TTD option chain The Trade Desk, Inc.
Cboe delayed options data · as of 12:42 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 ±22.1% (9.56–14.98) · ATM IV 81.1% · P/C open interest 0.93
| 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 | |
| 4.70 | 7.40 | 209.1% | 0.94 | 0.0236 | -0.008 | 7 | 0 | 1.35 | 198.7% | -0.06 | 0.0236 | -0.008 | ||||
| 4.25 | 6.25 | 155.5% | 0.93 | 0.0288 | -0.008 | 7.5 | 0 | 1.36 | 181.4% | -0.07 | 0.0289 | -0.008 | ||||
| 3.75 | 5.65 | 61 | 134.3% | 0.91 | 0.0353 | -0.009 | 8 | 0.0200 | 1.06 | 1 | 149.6% | -0.09 | 0.0354 | -0.009 | ||
| 3.20 | 5.20 | 120.2% | 0.90 | 0.0433 | -0.009 | 8.5 | 0.0300 | 1.12 | 1 | 138.4% | -0.10 | 0.0435 | -0.009 | |||
| 2.60 | 4.80 | 106.8% | 0.88 | 0.0532 | -0.009 | 9 | 0.0500 | 1.05 | 10 | 121.6% | -0.12 | 0.0535 | -0.009 | |||
| 2.52 | 4.35 | 115.5% | 0.85 | 0.0653 | -0.010 | 9.5 | 0.0800 | 0.9200 | 103.5% | -0.15 | 0.0656 | -0.010 | ||||
| 0.6700 | 4.75 | 82.5% | 0.81 | 0.0790 | -0.011 | 10 | 0.2600 | 0.6300 | 2 | 74 | 85.8% | -0.19 | 0.0794 | -0.011 | ||
| 1.58 | 3.70 | 103.3% | 0.77 | 0.0929 | -0.012 | 10.5 | 0.2100 | 0.8500 | 20 | 80.3% | -0.23 | 0.0935 | -0.012 | |||
| 1.63 | 2.50 | 1 | 83.7% | 0.71 | 0.1052 | -0.013 | 11 | 0.4700 | 0.9100 | 22 | 78.9% | -0.29 | 0.1059 | -0.013 | ||
| 1.38 | 2.16 | 83.0% | 0.65 | 0.1145 | -0.014 | 11.5 | 0.7300 | 1.12 | 29 | 130 | 80.6% | -0.35 | 0.1154 | -0.014 | ||
| 0.9000 | 1.71 | 21 | 69.9% | 0.59 | 0.1204 | -0.015 | 12 | 0.8600 | 1.34 | 115 | 169 | 76.4% | -0.41 | 0.1215 | -0.015 | |
| 0.7900 | 1.37 | 4 | 70.2% | 0.53 | 0.1232 | -0.015 | 12.5 | 1.35 | 1.91 | 2 | 57 | 92.0% | -0.47 | 0.1244 | -0.015 | |
| 0.8900 | 1.11 | 38 | 48 | 77.3% | 0.47 | 0.1229 | -0.015 | 13 | 1.40 | 2.05 | 11 | 79.5% | -0.53 | 0.1243 | -0.015 | |
| 0.5300 | 1.12 | 1 | 38 | 76.9% | 0.42 | 0.1200 | -0.015 | 13.5 | 1.74 | 2.51 | 83.9% | -0.59 | 0.1216 | -0.015 | ||
| 0.4500 | 0.9800 | 18 | 86 | 72.7% | 0.37 | 0.1150 | -0.015 | 14 | 2.00 | 2.80 | 79.0% | -0.64 | 0.1168 | -0.015 | ||
| 0.4900 | 0.8500 | 17 | 190 | 77.7% | 0.32 | 0.1084 | -0.014 | 14.5 | 2.50 | 3.25 | 85.7% | -0.69 | 0.1105 | -0.014 | ||
| 0.2400 | 0.5600 | 17 | 39 | 72.8% | 0.28 | 0.1010 | -0.013 | 15 | 2.65 | 3.80 | 3 | 3 | 82.8% | -0.73 | 0.1032 | -0.013 |
| 0.1600 | 0.5800 | 5 | 20 | 76.9% | 0.24 | 0.0931 | -0.012 | 15.5 | 2.34 | 4.30 | 1 | 52.8% | -0.77 | 0.0955 | -0.013 | |
| 0.0900 | 0.6100 | 1 | 6 | 81.3% | 0.21 | 0.0852 | -0.011 | 16 | 2.75 | 4.80 | 49.4% | -0.80 | 0.0878 | -0.012 | ||
| 0.0700 | 0.6300 | 9 | 86.9% | 0.18 | 0.0774 | -0.011 | 16.5 | 3.20 | 5.80 | 4 | 83.4% | -0.83 | 0.0802 | -0.011 | ||
| 0.0600 | 0.9400 | 24 | 104.7% | 0.16 | 0.0701 | -0.010 | 17 | 2.88 | 5.45 | -0.85 | 0.0731 | -0.010 | ||||
| 0.0500 | 0.7200 | 1 | 100.4% | 0.14 | 0.0634 | -0.009 | 17.5 | 3.30 | 6.30 | 77 | -0.87 | 0.0664 | -0.010 | |||
| 0.0500 | 0.3100 | 4 | 8 | 84.3% | 0.12 | 0.0572 | -0.009 | 18 | 3.85 | 6.90 | -0.89 | 0.0604 | -0.009 | |||
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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs