TTD · Expected Move
The Trade Desk, Inc.
The expected move for TTD is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
TTD straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TTD Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$0.73
30-Day ATM IV
86.3%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to TTD's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TTD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.30 | $0.73 | 86.3% | 95% |
| 20261015 | $2.49 | $0.83 | 82.7% | 85% |
| 20261014 | $2.30 | $0.81 | 81.5% | 82% |
| 20261013 | $2.17 | $0.86 | 71.6% | 56% |
| 20261012 | $2.10 | $0.42 | 71.8% | 56% |
| 20261009 | $1.51 | $0.56 | 62.7% | 32% |
| 20261008 | $1.72 | $0.76 | 64.9% | 38% |
| 20261007 | $1.67 | $0.72 | 62.6% | 32% |
| 20261006 | $1.63 | $0.77 | 58.7% | 22% |
| 20261005 | $1.82 | $0.56 | 60.9% | 27% |
| 20261002 | $1.35 | $0.62 | 56.2% | 15% |
| 20261001 | $1.34 | $0.72 | 53.0% | 7% |
| 20260930 | $1.47 | $0.80 | 53.6% | 8% |
| 20260929 | $1.95 | $0.98 | 71.8% | 56% |
| 20260928 | $1.71 | $0.61 | 55.9% | 14% |
| 20260925 | $1.52 | $0.68 | 53.9% | 9% |
| 20260924 | $1.52 | $0.83 | 53.3% | 7% |
| 20260923 | $1.58 | $0.86 | 54.2% | 10% |
| 20260922 | $1.64 | $0.92 | 53.7% | 9% |
| 20260921 | $1.74 | $0.71 | 53.1% | 7% |
| 20260918 | $1.95 | $0.77 | 54.0% | 9% |
| 20260917 | $1.90 | $0.93 | 55.1% | 12% |
| 20260916 | $1.94 | $1.03 | 55.7% | 13% |
| 20260915 | $2.02 | $1.17 | 58.3% | 19% |
| 20260914 | $2.00 | $0.79 | 57.1% | 16% |
| 20260911 | $1.71 | $0.85 | 53.0% | 6% |
| 20260910 | $1.79 | $0.89 | 57.0% | 15% |
| 20260909 | $1.81 | $0.97 | 56.5% | 13% |
| 20260908 | $1.89 | $1.08 | 58.0% | 17% |
| 20260904 | $1.84 | $0.79 | 56.8% | 14% |
| 20260903 | $1.96 | $0.92 | 57.3% | 15% |
| 20260902 | $1.81 | $0.92 | 54.8% | 9% |
| 20260901 | $1.70 | $0.91 | 52.4% | 4% |
| 20260831 | $1.77 | $0.67 | 53.9% | 7% |
| 20260828 | $1.50 | $0.69 | 50.6% | 0% |
| 20260827 | $1.56 | $0.81 | 51.5% | 2% |
| 20260826 | $1.58 | $0.77 | 53.4% | 6% |
| 20260825 | $1.61 | $0.90 | 52.6% | 4% |
| 20260824 | $1.71 | $0.66 | 53.0% | 5% |
| 20260821 | $1.62 | $0.72 | 53.9% | 7% |
| 20260820 | $1.67 | $0.82 | 53.1% | 5% |
| 20260819 | $1.89 | $0.88 | 56.3% | 12% |
| 20260818 | $1.81 | $0.92 | 54.1% | 8% |
| 20260817 | $1.86 | $0.68 | 55.5% | 11% |
| 20260814 | $1.54 | $0.76 | 50.5% | 0% |
| 20260813 | $1.86 | $1.11 | 57.4% | 2% |
| 20260812 | $1.81 | $0.98 | 59.0% | 6% |
| 20260811 | $1.81 | $0.93 | 56.7% | 0% |
| 20260810 | $1.80 | $0.74 | 58.4% | 0% |
| 20260807 | — | — | 59.3% | 2% |
| 20260806 | $3.73 | $2.85 | 87.0% | 72% |
| 20260805 | $3.60 | $2.92 | 83.9% | 64% |
| 20260804 | $3.75 | $3.06 | 84.6% | 66% |
| 20260803 | $3.42 | $2.50 | 80.3% | 55% |
| 20260731 | $3.16 | $2.48 | 79.0% | 52% |
| 20260730 | $3.47 | $2.84 | 81.3% | 57% |
| 20260729 | $3.71 | $3.03 | 85.3% | 67% |
| 20260728 | $3.67 | $2.99 | 83.9% | 64% |
| 20260727 | $3.63 | $1.05 | 86.1% | 69% |
| 20260724 | $3.25 | $1.19 | 84.0% | 64% |
More on TTD
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.