TTD option chain The Trade Desk, Inc.
Cboe delayed options data · as of 03:38 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 ±62.9% (5.38–23.63) · ATM IV 68.6% · P/C open interest 0.41
| 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 | |
| 7.40 | 9.20 | 5 | 317 | 67.8% | 0.90 | 0.0142 | -0.001 | 7.5 | 0.7400 | 0.9600 | 8 | 299 | 70.5% | -0.10 | 0.0148 | -0.002 |
| 6.70 | 7.40 | 26 | 1,426 | 72.8% | 0.83 | 0.0213 | -0.002 | 10 | 1.51 | 2.03 | 22 | 2,439 | 70.1% | -0.18 | 0.0224 | -0.003 |
| 5.55 | 6.30 | 75 | 3,485 | 72.8% | 0.75 | 0.0268 | -0.003 | 12.5 | 2.69 | 3.00 | 8 | 4,193 | 67.4% | -0.26 | 0.0287 | -0.004 |
| 4.50 | 5.00 | 142 | 13.9K | 68.5% | 0.68 | 0.0307 | -0.004 | 15 | 4.30 | 4.45 | 15 | 3,642 | 68.7% | -0.34 | 0.0335 | -0.004 |
| 3.90 | 4.40 | 33 | 1,989 | 70.9% | 0.60 | 0.0330 | -0.004 | 17.5 | 5.95 | 6.45 | 4 | 2,398 | 71.2% | -0.42 | 0.0369 | -0.004 |
| 3.30 | 3.40 | 5,650 | 12.0K | 68.2% | 0.54 | 0.0340 | -0.004 | 20 | 7.45 | 8.10 | 3,414 | 67.6% | -0.50 | 0.0391 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs