TTD option chain The Trade Desk, Inc.
Cboe delayed options data · as of 00:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.8% (13.25–15.80) · ATM IV 53.6% · P/C open interest 0.38
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 5.30 | 8.95 | 30 | 184.1% | 1.00 | 0.0026 | -0.000 | 7.5 | 0 | 0.1500 | 113 | 187.5% | -0.00 | 0.0026 | -0.001 | ||
| 4.95 | 8.45 | 197.0% | 1.00 | 0.0034 | -0.000 | 8 | 0 | 0.0200 | 2 | 124.5% | -0.00 | 0.0034 | -0.001 | |||
| 4.05 | 7.95 | 1.00 | 0.0045 | -0.001 | 8.5 | 0 | 2.13 | 3 | 351.5% | -0.01 | 0.0045 | -0.001 | ||||
| 3.45 | 7.40 | 0.99 | 0.0060 | -0.001 | 9 | 0 | 0.0200 | 60 | 102.1% | -0.01 | 0.0060 | -0.001 | ||||
| 3.45 | 6.95 | 2 | 148.3% | 0.99 | 0.0081 | -0.001 | 9.5 | 0 | 2.13 | 1 | 300.6% | -0.01 | 0.0081 | -0.002 | ||
| 3.70 | 5.55 | 4 | 424 | 111.5% | 0.99 | 0.0111 | -0.001 | 10 | 0 | 0.0100 | 351 | 5,365 | 74.9% | -0.01 | 0.0111 | -0.002 |
| 1.96 | 5.95 | 2 | 0.99 | 0.0155 | -0.002 | 10.5 | 0 | 2.13 | 7 | 254.6% | -0.01 | 0.0156 | -0.002 | |||
| 2.76 | 3.90 | 2 | 346 | 0.98 | 0.0230 | -0.002 | 11 | 0 | 0.0600 | 74 | 75.6% | -0.02 | 0.0231 | -0.003 | ||
| 1.82 | 4.35 | 90 | 60.6% | 0.97 | 0.0368 | -0.004 | 11.5 | 0 | 0.1300 | 1 | 2,530 | 76.9% | -0.03 | 0.0370 | -0.004 | |
| 1.39 | 3.55 | 46 | 0.95 | 0.0605 | -0.006 | 12 | 0.0400 | 0.0500 | 22 | 423 | 60.4% | -0.06 | 0.0608 | -0.006 | ||
| 1.90 | 2.18 | 117 | 3,861 | 0.90 | 0.0950 | -0.009 | 12.5 | 0.0700 | 0.0900 | 873 | 19.0K | 57.9% | -0.10 | 0.0954 | -0.009 | |
| 1.34 | 1.95 | 22 | 589 | 46.0% | 0.84 | 0.1374 | -0.013 | 13 | 0.1200 | 0.1600 | 147 | 1,524 | 55.8% | -0.16 | 0.1381 | -0.013 |
| 1.17 | 1.40 | 363 | 1,966 | 51.8% | 0.76 | 0.1821 | -0.016 | 13.5 | 0.2200 | 0.2600 | 821 | 3,669 | 54.4% | -0.24 | 0.1831 | -0.017 |
| 0.8400 | 1.05 | 889 | 4,325 | 51.9% | 0.66 | 0.2200 | -0.019 | 14 | 0.3500 | 0.4900 | 165 | 381 | 55.8% | -0.34 | 0.2215 | -0.019 |
| 0.6000 | 0.7200 | 364 | 2,089 | 51.0% | 0.54 | 0.2398 | -0.021 | 14.5 | 0.5600 | 0.6700 | 3,283 | 48 | 56.3% | -0.46 | 0.2416 | -0.021 |
| 0.4400 | 0.5000 | 2,153 | 11.6K | 52.8% | 0.42 | 0.2354 | -0.021 | 15 | 0.9000 | 1.02 | 76 | 10.5K | 58.6% | -0.58 | 0.2376 | -0.021 |
| 0.2500 | 0.3400 | 113 | 446 | 52.4% | 0.32 | 0.2115 | -0.019 | 15.5 | 1.12 | 1.39 | 12 | 32 | 54.9% | -0.69 | 0.2138 | -0.019 |
| 0.2000 | 0.2200 | 330 | 263 | 55.4% | 0.23 | 0.1777 | -0.016 | 16 | 1.50 | 1.80 | 1 | 56.0% | -0.77 | 0.1801 | -0.017 | |
| 0.1300 | 0.1500 | 159 | 159 | 56.7% | 0.17 | 0.1425 | -0.014 | 16.5 | 1.16 | 3.10 | 1 | 12 | 63.7% | -0.84 | 0.1446 | -0.014 |
| 0.0900 | 0.1100 | 264 | 231 | 59.2% | 0.12 | 0.1113 | -0.011 | 17 | 1.70 | 3.10 | 3 | 3 | -0.88 | 0.1136 | -0.011 | |
| 0.0700 | 0.0900 | 130 | 4,071 | 63.2% | 0.09 | 0.0866 | -0.010 | 17.5 | 2.88 | 3.45 | 36 | 5,815 | 86.0% | -0.92 | 0.0896 | -0.009 |
| 0.0400 | 0.0700 | 1,575 | 101 | 63.2% | 0.07 | 0.0681 | -0.008 | 18 | 2.48 | 4.75 | 6 | 7 | 87.2% | -0.94 | 0.0718 | -0.008 |
| 0.0100 | 0.1000 | 3 | 16 | 70.9% | 0.06 | 0.0543 | -0.007 | 18.5 | 2.25 | 5.95 | 92.4% | -0.95 | 0.0584 | -0.007 | ||
| 0 | 0.3100 | 5 | 39 | 97.7% | 0.05 | 0.0441 | -0.006 | 19 | 2.80 | 6.60 | 114.4% | -0.96 | 0.0490 | -0.007 | ||
| 0 | 0.0300 | 217 | 8,130 | 71.1% | 0.03 | 0.0303 | -0.005 | 20 | 5.20 | 6.40 | 1,025 | 142.0% | -0.98 | 0.0357 | -0.005 | |
| 0 | 0.0500 | 38 | 86.4% | 0.02 | 0.0220 | -0.004 | 21 | 5.70 | 8.55 | 2 | 193.4% | -0.99 | 0.0258 | -0.004 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs