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 ±23.5% (9.38–15.15) · ATM IV 70.5% · P/C open interest 0.39
| 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 | 6.10 | 2 | 186 | 140.8% | 0.95 | 0.0254 | -0.004 | 7.5 | 0.0400 | 0.1400 | 16 | 604 | 79.5% | -0.05 | 0.0255 | -0.004 |
| 2.59 | 2.96 | 58 | 1,138 | 71.0% | 0.80 | 0.0751 | -0.008 | 10 | 0.4600 | 0.5000 | 511 | 2,154 | 72.8% | -0.20 | 0.0757 | -0.008 |
| 1.32 | 1.41 | 207 | 2,035 | 70.8% | 0.54 | 0.1092 | -0.011 | 12.5 | 1.45 | 1.59 | 212 | 7,737 | 70.2% | -0.46 | 0.1108 | -0.012 |
| 0.5700 | 0.7000 | 528 | 6,932 | 72.7% | 0.31 | 0.0962 | -0.010 | 15 | 3.15 | 3.45 | 96 | 2,150 | 72.8% | -0.70 | 0.0990 | -0.011 |
| 0.2300 | 0.2700 | 190 | 3,566 | 71.2% | 0.16 | 0.0654 | -0.007 | 17.5 | 5.30 | 6.15 | 20 | 2,899 | 93.8% | -0.85 | 0.0697 | -0.008 |
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.