TTD volatilidade 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.58.6%
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%
Spread IV − HV20
-43.2pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 09:38 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 68.3% | +2.1pt | ±4.0% |
| Sep 11, 2026 | 8 | 50.1% | -1.6pt | ±6.3% |
| Sep 18, 2026 | 15 | 53.6% | -0.3pt | ±8.7% |
| Sep 25, 2026 | 22 | 53.8% | -1.0pt | ±10.7% |
| Oct 02, 2026 | 29 | 54.4% | -0.8pt | ±12.4% |
| Oct 09, 2026 | 36 | 75.5% | +0.4pt | ±19.0% |
| Oct 16, 2026 | 43 | 56.7% | +2.7pt | ±16.0% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 70.9% | -2.6pt | ±26.5% |
| Dec 18, 2026 | 106 | 67.1% | +0.6pt | ±29.1% |
| Jan 15, 2027 | 134 | 69.5% | -0.2pt | ±33.7% |
| Mar 19, 2027 | 197 | 69.3% | +0.5pt | ±40.5% |
| Apr 16, 2027 | 225 | 68.5% | -0.2pt | ±42.7% |
| Jun 17, 2027 | 287 | 68.9% | +0.4pt | ±48.2% |
| Sep 17, 2027 | 379 | 74.5% | — | ±59.1% |
| Jan 21, 2028 | 505 | 68.6% | -0.5pt | ±62.3% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20