TTD volatilité The Trade Desk, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.53.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.101.8%
HV6069.9%
Écart IV − HV20
-48.3pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 15:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 68.6% | -0.2pt | ±3.2% |
| Sep 11, 2026 | 8 | 48.8% | -1.7pt | ±5.9% |
| Sep 18, 2026 | 15 | 51.5% | -0.2pt | ±8.4% |
| Sep 25, 2026 | 22 | 51.7% | -0.6pt | ±10.2% |
| Oct 02, 2026 | 29 | 53.6% | +0.9pt | ±12.1% |
| Oct 09, 2026 | 36 | 52.7% | -0.2pt | ±13.2% |
| Oct 16, 2026 | 43 | 55.0% | -0.4pt | ±15.4% |
| Oct 23, 2026 | 50 | 75.2% | -22.8pt | ±22.1% |
| Nov 20, 2026 | 78 | 69.8% | -0.5pt | ±26.1% |
| Dec 18, 2026 | 106 | 67.2% | +0.9pt | ±29.2% |
| Jan 15, 2027 | 134 | 66.2% | -0.5pt | ±32.2% |
| Mar 19, 2027 | 197 | 67.3% | +0.9pt | ±39.5% |
| Apr 16, 2027 | 225 | 66.4% | — | ±41.5% |
| Jun 17, 2027 | 287 | 67.5% | +1.1pt | ±47.5% |
| Sep 17, 2027 | 379 | 67.1% | — | ±53.8% |
| Jan 21, 2028 | 505 | 68.3% | +0.3pt | ±62.4% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20