trades and puts $60.90K (100.0%) across 2 trades.
2 trades were sweeps and 0 were blocks. 2 filled at or above the ask, 0 at or below the bid and 0 at the mid. The largest was a $43,350 sweep of 289 Nov 20, 2026 $30 Put trade at 13:53:53 ET, filled at the ask.
TDC closed at $32.72, down 5.46% from the prior close. Net gamma exposure was $15.88K per 1% move at the Nov 5, 2026, 16:00:36 ET snapshot; the largest positive GEX strike was $32.50.
- Company
- TERADATA CORPORATION
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $32.72
TDC options flow statistics
- Total premium
- $60.90K
- Recorded trades
- 2
- Call premium
- $0.00
- Put premium
- $60.90K
- Put/call premium ratio
- Unavailable (no call premium)
- Avg premium per trade
- $30.45K
- Calls / puts (trades)
- 0 / 2
- Sweeps / blocks
- 2 / 0
- At or above ask
- 2
- At or below bid
- 0
- Largest trade
- $43.35K
- Last trade
Where the premium went
in calls
$60.90K · 2 trades
Premium
Trade type
Fill side
TDC largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| TDC Nov 20, 2026 $30 | Put | $43,350 | 289 | Ask | Sweep | |
| TDC Dec 18, 2026 $32.50 | Put | $17,550 | 76 | Ask | Sweep |
Each of the 2 largest trades had a different contract.
The 2 largest trades total $60.90K of $60.90K
TDC gamma exposure
- Spot at snapshot
- $20.07
- Net GEX per 1% move
- $15.88K
- Largest positive strike
- $32.50
- Largest negative strike
- $20
Closing snapshot , 16 strikes across 4 expirations (Unavailable to Unavailable).
TDC options flow questions
What was the largest TDC options trade on November 5, 2026?
A $43,350 sweep of 289 TDC Nov 20, 2026 $30 Put trade at 13:53:53 ET, filled at the ask. It was the largest of 2 trades Bullflow recorded for TDC that session.
How much TDC options premium traded on November 5, 2026?
$60,900 across 2 recorded sweeps and blocks: $0 in calls (0 trades) and $60,900 in puts (2 trades).
Was TDC options flow bullish or bearish on November 5, 2026?
Calls were 0.0% of premium. 0 of 2 trades filled at or below the bid and 2 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are TDC's gamma exposure levels?
At the Nov 5, 2026 closing snapshot (16:00:36 ET, spot $20.07), TDC net GEX was $15.88K per 1% move. The largest positive GEX strike was $32.50. The largest negative GEX strike was $20. The snapshot covers 16 strikes and 4 expirations.
How often is TDC options flow data updated?
The page shows a completed session (November 5, 2026, last trade 13:53:53 ET) and updates after the next trading day becomes historical. Intraday TDC flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.