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ThredUp Inc. Class A Common Stock TDUP

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Market datapartial · fetched 2026-10-23T16:43:09.839Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:42:33.030034059Z

FundamentalsAlpha Vantage · unavailable

Share price$2.10
1D-7.1%
$2.08$2.12$2.17$2.22$2.275:30 AM6:30 AM9:00 AM1:00 PMTDUP
Sold putSold call

ThredUp Inc. Class A Common Stock options

Live interpolated TDUP call and put midpoint premiums by absolute delta.ThredUp Inc. Class A Common Stock$0.08$0.23$0.38$0.53$0.68$1.33$1.78$2.23$2.68$3.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDUP spot · $2.10TDUP PRICE$0.11$0.11$0.12$0.13$0.17$0.21$0.25$0.29$0.33$0.39$0.47$0.56$0.64$0.10$0.12$0.14$0.16$0.20$0.24$0.28$0.33$0.37$0.41$0.46
PutsExpensive1.11×
CallsExpensive1.81×
SkewBullish-46.18 pp
Implied moveBearish±$0.53
TiltBullish14.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.18258.2%200.0%1.62131.7%27.5%
25Δ4.87206.0%138.0%1.73122.2%23.3%
30Δ3.57153.9%76.0%1.84112.8%19.2%
35Δ2.48111.9%24.9%1.94103.3%15.0%
40Δ2.40115.5%22.6%2.0497.8%12.2%
45Δ2.31119.2%20.3%2.1196.3%10.8%
50Δ2.22122.9%17.9%2.1894.7%9.5%
55Δ2.13126.6%15.6%2.2593.2%8.1%
60Δ2.04130.3%13.3%2.3291.7%6.7%
65Δ1.94135.5%11.3%2.4090.2%5.3%
70Δ1.82142.3%9.6%2.4788.7%4.0%
75Δ1.70149.0%7.9%
80Δ1.59155.7%6.2%

20Δ

Calls
Pseudo strike
6.18
IV
258.2%
B/E move
200.0%
Puts
Pseudo strike
1.62
IV
131.7%
B/E move
27.5%

25Δ

Calls
Pseudo strike
4.87
IV
206.0%
B/E move
138.0%
Puts
Pseudo strike
1.73
IV
122.2%
B/E move
23.3%

30Δ

Calls
Pseudo strike
3.57
IV
153.9%
B/E move
76.0%
Puts
Pseudo strike
1.84
IV
112.8%
B/E move
19.2%

35Δ

Calls
Pseudo strike
2.48
IV
111.9%
B/E move
24.9%
Puts
Pseudo strike
1.94
IV
103.3%
B/E move
15.0%

40Δ

Calls
Pseudo strike
2.40
IV
115.5%
B/E move
22.6%
Puts
Pseudo strike
2.04
IV
97.8%
B/E move
12.2%

45Δ

Calls
Pseudo strike
2.31
IV
119.2%
B/E move
20.3%
Puts
Pseudo strike
2.11
IV
96.3%
B/E move
10.8%

50Δ

Calls
Pseudo strike
2.22
IV
122.9%
B/E move
17.9%
Puts
Pseudo strike
2.18
IV
94.7%
B/E move
9.5%

55Δ

Calls
Pseudo strike
2.13
IV
126.6%
B/E move
15.6%
Puts
Pseudo strike
2.25
IV
93.2%
B/E move
8.1%

60Δ

Calls
Pseudo strike
2.04
IV
130.3%
B/E move
13.3%
Puts
Pseudo strike
2.32
IV
91.7%
B/E move
6.7%

65Δ

Calls
Pseudo strike
1.94
IV
135.5%
B/E move
11.3%
Puts
Pseudo strike
2.40
IV
90.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
1.82
IV
142.3%
B/E move
9.6%
Puts
Pseudo strike
2.47
IV
88.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
1.70
IV
149.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.59
IV
155.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations