TTD option chain The Trade Desk, Inc.
Cboe delayed options data · as of 06:43 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 ±18.7% (10.02–14.62) · ATM IV 78.7% · P/C open interest 0.55
| 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 | |
| 4.05 | 6.60 | 108.1% | 0.97 | 0.0162 | -0.003 | 7 | 0 | 0.4400 | 1 | 154.8% | -0.03 | 0.0162 | -0.004 | |||
| 3.45 | 6.55 | 218 | 139.3% | 0.96 | 0.0217 | -0.004 | 7.5 | 0.0100 | 0.1800 | 3 | 1,122 | 112.3% | -0.04 | 0.0218 | -0.004 | |
| 3.40 | 6.35 | 177.4% | 0.95 | 0.0293 | -0.005 | 8 | 0.0100 | 0.2900 | 1 | 112.2% | -0.05 | 0.0294 | -0.005 | |||
| 1.80 | 5.15 | 0.93 | 0.0394 | -0.006 | 8.5 | 0.0400 | 0.1200 | 18 | 84.9% | -0.07 | 0.0395 | -0.007 | ||||
| 1.35 | 4.70 | 0.91 | 0.0520 | -0.008 | 9 | 0.0800 | 0.1900 | 84.9% | -0.09 | 0.0522 | -0.008 | |||||
| 1.97 | 3.95 | 78.9% | 0.87 | 0.0667 | -0.010 | 9.5 | 0.1100 | 0.3200 | 2 | 85.1% | -0.13 | 0.0670 | -0.010 | |||
| 1.79 | 3.40 | 701 | 83.2% | 0.83 | 0.0825 | -0.012 | 10 | 0.2800 | 0.3300 | 7,677 | 11.6K | 83.3% | -0.17 | 0.0828 | -0.012 | |
| 1.73 | 2.91 | 91.2% | 0.78 | 0.0980 | -0.014 | 10.5 | 0.4200 | 0.5100 | 4 | 86.1% | -0.22 | 0.0984 | -0.014 | |||
| 1.52 | 2.35 | 86.0% | 0.72 | 0.1119 | -0.016 | 11 | 0.4400 | 0.6200 | 7,905 | 76.9% | -0.28 | 0.1124 | -0.016 | |||
| 1.29 | 1.84 | 80.2% | 0.66 | 0.1229 | -0.017 | 11.5 | 0.5900 | 1.05 | 10 | 84.0% | -0.35 | 0.1236 | -0.017 | |||
| 1.20 | 1.61 | 14 | 87.5% | 0.59 | 0.1304 | -0.018 | 12 | 0.9900 | 1.22 | 12 | 87.3% | -0.41 | 0.1312 | -0.018 | ||
| 0.8500 | 1.13 | 62 | 4,430 | 74.5% | 0.52 | 0.1338 | -0.018 | 12.5 | 1.25 | 1.38 | 119 | 7,948 | 83.0% | -0.48 | 0.1348 | -0.018 |
| 0.8600 | 0.9300 | 43 | 81.5% | 0.46 | 0.1334 | -0.018 | 13 | 1.40 | 1.73 | 79.3% | -0.54 | 0.1346 | -0.018 | |||
| 0.5000 | 0.7700 | 45 | 82.0% | 0.40 | 0.1296 | -0.018 | 13.5 | 1.77 | 2.15 | 17 | 83.7% | -0.61 | 0.1310 | -0.018 | ||
| 0.3500 | 0.7300 | 54 | 77.8% | 0.34 | 0.1230 | -0.017 | 14 | 1.99 | 2.61 | 82.3% | -0.66 | 0.1246 | -0.017 | |||
| 0.4300 | 0.6000 | 112 | 84.9% | 0.29 | 0.1146 | -0.016 | 14.5 | 2.28 | 3.20 | 86.8% | -0.71 | 0.1164 | -0.016 | |||
| 0.3600 | 0.4000 | 1,757 | 13.5K | 81.8% | 0.25 | 0.1051 | -0.015 | 15 | 2.69 | 3.55 | 4 | 2,905 | 85.2% | -0.76 | 0.1071 | -0.015 |
| 0.2800 | 0.3500 | 17 | 83.1% | 0.21 | 0.0950 | -0.013 | 15.5 | 2.98 | 4.30 | 96.7% | -0.80 | 0.0972 | -0.013 | |||
| 0.0700 | 0.4700 | 51 | 85.2% | 0.18 | 0.0849 | -0.012 | 16 | 3.25 | 5.85 | 135.4% | -0.83 | 0.0873 | -0.012 | |||
| 0.0900 | 0.2200 | 24 | 76.9% | 0.15 | 0.0752 | -0.011 | 16.5 | 2.55 | 6.05 | 67.0% | -0.86 | 0.0778 | -0.011 | |||
| 0.1200 | 0.1800 | 11 | 82.3% | 0.12 | 0.0662 | -0.010 | 17 | 2.86 | 6.50 | -0.89 | 0.0689 | -0.009 | ||||
| 0.1300 | 0.2000 | 614 | 6,506 | 89.6% | 0.10 | 0.0580 | -0.009 | 17.5 | 4.95 | 6.15 | 5 | 2,607 | 111.6% | -0.91 | 0.0608 | -0.008 |
| 0.0800 | 0.1300 | 213 | 84.9% | 0.09 | 0.0507 | -0.008 | 18 | 4.55 | 7.90 | 134.7% | -0.92 | 0.0538 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs