Trade Desk, Inc. (TTD) Options Risk Score

Run a full TTD options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on Trade Desk, Inc. (TTD) right now?

Over a 4-week expiry window, Trade Desk, Inc. (TTD) scores 100 out of 100 for options catalyst risk (HIGH). That score is driven by an upcoming earnings report, 19 recent news items, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on TTD here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.

TTD shows an IV Rank of 60, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 59%. Read IV Rank alongside the catalyst score: it says how expensive TTD options are, while the score says whether that price is justified by a scheduled event.

The 2026-11-05 earnings report sits inside a standard monthly expiry for TTD, so implied volatility should stay bid into the date and drop sharply once it passes; the stock has moved down 4.5% recently.

Trade Desk, Inc. (TTD) current implied volatility and IV Rank

The most recent read on Trade Desk, Inc. (TTD) puts its IV Rank at 60 with implied volatility around 59%, alongside a TickerRisk options-risk score of 100/100. That's moderate — options are fairly priced versus the past year, so there's no strong volatility edge in either direction right now; trade the direction, not the vol.

Unsure how to act on this? What IV Rank is worth selling at →

Trade Desk, Inc. (TTD) next earnings date — 2026-11-05

Trade Desk, Inc. (TTD) reports earnings on 2026-11-05 — about 60 days away, which falls inside a typical options expiry window. TTD's IV Rank is currently 60. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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