TTD option chain The Trade Desk, Inc.
Cboe delayed options data · as of 09:38 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 ±33.7% (9.70–19.57) · ATM IV 69.5% · P/C open interest 0.24
| 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 | |
| 5.75 | 8.20 | 201 | 0.95 | 0.0144 | -0.001 | 7.5 | 0.0500 | 0.2200 | 12 | 1,868 | 74.5% | -0.05 | 0.0145 | -0.003 | ||
| 4.85 | 5.50 | 23 | 316 | 67.8% | 0.87 | 0.0338 | -0.003 | 10 | 0.4700 | 0.5300 | 31 | 2,033 | 70.7% | -0.13 | 0.0342 | -0.005 |
| 3.45 | 3.65 | 158 | 3,406 | 69.2% | 0.73 | 0.0537 | -0.007 | 12.5 | 1.09 | 1.46 | 81 | 2,893 | 68.7% | -0.27 | 0.0546 | -0.007 |
| 2.23 | 2.35 | 390 | 6,394 | 67.4% | 0.57 | 0.0646 | -0.008 | 15 | 2.53 | 2.76 | 3,600 | 6,322 | 71.6% | -0.44 | 0.0664 | -0.008 |
| 1.48 | 1.59 | 496 | 8,145 | 69.4% | 0.43 | 0.0645 | -0.008 | 17.5 | 3.90 | 4.45 | 34 | 13.5K | 67.7% | -0.59 | 0.0673 | -0.008 |
| 0.9300 | 1.00 | 207 | 9,374 | 68.6% | 0.31 | 0.0576 | -0.008 | 20 | 5.95 | 6.30 | 24 | 8,030 | 67.5% | -0.71 | 0.0614 | -0.007 |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs