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The Trade Desk, Inc. Class A Common Stock TTD

i

Market datapartial · fetched 2026-11-06T19:50:38.104Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T19:50:38.609560521Z

FundamentalsAlpha Vantage · unavailable

Share price$12.80
1D+0.8%
$12.56$12.66$12.75$12.85$12.955:30 AM6:30 AM9:00 AM1:00 PMTTD
Sold putSold call

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETTD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
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%