Trade Desk - Class A (TTD)'s 30-day implied volatility (IV30) was 86.3% at the close on November 6, 2026, up from 82.9% the day before, against a 52-week range of 37.6% to 101.3%. Its 20-day historical volatility was 57.7%.

Key numbers

30-day implied volatility (IV30): 86.3%
IV30 52-week range: 37.6% to 101.3% (median 63.4%)
Historical volatility: 20-day 57.7%, 1-year 54.5%
Implied move by the nearest expiration: ±4.0%

Data as of November 6, 2026.

TTD Implied Volatility (IV) vs Historical Volatility (HV)

Name: TTD Implied Volatility
Creator: Market Chameleon