TTD volatilitas The Trade Desk, Inc.
Cboe delayed options data · per 09:44 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 59.1% | +1.0pt | ±5.2% |
| Oct 30, 2026 | 10 | 55.9% | -6.3pt | ±8.0% |
| Nov 06, 2026 | 17 | 81.8% | +16.8pt | ±14.7% |
| Nov 13, 2026 | 24 | 84.3% | -2.3pt | ±17.7% |
| Nov 20, 2026 | 31 | 78.7% | +0.2pt | ±18.7% |
| Nov 27, 2026 | 38 | 79.8% | -4.4pt | ±20.9% |
| Dec 18, 2026 | 59 | 71.5% | -3.2pt | ±23.2% |
| Jan 15, 2027 | 87 | 65.5% | -0.9pt | ±25.6% |
| Mar 19, 2027 | 150 | 69.8% | -0.3pt | ±35.6% |
| Apr 16, 2027 | 178 | 71.9% | -2.5pt | ±39.7% |
| Jun 17, 2027 | 240 | 72.6% | +0.6pt | ±46.3% |
| Sep 17, 2027 | 332 | 69.1% | +1.7pt | ±51.4% |
| Jan 21, 2028 | 458 | 67.6% | -0.3pt | ±58.4% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.