JD option chain JD.com, Inc.

Expiration Cboe delayed options data · as of 18:38 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 ±13.2% (23.27–30.38) · ATM IV 33.5% · P/C open interest 0.46

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
11.95	12.65		166	82.3%	1.00	0.0027	0.000	15	0.0100	0.0400		11.5K	54.8%	-0.01	0.0028	-0.001
10.80	12.55		1	95.4%	0.99	0.0042	0.000	16	0	0.1200		12	56.4%	-0.01	0.0042	-0.001
9.60	11.60			82.8%	0.99	0.0063	-0.000	17	0	0.1300		187	51.4%	-0.02	0.0064	-0.001
9.00	9.70		110	61.8%	0.98	0.0094	-0.001	18	0	0.1500		5,155	47.1%	-0.02	0.0095	-0.002
8.05	8.75		40	57.3%	0.97	0.0137	-0.002	19	0.0100	0.1700		408	43.3%	-0.04	0.0139	-0.002
7.10	7.30	1	1,796	38.1%	0.95	0.0197	-0.003	20	0.0600	0.2000		6,275	41.1%	-0.05	0.0200	-0.003
6.00	6.85		42	44.7%	0.93	0.0276	-0.004	21	0.1200	0.2500		209	38.9%	-0.08	0.0280	-0.004
5.25	5.95		48	44.6%	0.89	0.0375	-0.005	22	0.1700	0.3300		128	36.3%	-0.11	0.0382	-0.005
4.40	5.05		573	41.4%	0.85	0.0493	-0.006	23	0.3500	0.4400	1	6,917	35.6%	-0.16	0.0503	-0.006
3.65	4.20		1,193	39.5%	0.79	0.0620	-0.007	24	0.5800	0.6200	5	969	35.0%	-0.21	0.0635	-0.008
2.85	3.15		6,811	33.7%	0.72	0.0742	-0.008	25	0.8600	0.9700	20	26.8K	35.2%	-0.29	0.0764	-0.009
2.21	2.52	5	253	33.2%	0.64	0.0840	-0.009	26	1.20	1.30	42	1,155	34.1%	-0.37	0.0869	-0.010
1.73	1.94	27	5,550	33.1%	0.55	0.0895	-0.010	27	1.67	1.76	53	10.0K	33.8%	-0.46	0.0934	-0.010
1.39	1.43	11	2,402	33.3%	0.46	0.0900	-0.010	28	2.24	2.41	2	4,721	34.6%	-0.55	0.0949	-0.010
1.05	1.08	3	892	33.5%	0.38	0.0859	-0.009	29	2.74	3.05		598	32.9%	-0.64	0.0919	-0.010
0.7900	0.8200	58	23.0K	33.9%	0.31	0.0785	-0.009	30	3.60	3.75	1	8,705	33.9%	-0.72	0.0856	-0.009
0.6000	0.6400	5	1,927	34.7%	0.25	0.0694	-0.008	31	4.30	4.60		2,089	33.2%	-0.79	0.0775	-0.009
0.4500	0.4700	9	7,256	35.0%	0.20	0.0599	-0.007	32	5.15	5.50		4,428	33.6%	-0.84	0.0690	-0.008
0.3400	0.4100	17	11.5K	36.4%	0.16	0.0508	-0.006	33	5.80	6.45		407		-0.89	0.0607	-0.007
0.2500	0.4000		647	38.3%	0.13	0.0427	-0.005	34	6.70	7.35		106		-0.93	0.0539	-0.006
0.2000	0.2100	121	16.3K	36.9%	0.10	0.0357	-0.005	35	8.00	8.30	1	2,031		-0.96	0.0456	-0.006
0.1500	0.1700	43	144	37.6%	0.08	0.0298	-0.004	36	8.65	9.45		119		-0.98	0.0374	-0.004
0.1100	0.2500	5	2,086	41.4%	0.07	0.0248	-0.004	37	9.60	10.85		25	45.8%	-0.99	0.0154	-0.003
0.0900	0.1100	2	489	39.1%	0.05	0.0207	-0.003	38	10.00	12.50			50.3%	-1.00	0.0014	-0.003
0.0800	0.0900		94	40.3%	0.04	0.0174	-0.003	39	11.60	12.60				-1.00	0.0000	-0.003
0.0700	0.0800	111	33.7K	41.6%	0.04	0.0146	-0.002	40	12.60	13.45		4		-1.00	0.0000	-0.003

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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JD option chain JD.com, Inc.

Volatility smile — Jan 15, 2027

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