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 ±27.6% (19.43–34.23) · ATM IV 36.7% · P/C open interest 0.92
| 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 | |
| 12.15 | 12.85 | 3 | 48.9% | 0.98 | 0.0065 | 0.000 | 15 | 0.2400 | 0.2800 | 637 | 43.0% | -0.05 | 0.0101 | -0.002 | ||
| 9.45 | 10.15 | 43.6% | 0.93 | 0.0164 | -0.001 | 18 | 0.5100 | 0.6500 | 34 | 39.9% | -0.11 | 0.0192 | -0.003 | |||
| 7.80 | 8.50 | 95 | 41.4% | 0.88 | 0.0250 | -0.002 | 20 | 0.8500 | 1.02 | 498 | 38.4% | -0.16 | 0.0266 | -0.004 | ||
| 5.75 | 5.95 | 35 | 37.3% | 0.77 | 0.0367 | -0.004 | 23 | 1.82 | 1.87 | 453 | 37.6% | -0.28 | 0.0378 | -0.005 | ||
| 4.60 | 4.80 | 76 | 37.1% | 0.68 | 0.0418 | -0.005 | 25 | 2.64 | 2.69 | 82 | 398 | 37.1% | -0.36 | 0.0435 | -0.005 | |
| 3.65 | 3.80 | 1 | 102 | 36.7% | 0.59 | 0.0445 | -0.005 | 27 | 3.60 | 3.75 | 346 | 36.7% | -0.45 | 0.0469 | -0.005 | |
| 2.58 | 2.68 | 16 | 1,080 | 36.8% | 0.47 | 0.0445 | -0.005 | 30 | 5.45 | 5.60 | 224 | 36.4% | -0.58 | 0.0472 | -0.005 | |
| 2.04 | 2.12 | 48 | 179 | 36.9% | 0.40 | 0.0426 | -0.005 | 32 | 6.75 | 7.10 | 158 | 36.0% | -0.65 | 0.0448 | -0.005 | |
| 1.45 | 1.63 | 39 | 82 | 38.1% | 0.31 | 0.0381 | -0.005 | 35 | 9.10 | 9.50 | 42 | 36.0% | -0.75 | 0.0391 | -0.004 | |
| 1.18 | 1.27 | 24 | 1,140 | 38.2% | 0.26 | 0.0346 | -0.004 | 37 | 10.65 | 11.25 | 8 | 35.3% | -0.79 | 0.0348 | -0.003 | |
| 0.8700 | 1.02 | 10 | 348 | 39.7% | 0.20 | 0.0295 | -0.004 | 40 | 13.30 | 14.00 | 103 | 35.9% | -0.85 | 0.0284 | -0.002 | |
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs