TTD volatilidad The Trade Desk, Inc.
Cboe delayed options data · a fecha de 18:45 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 61.2% | -0.1pt | ±4.6% |
| Oct 30, 2026 | 10 | 54.1% | +0.5pt | ±7.2% |
| Nov 06, 2026 | 17 | 79.0% | +4.2pt | ±13.6% |
| Nov 13, 2026 | 24 | 90.2% | +0.3pt | ±18.4% |
| Nov 20, 2026 | 31 | 83.4% | -0.1pt | ±19.3% |
| Nov 27, 2026 | 38 | 80.2% | +1.0pt | ±20.5% |
| Dec 18, 2026 | 59 | 72.1% | +1.4pt | ±23.0% |
| Jan 15, 2027 | 87 | 67.8% | -2.7pt | ±26.2% |
| Mar 19, 2027 | 150 | 70.5% | -0.2pt | ±35.5% |
| Apr 16, 2027 | 178 | 68.1% | -0.3pt | ±37.3% |
| Jun 17, 2027 | 240 | 70.3% | +1.5pt | ±44.4% |
| Sep 17, 2027 | 332 | 67.5% | -1.9pt | ±49.8% |
| Jan 21, 2028 | 458 | 68.1% | +0.8pt | ±58.4% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.