ThredUp Inc. (TDUP) Options History
Historical options analytics archive for TDUP with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
TDUP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TDUP. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 20 | 70.4% | 34.3% | $5.00 | $18.0K | -$1.4M | 1.17 |
| 2026-06 | 18 | 75.3% | 36.8% | $2.50 | $24.2K | -$2.6M | 0.11 |
| 2026-05 | 16 | 90.7% | 47.3% | $2.50 | $19.7K | -$1.1M | 6.05 |
| 2026-04 | 16 | 93.2% | 49.0% | $5.00 | -$7.4K | $124.3K | 2.28 |
| 2026-03 | 22 | 94.1% | 41.6% | $5.00 | $2.9K | -$208.5K | 4.81 |
| 2026-02 | 19 | 106.6% | 48.3% | $5.00 | $24.0K | -$1.4M | 11.67 |
This archive aggregates TDUP's daily end-of-day options snapshots into monthly summaries, spanning 2021-05 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TDUP option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 70.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.17.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TDUP history questions
- How much options history is available for TDUP?
- This archive holds 63 months of TDUP options analytics, spanning 2021-05 through 2026-07. Each entry is a monthly rollup of TDUP's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TDUP archive.
- What data does each monthly TDUP aggregate contain?
- Every monthly row summarizes that month of TDUP option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 70.4%, an average IV rank of 34.3%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.17.
- How is the TDUP options-history archive built and how often does it update?
- The archive is derived from TDUP's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TDUP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.