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Trade Desk Inc TTD

COMMUNICATION SERVICES · ADVERTISING AGENCIES
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Market dataready · fetched 2026-10-16T22:57:34.975Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:52:28.167292761Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:57:34.454439+00:00

Share price$12.22
1D-6.9%
AH$12.05$12.39$12.73$13.07$13.415:30 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$0.01$0.85$1.69$2.52$3.36$10.81$11.51$12.21$12.90$13.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TTD spot · $12.22TTD PRICE$0.10$0.14$0.18$0.22$0.26$0.31$0.36$0.40$0.45$0.71$1.10$1.50$1.14$0.25$0.15$0.18$0.22$0.27$0.33$0.39$0.45$0.50$0.66$0.82$1.20$3.12
PutsExpensive1.25×
CallsFair1.02×
SkewBearish+1.77 pp
Implied moveBearish±$0.74
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.1357.0%8.3%11.01118.9%12.0%
25Δ12.9456.2%7.0%11.6355.5%6.1%
30Δ12.8056.5%6.2%11.7754.2%5.2%
35Δ12.6656.8%5.4%11.9152.8%4.4%
40Δ12.5257.2%4.6%12.0452.0%3.7%
45Δ12.4055.9%4.0%12.1552.2%3.2%
50Δ12.2854.3%3.4%12.2652.3%2.8%
55Δ12.1652.8%2.8%12.3852.4%2.4%
60Δ12.0551.2%2.2%12.4952.5%1.9%
65Δ11.7866.9%2.2%12.6757.0%1.7%
70Δ11.4294.0%2.5%12.8661.9%1.5%
75Δ11.05121.1%2.7%13.2578.1%1.4%
80Δ11.2782.9%1.6%15.12146.1%1.8%

20Δ

Calls
Pseudo strike
13.13
IV
57.0%
B/E move
8.3%
Puts
Pseudo strike
11.01
IV
118.9%
B/E move
12.0%

25Δ

Calls
Pseudo strike
12.94
IV
56.2%
B/E move
7.0%
Puts
Pseudo strike
11.63
IV
55.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
12.80
IV
56.5%
B/E move
6.2%
Puts
Pseudo strike
11.77
IV
54.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
12.66
IV
56.8%
B/E move
5.4%
Puts
Pseudo strike
11.91
IV
52.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
12.52
IV
57.2%
B/E move
4.6%
Puts
Pseudo strike
12.04
IV
52.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
12.40
IV
55.9%
B/E move
4.0%
Puts
Pseudo strike
12.15
IV
52.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
12.28
IV
54.3%
B/E move
3.4%
Puts
Pseudo strike
12.26
IV
52.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
12.16
IV
52.8%
B/E move
2.8%
Puts
Pseudo strike
12.38
IV
52.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
12.05
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
12.49
IV
52.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
11.78
IV
66.9%
B/E move
2.2%
Puts
Pseudo strike
12.67
IV
57.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
11.42
IV
94.0%
B/E move
2.5%
Puts
Pseudo strike
12.86
IV
61.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
11.05
IV
121.1%
B/E move
2.7%
Puts
Pseudo strike
13.25
IV
78.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
11.27
IV
82.9%
B/E move
1.6%
Puts
Pseudo strike
15.12
IV
146.1%
B/E move
1.8%