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ThredUp Inc. Class A Common Stock TDUP

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-14T02:11:34.334Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-14T00:59:36.989918951Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T02:11:33.757244+00:00

Share price$1.57
1D+2.7%
AH$1.45$1.49$1.52$1.56$1.605:30 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$0.03$0.13$0.23$0.33$0.44$1.16$1.37$1.57$1.78$1.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TDUP spot · $1.57TDUP PRICE$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.12$0.04$0.04$0.05$0.06$0.10$0.14$0.17$0.21$0.25$0.29$0.33$0.37$0.41
PutsFair1.03×
Calls——
Skew——
Implied moveBearish±$0.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.12211.6%37.9%1.23191.0%23.9%
25Δ1.97195.5%29.2%1.33156.9%18.0%
30Δ1.92183.8%26.0%1.43122.7%12.1%
35Δ1.86172.0%22.9%1.5198.0%7.5%
40Δ1.80160.3%19.7%1.56103.3%6.9%
45Δ1.74148.6%16.6%1.61108.5%6.3%
50Δ1.68136.8%13.4%1.66113.7%5.7%
55Δ1.62125.1%10.2%1.70119.0%5.0%
60Δ1.57113.4%7.1%1.75124.2%4.4%
65Δ1.51101.6%3.9%1.80129.5%3.8%
70Δ1.85134.7%3.2%
75Δ1.90139.9%2.6%
80Δ1.94145.2%2.0%

20Δ

Calls
Pseudo strike
2.12
IV
211.6%
B/E move
37.9%
Puts
Pseudo strike
1.23
IV
191.0%
B/E move
23.9%

25Δ

Calls
Pseudo strike
1.97
IV
195.5%
B/E move
29.2%
Puts
Pseudo strike
1.33
IV
156.9%
B/E move
18.0%

30Δ

Calls
Pseudo strike
1.92
IV
183.8%
B/E move
26.0%
Puts
Pseudo strike
1.43
IV
122.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
1.86
IV
172.0%
B/E move
22.9%
Puts
Pseudo strike
1.51
IV
98.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
1.80
IV
160.3%
B/E move
19.7%
Puts
Pseudo strike
1.56
IV
103.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
1.74
IV
148.6%
B/E move
16.6%
Puts
Pseudo strike
1.61
IV
108.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
1.68
IV
136.8%
B/E move
13.4%
Puts
Pseudo strike
1.66
IV
113.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
1.62
IV
125.1%
B/E move
10.2%
Puts
Pseudo strike
1.70
IV
119.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
1.57
IV
113.4%
B/E move
7.1%
Puts
Pseudo strike
1.75
IV
124.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
1.51
IV
101.6%
B/E move
3.9%
Puts
Pseudo strike
1.80
IV
129.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
134.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
139.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.94
IV
145.2%
B/E move
2.0%

Options history

IV · four-Friday blend91.88%
Daily EOD
TDUP91.0%97.2%103.4%2026-10-19: 95.21%2026-10-20: 91.87%2026-10-21: 92.67%2026-10-22: 95.61%2026-10-23: 95.82%2026-10-26: 98.36%2026-10-27: 102.45%2026-10-28: 102.58%2026-10-29: 99.74%2026-10-30: 91.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
95.21%
91.87%
92.67%
95.61%
95.82%
98.36%
102.45%
102.58%
99.74%
91.88%