TTD Optionskette The Trade Desk, Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±8.8% (13.83–16.49) · ATM IV 54.9% · P/C Open Interest 0.40
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 6.85 | 7.25 | 1.00 | 0.0020 | 0.000 | 8 | 0 | 0.0200 | 2 | 134.9% | -0.00 | 0.0020 | -0.001 | ||||
| 4.65 | 8.50 | 1.00 | 0.0027 | 0.000 | 8.5 | 0 | 1.19 | 3 | 295.8% | -0.00 | 0.0027 | -0.001 | ||||
| 4.90 | 7.40 | 148.9% | 1.00 | 0.0037 | 0.000 | 9 | 0 | 0.0200 | 60 | 111.9% | -0.00 | 0.0037 | -0.001 | |||
| 3.85 | 6.90 | 1.00 | 0.0050 | 0.000 | 9.5 | 0 | 0.7500 | 1 | 214.3% | -0.00 | 0.0050 | -0.001 | ||||
| 4.55 | 5.90 | 3 | 424 | 146.0% | 0.99 | 0.0069 | 0.000 | 10 | 0 | 0.0300 | 1 | 5,360 | 96.5% | -0.01 | 0.0069 | -0.001 |
| 2.90 | 5.90 | 2 | 0.99 | 0.0096 | 0.000 | 10.5 | 0 | 0.0100 | 1 | 7 | 74.6% | -0.01 | 0.0097 | -0.002 | ||
| 3.35 | 4.40 | 346 | 0.99 | 0.0139 | 0.000 | 11 | 0 | 0.1600 | 3 | 74 | 104.4% | -0.01 | 0.0140 | -0.002 | ||
| 2.44 | 4.90 | 90 | 91.4% | 0.98 | 0.0216 | -0.001 | 11.5 | 0 | 0.1100 | 10 | 2,530 | 85.0% | -0.02 | 0.0217 | -0.003 | |
| 2.47 | 4.25 | 1 | 46 | 114.7% | 0.97 | 0.0359 | -0.003 | 12 | 0.0200 | 0.0400 | 44 | 424 | 65.5% | -0.03 | 0.0360 | -0.004 |
| 2.52 | 2.78 | 123 | 3,833 | 63.1% | 0.95 | 0.0600 | -0.005 | 12.5 | 0.0400 | 0.1000 | 2,465 | 19.4K | 67.1% | -0.06 | 0.0602 | -0.007 |
| 1.94 | 2.89 | 5 | 579 | 92.8% | 0.90 | 0.0940 | -0.009 | 13 | 0.0700 | 0.0800 | 414 | 1,509 | 57.1% | -0.10 | 0.0944 | -0.010 |
| 1.69 | 1.89 | 444 | 1,917 | 63.2% | 0.84 | 0.1351 | -0.013 | 13.5 | 0.1300 | 0.1800 | 662 | 3,673 | 58.3% | -0.16 | 0.1358 | -0.014 |
| 1.30 | 1.48 | 444 | 4,425 | 60.4% | 0.76 | 0.1780 | -0.017 | 14 | 0.2300 | 0.2600 | 160 | 341 | 55.5% | -0.24 | 0.1790 | -0.018 |
| 0.9700 | 1.12 | 579 | 2,256 | 59.0% | 0.66 | 0.2142 | -0.021 | 14.5 | 0.3500 | 0.4800 | 110 | 3,212 | 56.1% | -0.34 | 0.2155 | -0.021 |
| 0.6800 | 0.7400 | 2,476 | 10.8K | 55.0% | 0.55 | 0.2332 | -0.022 | 15 | 0.5900 | 0.6500 | 199 | 10.5K | 54.8% | -0.46 | 0.2348 | -0.022 |
| 0.4900 | 0.5300 | 651 | 507 | 55.9% | 0.43 | 0.2296 | -0.022 | 15.5 | 0.8500 | 0.9500 | 23 | 44 | 54.0% | -0.57 | 0.2315 | -0.022 |
| 0.3400 | 0.3900 | 459 | 482 | 57.9% | 0.33 | 0.2077 | -0.021 | 16 | 1.12 | 1.36 | 1 | 55.4% | -0.67 | 0.2098 | -0.021 | |
| 0.1700 | 0.3000 | 77 | 272 | 57.3% | 0.25 | 0.1765 | -0.019 | 16.5 | 1.50 | 1.76 | 1 | 12 | 56.3% | -0.76 | 0.1787 | -0.018 |
| 0.1400 | 0.2400 | 484 | 304 | 62.4% | 0.18 | 0.1437 | -0.016 | 17 | 1.34 | 3.10 | 5 | 76.4% | -0.82 | 0.1458 | -0.015 | |
| 0.1100 | 0.1200 | 567 | 4,089 | 61.1% | 0.14 | 0.1141 | -0.013 | 17.5 | 2.40 | 2.63 | 36 | 5,803 | 59.9% | -0.87 | 0.1159 | -0.013 |
| 0.0800 | 0.1000 | 239 | 1,609 | 64.7% | 0.10 | 0.0897 | -0.011 | 18 | 1.72 | 3.50 | 7 | 13 | -0.91 | 0.0910 | -0.010 | |
| 0.0500 | 0.1300 | 33 | 19 | 71.8% | 0.08 | 0.0707 | -0.009 | 18.5 | 2.33 | 4.75 | 79.5% | -0.93 | 0.0713 | -0.008 | ||
| 0.0100 | 0.0600 | 4 | 41 | 64.5% | 0.06 | 0.0561 | -0.008 | 19 | 3.15 | 5.40 | 119.3% | -0.95 | 0.0584 | -0.006 | ||
| 0.0100 | 0.0400 | 1,781 | 8,323 | 71.6% | 0.04 | 0.0367 | -0.006 | 20 | 4.15 | 5.50 | 10 | 1,025 | -0.97 | 0.0434 | -0.004 | |
| 0 | 0.0500 | 38 | 81.6% | 0.03 | 0.0252 | -0.005 | 21 | 5.60 | 8.00 | 206.4% | -0.98 | 0.0320 | -0.003 | |||
| 0 | 0.2500 | 4 | 122.1% | 0.02 | 0.0181 | -0.004 | 22 | 6.65 | 9.00 | 223.8% | -0.99 | 0.0216 | -0.003 | |||
| 0 | 0.0200 | 83 | 7,234 | 84.1% | 0.02 | 0.0155 | -0.004 | 22.5 | 7.20 | 8.65 | 606 | 184 | 187.8% | -0.99 | 0.0164 | -0.004 |
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Sep 18, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.