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The Trade Desk, Inc. Class A Common Stock TTD

i

Market dataready · fetched 2026-11-07T04:27:24.513Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:57:37.918111746Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T04:27:23.890122+00:00

Share price$12.98
1D+2.0%
AH$12.56$12.68$12.81$12.94$13.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTD
Sold putSold callAH

The Trade Desk, Inc. Class A Common Stock options

Live interpolated TTD call and put midpoint premiums by absolute delta.The Trade Desk, Inc. Class A Common Stock$0.24$1.02$1.81$2.59$3.37$11.81$12.43$13.05$13.67$14.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTD spot · $12.98TTD PRICE$0.36$0.45$0.56$0.68$0.78$0.92$1.06$1.23$1.41$1.61$1.90$2.12$0.33$0.46$0.56$0.70$0.87$1.05$1.30$1.51$1.66$1.94$2.36$3.14
Puts——
Calls——
Skew——
Implied moveBearish±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.19145.2%16.3%
25Δ15.22148.4%20.0%11.52152.1%14.7%
30Δ14.73144.9%17.0%11.92146.1%12.5%
35Δ14.33145.3%14.7%12.26146.6%10.9%
40Δ13.97148.0%12.9%12.59148.8%9.6%
45Δ13.59143.6%10.7%12.93151.0%8.5%
50Δ13.25143.3%9.1%13.30156.1%7.5%
55Δ12.92144.0%7.8%13.65155.6%6.4%
60Δ12.60144.1%6.5%13.97148.1%5.2%
65Δ12.27143.9%5.4%14.37148.6%4.3%
70Δ11.93144.6%4.3%14.87154.3%3.6%
75Δ11.54149.8%3.5%15.72174.8%3.1%
80Δ11.19144.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.19
IV
145.2%
B/E move
16.3%

25Δ

Calls
Pseudo strike
15.22
IV
148.4%
B/E move
20.0%
Puts
Pseudo strike
11.52
IV
152.1%
B/E move
14.7%

30Δ

Calls
Pseudo strike
14.73
IV
144.9%
B/E move
17.0%
Puts
Pseudo strike
11.92
IV
146.1%
B/E move
12.5%

35Δ

Calls
Pseudo strike
14.33
IV
145.3%
B/E move
14.7%
Puts
Pseudo strike
12.26
IV
146.6%
B/E move
10.9%

40Δ

Calls
Pseudo strike
13.97
IV
148.0%
B/E move
12.9%
Puts
Pseudo strike
12.59
IV
148.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
13.59
IV
143.6%
B/E move
10.7%
Puts
Pseudo strike
12.93
IV
151.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
13.25
IV
143.3%
B/E move
9.1%
Puts
Pseudo strike
13.30
IV
156.1%
B/E move
7.5%

55Δ

Calls
Pseudo strike
12.92
IV
144.0%
B/E move
7.8%
Puts
Pseudo strike
13.65
IV
155.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
12.60
IV
144.1%
B/E move
6.5%
Puts
Pseudo strike
13.97
IV
148.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
12.27
IV
143.9%
B/E move
5.4%
Puts
Pseudo strike
14.37
IV
148.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.93
IV
144.6%
B/E move
4.3%
Puts
Pseudo strike
14.87
IV
154.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
11.54
IV
149.8%
B/E move
3.5%
Puts
Pseudo strike
15.72
IV
174.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.19
IV
144.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.51%
Daily close
TTD38.0%112.3%186.6%2026-08-10: 61.06%2026-08-11: 56.57%2026-08-12: 56.46%2026-08-13: 66.25%2026-08-14: 49.68%2026-08-17: 56.50%2026-08-18: 53.46%2026-08-19: 55.58%2026-08-20: 100.68%2026-08-21: 51.07%2026-08-24: 51.71%2026-08-25: 50.86%2026-08-26: 67.06%2026-08-27: 53.30%2026-08-28: 48.24%2026-08-31: 53.02%2026-09-01: 52.90%2026-09-02: 65.63%2026-09-03: 91.68%2026-09-04: 53.56%2026-09-08: 58.95%2026-09-09: 56.41%2026-09-10: 60.98%2026-09-11: 53.27%2026-09-14: 58.19%2026-09-15: 59.09%2026-09-16: 61.36%2026-09-18: 51.92%2026-09-21: 55.37%2026-09-22: 55.90%2026-09-23: 90.68%2026-09-24: 57.99%2026-09-25: 50.73%2026-09-28: 55.28%2026-09-29: 82.46%2026-09-30: 55.59%2026-10-01: 60.60%2026-10-02: 49.11%2026-10-05: 51.30%2026-10-06: 50.87%2026-10-07: 77.22%2026-10-08: 176.39%2026-10-09: 54.33%2026-10-12: 51.78%2026-10-13: 56.44%2026-10-14: 99.02%2026-10-15: 92.81%2026-10-16: 71.40%2026-10-19: 71.35%2026-10-20: 88.76%2026-10-21: 92.98%2026-10-22: 135.22%2026-10-23: 68.89%2026-10-26: 80.42%2026-10-27: 76.62%2026-10-28: 75.33%2026-10-29: 120.52%2026-10-30: 85.51%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
61.06%
56.57%
56.46%
66.25%
49.68%
56.50%
53.46%
55.58%
100.68%
51.07%
51.71%
50.86%
67.06%
53.30%
48.24%
53.02%
52.90%
65.63%
91.68%
53.56%
58.95%
56.41%
60.98%
53.27%
58.19%
59.09%
61.36%
51.92%
55.37%
55.90%
90.68%
57.99%
50.73%
55.28%
82.46%
55.59%
60.60%
49.11%
51.30%
50.87%
77.22%
176.39%
54.33%
51.78%
56.44%
99.02%
92.81%
71.40%
71.35%
88.76%
92.98%
135.22%
68.89%
80.42%
76.62%
75.33%
120.52%
85.51%