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ThredUp Inc. Class A Common Stock TDUP

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Market datapartial · fetched 2026-10-23T04:28:18.175Z

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$1.16$1.76$2.36$2.95$3.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$0.47$0.80$1.12$1.44$1.77$2.09$2.42
PutsExpensive1.72×
CallsExpensive1.75×
SkewBearish+3.92 pp
Implied moveBearish±$0.71
TiltBearish59.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.67251.3%186.6%1.79150.9%29.8%
25Δ5.95226.1%156.9%1.99126.7%22.2%
30Δ5.23200.8%127.3%2.10125.9%19.8%
35Δ4.51175.6%97.6%2.21125.7%17.6%
40Δ3.79150.4%68.0%2.31125.6%15.3%
45Δ3.07125.2%38.3%2.42125.5%13.1%
50Δ2.48104.8%14.6%2.58128.0%11.1%
55Δ2.40101.9%12.7%2.93139.1%9.9%
60Δ2.3299.1%10.8%3.28150.2%8.7%
65Δ2.2496.2%8.9%3.64161.3%7.6%
70Δ2.1693.4%7.0%3.99172.4%6.4%
75Δ2.0890.5%5.2%4.34183.5%5.2%
80Δ4.69194.6%4.0%

20Δ

Calls
Pseudo strike
6.67
IV
251.3%
B/E move
186.6%
Puts
Pseudo strike
1.79
IV
150.9%
B/E move
29.8%

25Δ

Calls
Pseudo strike
5.95
IV
226.1%
B/E move
156.9%
Puts
Pseudo strike
1.99
IV
126.7%
B/E move
22.2%

30Δ

Calls
Pseudo strike
5.23
IV
200.8%
B/E move
127.3%
Puts
Pseudo strike
2.10
IV
125.9%
B/E move
19.8%

35Δ

Calls
Pseudo strike
4.51
IV
175.6%
B/E move
97.6%
Puts
Pseudo strike
2.21
IV
125.7%
B/E move
17.6%

40Δ

Calls
Pseudo strike
3.79
IV
150.4%
B/E move
68.0%
Puts
Pseudo strike
2.31
IV
125.6%
B/E move
15.3%

45Δ

Calls
Pseudo strike
3.07
IV
125.2%
B/E move
38.3%
Puts
Pseudo strike
2.42
IV
125.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
2.48
IV
104.8%
B/E move
14.6%
Puts
Pseudo strike
2.58
IV
128.0%
B/E move
11.1%

55Δ

Calls
Pseudo strike
2.40
IV
101.9%
B/E move
12.7%
Puts
Pseudo strike
2.93
IV
139.1%
B/E move
9.9%

60Δ

Calls
Pseudo strike
2.32
IV
99.1%
B/E move
10.8%
Puts
Pseudo strike
3.28
IV
150.2%
B/E move
8.7%

65Δ

Calls
Pseudo strike
2.24
IV
96.2%
B/E move
8.9%
Puts
Pseudo strike
3.64
IV
161.3%
B/E move
7.6%

70Δ

Calls
Pseudo strike
2.16
IV
93.4%
B/E move
7.0%
Puts
Pseudo strike
3.99
IV
172.4%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.08
IV
90.5%
B/E move
5.2%
Puts
Pseudo strike
4.34
IV
183.5%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
194.6%
B/E move
4.0%

Options history

No recorded observations