JD option chain JD.com, Inc.
Cboe delayed options data · as of 18:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.6% (26.53–29.67) · ATM IV 28.8% · P/C open interest 0.20
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 8.60 | 11.20 | 0.99 | 0.0043 | -0.003 | 18 | 0 | 0.7200 | 144.2% | -0.01 | 0.0043 | -0.003 | |||||
| 7.60 | 10.60 | 0.99 | 0.0058 | -0.003 | 19 | 0 | 0.5200 | 119.6% | -0.01 | 0.0058 | -0.003 | |||||
| 7.45 | 9.05 | 1 | 80.5% | 0.99 | 0.0080 | -0.004 | 20 | 0 | 0.7200 | 117.0% | -0.01 | 0.0080 | -0.004 | |||
| 6.65 | 7.95 | 78.5% | 0.98 | 0.0113 | -0.004 | 21 | 0 | 0.5300 | 95.5% | -0.02 | 0.0113 | -0.004 | ||||
| 5.75 | 6.80 | 64.5% | 0.97 | 0.0164 | -0.005 | 22 | 0 | 0.7300 | 92.0% | -0.03 | 0.0165 | -0.005 | ||||
| 4.75 | 5.80 | 54.6% | 0.96 | 0.0247 | -0.006 | 23 | 0 | 0.5400 | 72.7% | -0.04 | 0.0248 | -0.006 | ||||
| 3.90 | 4.65 | 45.0% | 0.94 | 0.0384 | -0.008 | 24 | 0 | 0.6300 | 53 | 64.5% | -0.06 | 0.0386 | -0.008 | |||
| 2.82 | 3.85 | 22 | 41.1% | 0.91 | 0.0618 | -0.010 | 25 | 0 | 0.1800 | 55 | 36.3% | -0.09 | 0.0622 | -0.010 | ||
| 2.20 | 2.72 | 1 | 198 | 38.6% | 0.85 | 0.1017 | -0.012 | 26 | 0.1000 | 0.2000 | 1 | 99 | 31.4% | -0.15 | 0.1025 | -0.012 |
| 1.20 | 1.95 | 195 | 31.9% | 0.74 | 0.1612 | -0.015 | 27 | 0.2300 | 0.5400 | 2 | 963 | 32.1% | -0.26 | 0.1629 | -0.015 | |
| 0.5300 | 1.32 | 585 | 30.4% | 0.56 | 0.2109 | -0.018 | 28 | 0.2700 | 1.02 | 265 | 27.2% | -0.45 | 0.2140 | -0.018 | ||
| 0.2800 | 0.5400 | 3 | 331 | 27.0% | 0.35 | 0.1951 | -0.017 | 29 | 1.00 | 1.75 | 81 | 33.1% | -0.66 | 0.1994 | -0.017 | |
| 0.2000 | 0.2400 | 8 | 531 | 29.5% | 0.21 | 0.1400 | -0.014 | 30 | 1.61 | 2.34 | 215 | 25.8% | -0.80 | 0.1449 | -0.014 | |
| 0.0900 | 0.2600 | 4,462 | 35.7% | 0.12 | 0.0920 | -0.011 | 31 | 2.60 | 3.05 | 11 | -0.89 | 0.0960 | -0.011 | |||
| 0.0400 | 0.2000 | 1 | 431 | 39.3% | 0.08 | 0.0598 | -0.008 | 32 | 3.30 | 4.35 | 2 | -0.94 | 0.0618 | -0.008 | ||
| 0 | 0.2500 | 397 | 46.5% | 0.05 | 0.0395 | -0.006 | 33 | 4.35 | 5.30 | -0.96 | 0.0392 | -0.006 | ||||
| 0.0200 | 0.1300 | 653 | 47.4% | 0.03 | 0.0266 | -0.005 | 34 | 5.25 | 6.30 | -0.98 | 0.0246 | -0.004 | ||||
| 0 | 0.1400 | 1,026 | 52.3% | 0.02 | 0.0183 | -0.004 | 35 | 6.15 | 7.45 | -0.99 | 0.0153 | -0.003 | ||||
| 0 | 0.2500 | 1 | 64.7% | 0.02 | 0.0129 | -0.003 | 36 | 6.15 | 8.55 | -0.99 | 0.0094 | -0.002 | ||||
| 0 | 0.7300 | 33 | 90.9% | 0.01 | 0.0092 | -0.002 | 37 | 6.85 | 9.40 | -1.00 | 0.0058 | -0.001 | ||||
| 0 | 0.5300 | 89.2% | 0.01 | 0.0067 | -0.002 | 38 | 9.05 | 10.55 | -1.00 | 0.0035 | -0.001 | |||||
| 0 | 0.7200 | 1 | 102.4% | 0.01 | 0.0049 | -0.001 | 39 | 9.05 | 12.50 | -1.00 | 0.0021 | -0.000 | ||||
| 0 | 0.6500 | 105.2% | 0.00 | 0.0037 | -0.001 | 40 | 9.80 | 12.15 | -1.00 | 0.0013 | -0.000 | |||||
| 0 | 0.5200 | 104.7% | 0.00 | 0.0028 | -0.001 | 41 | 10.80 | 14.70 | -1.00 | 0.0008 | -0.000 | |||||
| 0 | 0.1000 | 80.9% | 0.00 | 0.0021 | -0.001 | 42 | 11.95 | 15.55 | -1.00 | 0.0005 | -0.000 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs