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ThredUp Inc. Class A Common Stock TDUP

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Market datapartial · fetched 2026-10-23T02:00:41.523Z

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 · 2026-10-22T22:07:23.053994737Z

FundamentalsAlpha Vantage · unavailable

Share price$2.37
1D+2.6%
AH$2.26$2.29$2.32$2.35$2.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDUP
Sold putSold callAH

ThredUp Inc. Class A Common Stock options

Live interpolated TDUP call and put midpoint premiums by absolute delta.ThredUp Inc. Class A Common Stock$0.05$0.69$1.33$1.96$2.60$1.18$1.77$2.36$2.95$3.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDUP spot · $2.37TDUP PRICE$0.12$0.14$0.16$0.17$0.19$0.21$0.23$0.27$0.31$0.34$0.38$0.42$0.13$0.15$0.20$0.25$0.31$0.36$0.48$0.80$1.12$1.45$1.77$2.09$2.42
PutsExpensive1.70×
CallsExpensive1.73×
SkewBearish+3.77 pp
Implied moveBearish±$0.71
TiltBearish59.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.67250.6%186.6%1.79149.5%29.8%
25Δ5.95225.2%157.0%1.99124.6%22.2%
30Δ5.23199.7%127.3%2.10123.7%19.8%
35Δ4.51174.3%97.7%2.21123.6%17.6%
40Δ3.79148.9%68.0%2.31123.5%15.3%
45Δ3.07123.5%38.3%2.42123.4%13.1%
50Δ2.48102.9%14.6%2.58125.9%11.1%
55Δ2.40100.1%12.7%2.93137.3%9.9%
60Δ2.3297.3%10.8%3.28148.6%8.7%
65Δ2.2494.5%8.9%3.64160.0%7.6%
70Δ2.1691.7%7.0%3.99171.3%6.4%
75Δ2.0888.9%5.2%4.34182.7%5.2%
80Δ4.69194.0%4.0%

20Δ

Calls
Pseudo strike
6.67
IV
250.6%
B/E move
186.6%
Puts
Pseudo strike
1.79
IV
149.5%
B/E move
29.8%

25Δ

Calls
Pseudo strike
5.95
IV
225.2%
B/E move
157.0%
Puts
Pseudo strike
1.99
IV
124.6%
B/E move
22.2%

30Δ

Calls
Pseudo strike
5.23
IV
199.7%
B/E move
127.3%
Puts
Pseudo strike
2.10
IV
123.7%
B/E move
19.8%

35Δ

Calls
Pseudo strike
4.51
IV
174.3%
B/E move
97.7%
Puts
Pseudo strike
2.21
IV
123.6%
B/E move
17.6%

40Δ

Calls
Pseudo strike
3.79
IV
148.9%
B/E move
68.0%
Puts
Pseudo strike
2.31
IV
123.5%
B/E move
15.3%

45Δ

Calls
Pseudo strike
3.07
IV
123.5%
B/E move
38.3%
Puts
Pseudo strike
2.42
IV
123.4%
B/E move
13.1%

50Δ

Calls
Pseudo strike
2.48
IV
102.9%
B/E move
14.6%
Puts
Pseudo strike
2.58
IV
125.9%
B/E move
11.1%

55Δ

Calls
Pseudo strike
2.40
IV
100.1%
B/E move
12.7%
Puts
Pseudo strike
2.93
IV
137.3%
B/E move
9.9%

60Δ

Calls
Pseudo strike
2.32
IV
97.3%
B/E move
10.8%
Puts
Pseudo strike
3.28
IV
148.6%
B/E move
8.7%

65Δ

Calls
Pseudo strike
2.24
IV
94.5%
B/E move
8.9%
Puts
Pseudo strike
3.64
IV
160.0%
B/E move
7.6%

70Δ

Calls
Pseudo strike
2.16
IV
91.7%
B/E move
7.0%
Puts
Pseudo strike
3.99
IV
171.3%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.08
IV
88.9%
B/E move
5.2%
Puts
Pseudo strike
4.34
IV
182.7%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
194.0%
B/E move
4.0%

Options history

No recorded observations