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The Trade Desk, Inc. Class A Common Stock TTD

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-11-04T04:24:17.393Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:42:08.706119225Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:24:16.489950+00:00

Share price$12.76
1D+3.3%
AH$12.22$12.41$12.61$12.80$12.995:30 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$0.06$0.50$0.93$1.37$1.80$12.02$12.41$12.80$13.19$13.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TTD spot · $12.76TTD PRICE$0.17$0.20$0.24$0.31$0.37$0.44$0.51$0.64$0.82$1.67$0.11$0.14$0.16$0.18$0.22$0.26$0.30$0.34$0.38$0.44$0.51
Puts——
Calls——
Skew——
Implied moveBullish±$0.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0183.3%6.8%
25Δ12.1777.4%5.7%
30Δ13.2774.3%5.3%12.3371.5%4.6%
35Δ13.1575.3%4.6%12.5065.5%3.5%
40Δ13.0276.2%4.0%12.5964.1%3.1%
45Δ12.9078.2%3.5%12.6862.8%2.7%
50Δ12.7980.6%3.1%12.7761.5%2.3%
55Δ12.6782.9%2.7%12.8660.2%1.9%
60Δ12.5585.3%2.4%12.9558.9%1.5%
65Δ12.3892.5%2.1%13.0557.4%1.2%
70Δ12.18103.1%1.9%13.1455.8%1.0%
75Δ
80Δ11.33174.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.01
IV
83.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.17
IV
77.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
13.27
IV
74.3%
B/E move
5.3%
Puts
Pseudo strike
12.33
IV
71.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
13.15
IV
75.3%
B/E move
4.6%
Puts
Pseudo strike
12.50
IV
65.5%
B/E move
3.5%

40Δ

Calls
Pseudo strike
13.02
IV
76.2%
B/E move
4.0%
Puts
Pseudo strike
12.59
IV
64.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
12.90
IV
78.2%
B/E move
3.5%
Puts
Pseudo strike
12.68
IV
62.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
12.79
IV
80.6%
B/E move
3.1%
Puts
Pseudo strike
12.77
IV
61.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
12.67
IV
82.9%
B/E move
2.7%
Puts
Pseudo strike
12.86
IV
60.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
12.55
IV
85.3%
B/E move
2.4%
Puts
Pseudo strike
12.95
IV
58.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
12.38
IV
92.5%
B/E move
2.1%
Puts
Pseudo strike
13.05
IV
57.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
12.18
IV
103.1%
B/E move
1.9%
Puts
Pseudo strike
13.14
IV
55.8%
B/E move
1.0%

75Δ

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

80Δ

Calls
Pseudo strike
11.33
IV
174.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.51%
Daily close
TTD38.0%112.3%186.6%2026-08-05: 134.20%2026-08-06: 173.15%2026-08-07: 59.77%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 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
134.20%
173.15%
59.77%
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%