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 ±33.4% (17.88–35.77) · ATM IV 37.2% · P/C open interest 0.74
| 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 | |
| 12.30 | 13.00 | 317 | 47.1% | 0.96 | 0.0095 | -0.000 | 15 | 0.3900 | 0.4500 | 2 | 1,040 | 42.3% | -0.07 | 0.0108 | -0.002 | |
| 8.35 | 9.00 | 1,066 | 41.0% | 0.84 | 0.0224 | -0.002 | 20 | 1.19 | 1.36 | 11.4K | 38.5% | -0.18 | 0.0243 | -0.003 | ||
| 6.50 | 6.70 | 484 | 37.7% | 0.75 | 0.0297 | -0.003 | 23 | 2.25 | 2.32 | 7 | 8,314 | 38.0% | -0.28 | 0.0328 | -0.004 | |
| 5.45 | 5.60 | 1 | 2,415 | 37.4% | 0.69 | 0.0335 | -0.004 | 25 | 3.10 | 3.20 | 15 | 6,164 | 37.7% | -0.35 | 0.0375 | -0.004 |
| 4.15 | 4.25 | 8 | 7,062 | 37.1% | 0.58 | 0.0369 | -0.004 | 28 | 4.70 | 4.80 | 30 | 2,565 | 37.3% | -0.47 | 0.0417 | -0.005 |
| 3.45 | 3.55 | 3,869 | 37.2% | 0.52 | 0.0375 | -0.004 | 30 | 5.90 | 6.05 | 6,903 | 36.9% | -0.54 | 0.0424 | -0.005 | ||
| 2.85 | 3.05 | 9 | 1,397 | 37.6% | 0.46 | 0.0371 | -0.004 | 32 | 7.20 | 7.45 | 2,304 | 36.4% | -0.61 | 0.0416 | -0.004 | |
| 2.17 | 2.28 | 58 | 7,279 | 37.6% | 0.37 | 0.0351 | -0.004 | 35 | 9.40 | 9.80 | 825 | 36.1% | -0.70 | 0.0384 | -0.004 | |
| 1.82 | 1.92 | 2,378 | 37.8% | 0.33 | 0.0331 | -0.004 | 37 | 11.05 | 11.45 | 1,128 | 36.1% | -0.75 | 0.0354 | -0.003 | ||
| 1.42 | 1.52 | 34 | 9,109 | 38.5% | 0.27 | 0.0298 | -0.004 | 40 | 13.60 | 14.10 | 462 | 36.2% | -0.81 | 0.0304 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs