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ThredUp Inc. Class A Common Stock TDUP

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Market datapartial · fetched 2026-10-22T20:45:46.339Z

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 · 2026-10-22T20:00:00.379824923Z

FundamentalsAlpha Vantage · unavailable

Share price$2.33
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$0.06$0.62$1.17$1.72$2.28$1.25$1.81$2.37$2.93$3.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDUP spot · $2.33TDUP PRICE$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.28$0.33$0.37$0.41$0.45$0.57$0.13$0.14$0.19$0.24$0.28$0.33$0.38$0.60$0.90$1.21$1.51$1.81$2.12
PutsExpensive1.54×
CallsExpensive1.79×
SkewBullish-12.97 pp
Implied moveBearish±$0.63
TiltBearish45.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.65253.3%190.6%1.76149.0%29.8%
25Δ5.90227.6%159.2%1.95125.4%22.6%
30Δ5.15201.8%127.8%2.07118.5%19.1%
35Δ4.40176.0%96.4%2.17117.9%16.9%
40Δ3.65150.2%65.0%2.27117.2%14.8%
45Δ2.90124.4%33.5%2.37116.6%12.7%
50Δ2.46110.1%15.9%2.47115.9%10.6%
55Δ2.37108.4%13.8%2.72121.1%9.1%
60Δ2.28106.8%11.7%3.05129.4%8.0%
65Δ2.19105.2%9.6%3.38137.7%6.9%
70Δ2.10103.6%7.4%3.71145.9%5.7%
75Δ2.01102.0%5.3%4.04154.2%4.6%
80Δ1.86110.6%4.2%4.37162.5%3.5%

20Δ

Calls
Pseudo strike
6.65
IV
253.3%
B/E move
190.6%
Puts
Pseudo strike
1.76
IV
149.0%
B/E move
29.8%

25Δ

Calls
Pseudo strike
5.90
IV
227.6%
B/E move
159.2%
Puts
Pseudo strike
1.95
IV
125.4%
B/E move
22.6%

30Δ

Calls
Pseudo strike
5.15
IV
201.8%
B/E move
127.8%
Puts
Pseudo strike
2.07
IV
118.5%
B/E move
19.1%

35Δ

Calls
Pseudo strike
4.40
IV
176.0%
B/E move
96.4%
Puts
Pseudo strike
2.17
IV
117.9%
B/E move
16.9%

40Δ

Calls
Pseudo strike
3.65
IV
150.2%
B/E move
65.0%
Puts
Pseudo strike
2.27
IV
117.2%
B/E move
14.8%

45Δ

Calls
Pseudo strike
2.90
IV
124.4%
B/E move
33.5%
Puts
Pseudo strike
2.37
IV
116.6%
B/E move
12.7%

50Δ

Calls
Pseudo strike
2.46
IV
110.1%
B/E move
15.9%
Puts
Pseudo strike
2.47
IV
115.9%
B/E move
10.6%

55Δ

Calls
Pseudo strike
2.37
IV
108.4%
B/E move
13.8%
Puts
Pseudo strike
2.72
IV
121.1%
B/E move
9.1%

60Δ

Calls
Pseudo strike
2.28
IV
106.8%
B/E move
11.7%
Puts
Pseudo strike
3.05
IV
129.4%
B/E move
8.0%

65Δ

Calls
Pseudo strike
2.19
IV
105.2%
B/E move
9.6%
Puts
Pseudo strike
3.38
IV
137.7%
B/E move
6.9%

70Δ

Calls
Pseudo strike
2.10
IV
103.6%
B/E move
7.4%
Puts
Pseudo strike
3.71
IV
145.9%
B/E move
5.7%

75Δ

Calls
Pseudo strike
2.01
IV
102.0%
B/E move
5.3%
Puts
Pseudo strike
4.04
IV
154.2%
B/E move
4.6%

80Δ

Calls
Pseudo strike
1.86
IV
110.6%
B/E move
4.2%
Puts
Pseudo strike
4.37
IV
162.5%
B/E move
3.5%

Options history

No recorded observations