Technology · Large Cap Tech
TTD Implied Volatility, IV Rank & Options Chain
The Trade Desk (TTD) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for The Trade Desk (TTD).
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On this page
TTD options trade with implied volatility typically in the 30% - 60% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
TTD implied volatility
As of 2026-10-26As of 2026-10-26, TTD's 30-day implied volatility is 82.2%, placing its 1-year IV percentile at 99.0 — above 99.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
TTD live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live TTD chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
TTD options at a glance
- Daily volume
- N/A
- IV range
- 30% - 60%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About The Trade Desk (TTD)
The Trade Desk (TTD) is a ad tech company listed on NASDAQ.
Company profile
- Sector
- Technology
- Industry
- Ad Tech
- Market cap
- See live data
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
The Trade Desk is a Ad Tech) company in the Technology sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
TTD options market overview
TTD options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
TTD options provide trading opportunities across multiple expirations.
TTD implied volatility and IV rank
TTD implied volatility patterns reflect the ad tech sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: TTD earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short TTD options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
TTD IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for TTD, on today's chain.
Open TTD in IV IntelligenceTTD gamma exposure (GEX)
Gamma Exposure analysis for TTD reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. TTD tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on TTD right now, strike by strike.
See live TTD GEXCommon TTD options strategies
These are strategies commonly used by traders on TTD options, based on typical market characteristics. This is not investment advice.
Key considerations for TTD options
- Monitor TTD earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- TTD options liquidity varies by expiration - prefer near-term and monthly expirations
TTD key events
Earnings months. January, April, July, October
TTD options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns TTD's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/TTD"What is TTD's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on TTD in the console, more prompts for TTD, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about TTD options.
What is TTD's typical implied volatility?
TTD implied volatility typically ranges from 30% - 60%. IV patterns are influenced by earnings, sector events, and market conditions.
Does TTD have weekly options?
Yes, TTD offers weekly options expirations.
What is TTD's options trading profile?
TTD (The Trade Desk) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 30% - 60% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does TTD implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on TTD?
Popular strategies on TTD options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 30% - 60% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is TTD's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence TTD's intraday price action. TTD tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live TTD GEX levels and the gamma-flip point on ApexVol.
What is TTD's IV rank?
TTD's IV rank shows where TTD's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. TTD implied volatility typically ranges from 30% - 60%. Check TTD's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where TTD
gets priced.
TTD analytics
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