JD option chain JD.com, Inc.
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 ±11.1% (23.84–29.80) · ATM IV 34.1% · P/C open interest 0.61
| 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 | |
| 10.90 | 13.05 | 32 | 55.7% | 1.00 | 0.0024 | 0.000 | 15 | 0 | 0.1100 | 293 | 74.0% | -0.01 | 0.0024 | -0.001 | ||
| 10.55 | 11.60 | 74.0% | 0.99 | 0.0036 | 0.000 | 16 | 0 | 0.1200 | 67.8% | -0.01 | 0.0036 | -0.001 | ||||
| 9.70 | 10.75 | 80.6% | 0.99 | 0.0053 | -0.000 | 17 | 0 | 0.1200 | 114 | 60.9% | -0.01 | 0.0053 | -0.001 | |||
| 8.75 | 9.60 | 64 | 67.9% | 0.98 | 0.0078 | -0.001 | 18 | 0 | 0.1100 | 610 | 53.5% | -0.02 | 0.0079 | -0.002 | ||
| 7.80 | 8.60 | 61.8% | 0.98 | 0.0116 | -0.001 | 19 | 0 | 0.1500 | 197 | 50.0% | -0.03 | 0.0117 | -0.003 | |||
| 6.95 | 7.65 | 1,798 | 60.3% | 0.96 | 0.0172 | -0.002 | 20 | 0.0500 | 0.1600 | 2,798 | 46.9% | -0.04 | 0.0174 | -0.003 | ||
| 6.00 | 6.70 | 16 | 54.9% | 0.94 | 0.0252 | -0.004 | 21 | 0.0700 | 0.1100 | 6 | 407 | 39.3% | -0.06 | 0.0254 | -0.004 | |
| 5.05 | 5.35 | 2 | 65 | 39.4% | 0.92 | 0.0363 | -0.005 | 22 | 0.0700 | 0.2500 | 867 | 38.3% | -0.09 | 0.0367 | -0.006 | |
| 4.20 | 4.40 | 1 | 302 | 37.2% | 0.87 | 0.0509 | -0.006 | 23 | 0.2400 | 0.2800 | 37 | 14.4K | 36.8% | -0.13 | 0.0515 | -0.007 |
| 3.35 | 3.60 | 1 | 569 | 36.3% | 0.81 | 0.0682 | -0.008 | 24 | 0.4100 | 0.4900 | 15 | 1,156 | 36.6% | -0.19 | 0.0693 | -0.009 |
| 2.63 | 2.89 | 1 | 3,784 | 36.4% | 0.74 | 0.0860 | -0.010 | 25 | 0.6400 | 0.7000 | 42 | 14.3K | 35.0% | -0.27 | 0.0877 | -0.011 |
| 2.01 | 2.24 | 22 | 688 | 36.2% | 0.64 | 0.1003 | -0.011 | 26 | 0.9900 | 1.05 | 10 | 5,598 | 34.6% | -0.37 | 0.1028 | -0.012 |
| 1.49 | 1.51 | 11 | 4,433 | 33.8% | 0.54 | 0.1073 | -0.012 | 27 | 1.44 | 1.52 | 7 | 13.3K | 34.3% | -0.47 | 0.1106 | -0.012 |
| 1.06 | 1.11 | 21 | 2,989 | 34.0% | 0.43 | 0.1056 | -0.012 | 28 | 1.99 | 2.11 | 3,560 | 34.1% | -0.58 | 0.1099 | -0.012 | |
| 0.7500 | 0.8000 | 29 | 3,386 | 34.4% | 0.34 | 0.0968 | -0.011 | 29 | 2.66 | 2.81 | 20 | 2,878 | 34.2% | -0.68 | 0.1020 | -0.012 |
| 0.5300 | 0.5700 | 52 | 12.3K | 35.0% | 0.26 | 0.0842 | -0.010 | 30 | 3.50 | 3.60 | 3 | 8,522 | 35.7% | -0.76 | 0.0903 | -0.011 |
| 0.3700 | 0.4600 | 6 | 5,293 | 36.5% | 0.20 | 0.0706 | -0.009 | 31 | 4.20 | 4.50 | 1 | 326 | 34.5% | -0.83 | 0.0774 | -0.009 |
| 0.2700 | 0.3300 | 34 | 9,363 | 37.4% | 0.15 | 0.0578 | -0.008 | 32 | 4.90 | 5.40 | 2 | 1,745 | -0.88 | 0.0652 | -0.008 | |
| 0.2000 | 0.2200 | 20 | 23.4K | 37.8% | 0.12 | 0.0468 | -0.007 | 33 | 5.70 | 6.35 | 1,167 | -0.92 | 0.0553 | -0.007 | ||
| 0.1300 | 0.1800 | 1,010 | 38.8% | 0.09 | 0.0375 | -0.006 | 34 | 6.70 | 7.30 | 498 | -0.95 | 0.0446 | -0.006 | |||
| 0.1100 | 0.1500 | 4 | 4,628 | 40.8% | 0.07 | 0.0301 | -0.005 | 35 | 7.90 | 8.50 | 840 | 42.4% | -0.97 | 0.0370 | -0.004 | |
| 0.0700 | 0.1100 | 5,464 | 41.0% | 0.05 | 0.0241 | -0.004 | 36 | 8.60 | 9.85 | 5 | 48.4% | -0.99 | 0.0264 | -0.003 | ||
| 0.0100 | 0.1900 | 1,881 | 44.9% | 0.04 | 0.0194 | -0.003 | 37 | 8.90 | 11.65 | 55.7% | -1.00 | 0.0071 | -0.004 | |||
| 0.0500 | 0.0800 | 291 | 44.4% | 0.03 | 0.0156 | -0.003 | 38 | 9.90 | 13.05 | 69.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1600 | 295 | 48.8% | 0.03 | 0.0126 | -0.002 | 39 | 11.60 | 12.70 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0700 | 7,817 | 45.2% | 0.02 | 0.0103 | -0.002 | 40 | 12.55 | 13.45 | -1.00 | 0.0000 | -0.004 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.