Open
⌘K
Sign in Sign up

The Trade Desk TTD 13.23 0.37 2.88%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $13.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.28 $13.08 – $13.63 $13.02 – $13.69 $12.76 – $13.95
2 sessions ±2.9% ±$0.39 $12.97 – $13.74 $12.89 – $13.82 $12.52 – $14.18
3 sessions ±3.6% ±$0.49 $12.87 – $13.84 $12.77 – $13.93 $12.32 – $14.38
1 week Earnings ±15.7% ±$2.10 $11.25 – $15.45 $10.74 – $15.96 $8.94 – $17.77
2 weeks Earnings ±16.5% ±$2.20 $11.15 – $15.55 $10.64 – $16.07 $8.72 – $17.99
3 weeks Earnings ±17.1% ±$2.28 $11.07 – $15.63 $10.53 – $16.18 $8.56 – $18.14
1 month Earnings ±17.8% ±$2.38 $10.98 – $15.73 $10.41 – $16.30 $8.36 – $18.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. TTD reports in 4 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.52%
Average actual move
17.75%
Beyond the implied move
4 / 7
Median IV change
-46.85%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2026 ±14.63% -21.90% 1.50× —
May 08, 2026 ±16.54% -1.75% 0.11× —
February 26, 2026 ±14.31% -4.81% 0.34× —
August 08, 2025 ±13.56% -38.61% 2.85× —
May 09, 2025 ±14.61% +18.60% 1.27× 105.8% → 61.3%
February 13, 2025 ±11.66% -32.98% 2.83× —
November 08, 2024 ±9.34% -5.58% 0.60× 68.7% → 33.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →