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 ±32.2% (18.20–35.45) · ATM IV 37.2% · P/C open interest 0.88
| 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 | 12.95 | 47 | 45.7% | 0.97 | 0.0089 | 0.000 | 15 | 0.3500 | 0.4100 | 2 | 1,963 | 42.6% | -0.06 | 0.0107 | -0.002 | |
| 8.20 | 8.85 | 343 | 41.3% | 0.85 | 0.0235 | -0.002 | 20 | 1.11 | 1.28 | 2,095 | 38.6% | -0.18 | 0.0249 | -0.003 | ||
| 6.30 | 6.50 | 338 | 37.8% | 0.75 | 0.0310 | -0.003 | 23 | 2.15 | 2.21 | 27 | 2,364 | 38.0% | -0.28 | 0.0339 | -0.004 | |
| 5.20 | 5.40 | 2 | 169 | 37.3% | 0.68 | 0.0350 | -0.004 | 25 | 3.00 | 3.10 | 35 | 1,760 | 37.8% | -0.36 | 0.0388 | -0.005 |
| 3.90 | 4.05 | 1,169 | 37.1% | 0.57 | 0.0385 | -0.004 | 28 | 4.60 | 4.70 | 30 | 1,932 | 37.4% | -0.48 | 0.0429 | -0.005 | |
| 3.20 | 3.35 | 6,150 | 37.1% | 0.51 | 0.0390 | -0.004 | 30 | 5.80 | 5.95 | 1,907 | 36.9% | -0.55 | 0.0434 | -0.005 | ||
| 2.66 | 2.74 | 36 | 2,769 | 37.3% | 0.44 | 0.0384 | -0.004 | 32 | 7.05 | 7.40 | 4,403 | 36.4% | -0.62 | 0.0423 | -0.004 | |
| 1.99 | 2.09 | 37 | 2,935 | 37.7% | 0.36 | 0.0359 | -0.004 | 35 | 9.45 | 9.75 | 406 | 37.0% | -0.71 | 0.0385 | -0.004 | |
| 1.65 | 1.85 | 3 | 776 | 38.5% | 0.31 | 0.0336 | -0.004 | 37 | 11.00 | 11.40 | 245 | 36.4% | -0.76 | 0.0352 | -0.003 | |
| 1.27 | 1.39 | 12 | 1,391 | 38.8% | 0.25 | 0.0299 | -0.004 | 40 | 13.50 | 14.10 | 105 | 36.3% | -0.82 | 0.0300 | -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 — Dec 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