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Trade Desk Inc TTD

COMMUNICATION SERVICES · ADVERTISING AGENCIES
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Market dataready · fetched 2026-10-15T20:33:44.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:20.16075627Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:43.168956+00:00

Share price$13.06
1D+8.0%
AH$11.99$12.32$12.65$12.98$13.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTTD
Sold putSold callAH

Trade Desk Inc options

Live interpolated TTD call and put midpoint premiums by absolute delta.Trade Desk Inc$0.00$1.12$2.23$3.35$4.46$10.75$12.03$13.31$14.59$15.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $13.06OPTION PRICELive TTD spot · $13.06TTD PRICE$0.20$0.71$1.02$0.88$0.73$0.59$0.45$0.31$0.47$0.94$1.41$1.21$0.80$0.05$0.06$0.08$0.09$0.10$0.67$1.28$1.90$2.52$3.13$3.94$1.63$4.14
PutsExpensive4.74×
CallsExpensive2.71×
SkewBullish-75.80 pp
Implied moveBearish±$1.73
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.17174.7%10.0%12.6761.6%3.3%
25Δ16.43544.6%31.3%12.7559.3%2.8%
30Δ17.73761.1%43.6%12.8357.0%2.3%
35Δ16.87635.3%35.9%12.9154.7%1.8%
40Δ16.01509.4%28.2%12.9952.3%1.3%
45Δ15.15383.6%20.5%13.45149.8%2.1%
50Δ14.28257.8%12.8%13.94256.5%3.0%
55Δ13.42132.0%5.1%14.44363.3%4.0%
60Δ12.81122.0%1.8%14.93470.1%4.9%
65Δ12.45223.3%2.6%15.42576.9%5.8%
70Δ12.09324.5%3.4%16.31623.9%5.2%
75Δ12.18258.3%2.6%14.45254.8%1.8%
80Δ12.42140.2%1.2%16.86501.2%2.6%

20Δ

Calls
Pseudo strike
14.17
IV
174.7%
B/E move
10.0%
Puts
Pseudo strike
12.67
IV
61.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
16.43
IV
544.6%
B/E move
31.3%
Puts
Pseudo strike
12.75
IV
59.3%
B/E move
2.8%

30Δ

Calls
Pseudo strike
17.73
IV
761.1%
B/E move
43.6%
Puts
Pseudo strike
12.83
IV
57.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
16.87
IV
635.3%
B/E move
35.9%
Puts
Pseudo strike
12.91
IV
54.7%
B/E move
1.8%

40Δ

Calls
Pseudo strike
16.01
IV
509.4%
B/E move
28.2%
Puts
Pseudo strike
12.99
IV
52.3%
B/E move
1.3%

45Δ

Calls
Pseudo strike
15.15
IV
383.6%
B/E move
20.5%
Puts
Pseudo strike
13.45
IV
149.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
14.28
IV
257.8%
B/E move
12.8%
Puts
Pseudo strike
13.94
IV
256.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
13.42
IV
132.0%
B/E move
5.1%
Puts
Pseudo strike
14.44
IV
363.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
12.81
IV
122.0%
B/E move
1.8%
Puts
Pseudo strike
14.93
IV
470.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
12.45
IV
223.3%
B/E move
2.6%
Puts
Pseudo strike
15.42
IV
576.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
12.09
IV
324.5%
B/E move
3.4%
Puts
Pseudo strike
16.31
IV
623.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
12.18
IV
258.3%
B/E move
2.6%
Puts
Pseudo strike
14.45
IV
254.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
12.42
IV
140.2%
B/E move
1.2%
Puts
Pseudo strike
16.86
IV
501.2%
B/E move
2.6%