JD option chain JD.com, Inc.
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 ±17.8% (22.05–31.59) · ATM IV 34.3% · P/C open interest 1.17
| 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 | |
| 12.00 | 12.80 | 28 | 57.2% | 0.99 | 0.0049 | 0.000 | 15 | 0 | 0.0800 | 7,942 | 45.5% | -0.02 | 0.0050 | -0.001 | ||
| 9.25 | 9.90 | 3 | 48.2% | 0.96 | 0.0129 | -0.001 | 18 | 0.1000 | 0.1800 | 539 | 41.5% | -0.04 | 0.0131 | -0.002 | ||
| 8.35 | 8.95 | 11 | 45.5% | 0.94 | 0.0173 | -0.002 | 19 | 0.1500 | 0.2200 | 2 | 41 | 39.5% | -0.06 | 0.0176 | -0.003 | |
| 7.45 | 8.05 | 100 | 43.3% | 0.92 | 0.0226 | -0.003 | 20 | 0.2000 | 0.3400 | 679 | 38.6% | -0.08 | 0.0231 | -0.003 | ||
| 6.60 | 7.20 | 185 | 42.0% | 0.89 | 0.0289 | -0.003 | 21 | 0.3700 | 0.4400 | 3 | 117 | 38.3% | -0.11 | 0.0296 | -0.004 | |
| 5.75 | 6.30 | 2 | 39.5% | 0.86 | 0.0360 | -0.004 | 22 | 0.4800 | 0.6000 | 5 | 318 | 36.9% | -0.15 | 0.0370 | -0.005 | |
| 4.95 | 5.55 | 148 | 38.6% | 0.82 | 0.0436 | -0.005 | 23 | 0.6300 | 0.8000 | 1,606 | 35.6% | -0.19 | 0.0450 | -0.006 | ||
| 4.20 | 4.65 | 10 | 35.9% | 0.77 | 0.0510 | -0.006 | 24 | 0.9600 | 1.06 | 3 | 131 | 35.8% | -0.25 | 0.0531 | -0.006 | |
| 3.60 | 3.90 | 989 | 35.3% | 0.71 | 0.0578 | -0.006 | 25 | 1.19 | 1.54 | 2,310 | 35.8% | -0.31 | 0.0606 | -0.007 | ||
| 2.95 | 3.30 | 146 | 34.5% | 0.65 | 0.0630 | -0.007 | 26 | 1.64 | 1.86 | 3 | 737 | 35.2% | -0.37 | 0.0667 | -0.008 | |
| 2.43 | 2.76 | 3 | 773 | 34.2% | 0.58 | 0.0664 | -0.007 | 27 | 2.04 | 2.31 | 887 | 34.3% | -0.44 | 0.0710 | -0.008 | |
| 1.98 | 2.31 | 2,741 | 34.2% | 0.51 | 0.0677 | -0.008 | 28 | 2.57 | 2.95 | 2,157 | 34.8% | -0.51 | 0.0733 | -0.008 | ||
| 1.64 | 1.81 | 4 | 2,674 | 33.7% | 0.45 | 0.0669 | -0.008 | 29 | 3.15 | 3.50 | 2,406 | 33.9% | -0.58 | 0.0735 | -0.008 | |
| 1.39 | 1.49 | 3 | 2,411 | 34.3% | 0.39 | 0.0644 | -0.007 | 30 | 3.85 | 4.20 | 984 | 34.1% | -0.65 | 0.0721 | -0.008 | |
| 1.14 | 1.30 | 264 | 35.2% | 0.34 | 0.0608 | -0.007 | 31 | 4.65 | 5.00 | 75 | 35.1% | -0.71 | 0.0693 | -0.008 | ||
| 0.8500 | 1.14 | 1,648 | 35.3% | 0.29 | 0.0564 | -0.007 | 32 | 5.35 | 5.75 | 148 | 33.8% | -0.76 | 0.0659 | -0.007 | ||
| 0.7500 | 0.9800 | 3 | 295 | 36.5% | 0.25 | 0.0516 | -0.006 | 33 | 6.05 | 6.65 | 79 | 32.6% | -0.81 | 0.0622 | -0.007 | |
| 0.6100 | 0.8300 | 204 | 36.9% | 0.22 | 0.0468 | -0.006 | 34 | 6.95 | 7.50 | 197 | 31.4% | -0.85 | 0.0578 | -0.007 | ||
| 0.5000 | 0.7000 | 2 | 1,476 | 37.3% | 0.19 | 0.0422 | -0.006 | 35 | 7.85 | 8.45 | 473 | -0.89 | 0.0551 | -0.006 | ||
| 0.4400 | 0.4900 | 1 | 118 | 36.8% | 0.16 | 0.0378 | -0.005 | 36 | 8.75 | 9.35 | 23 | -0.92 | 0.0518 | -0.006 | ||
| 0.3800 | 0.4800 | 183 | 38.4% | 0.14 | 0.0338 | -0.005 | 37 | 9.70 | 10.35 | 96 | -0.95 | 0.0468 | -0.006 | |||
| 0.2200 | 0.3600 | 1,592 | 40.7% | 0.09 | 0.0241 | -0.004 | 40 | 12.20 | 13.60 | 10 | -0.99 | 0.0105 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs