JD option chain JD.com, Inc.

Expiration Cboe delayed options data · as of 00:39 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 ±8.7% (24.47–29.13) · ATM IV 36.5% · P/C open interest 0.33

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
7.05	10.95			86.1%	0.99	0.0046	-0.000	18	0	0.1700			78.3%	-0.01	0.0046	-0.001
7.65	9.20			111.6%	0.99	0.0073	-0.001	19	0	0.3800		2	82.4%	-0.01	0.0074	-0.002
6.50	7.85		184	82.2%	0.98	0.0118	-0.002	20	0	0.1000		25	54.8%	-0.02	0.0119	-0.003
5.05	6.90			53.9%	0.97	0.0192	-0.003	21	0	0.1600	1	104	51.6%	-0.03	0.0193	-0.004
4.65	6.05		880	71.5%	0.95	0.0311	-0.005	22	0	0.1500		70	38.8%	-0.05	0.0313	-0.006
3.15	5.05		12	46.3%	0.91	0.0492	-0.007	23	0.0500	0.5400	18	1,163	51.2%	-0.09	0.0496	-0.008
2.98	3.65		3,060	47.8%	0.85	0.0748	-0.010	24	0.2100	0.2500	137	340	37.9%	-0.15	0.0755	-0.011
2.58	3.60			53.7%	0.81	0.0897	-0.012	24.5	0.0200	0.6300	26		37.8%	-0.19	0.0906	-0.013
2.18	2.50		302	37.8%	0.77	0.1050	-0.014	25	0.0900	0.5900	29	617	33.2%	-0.24	0.1062	-0.014
1.52	2.58			39.8%	0.71	0.1195	-0.015	25.5	0.3100	0.5800	6		32.0%	-0.29	0.1210	-0.015
1.18	1.96	4	377	34.1%	0.65	0.1315	-0.016	26	0.7100	0.7600	19	2,104	36.0%	-0.36	0.1335	-0.017
1.17	1.73			39.4%	0.58	0.1396	-0.017	26.5	0.6900	1.00	10		32.6%	-0.43	0.1420	-0.017
1.05	1.08	199	13.9K	35.1%	0.51	0.1429	-0.017	27	1.17	1.36	130	1,504	38.0%	-0.50	0.1458	-0.018
0.6000	1.13	1		35.5%	0.44	0.1411	-0.017	27.5	0.9100	1.55			27.6%	-0.57	0.1445	-0.017
0.5100	0.6800	40	1,708	32.6%	0.37	0.1348	-0.017	28	1.12	2.46	4	731	35.3%	-0.64	0.1387	-0.017
0.1000	1.04			36.9%	0.31	0.1251	-0.015	28.5	1.84	2.28			32.3%	-0.70	0.1294	-0.016
0.2600	0.4400	184	692	33.2%	0.26	0.1132	-0.014	29	2.17	2.65		472	30.4%	-0.76	0.1180	-0.015
0	0.4400	5		31.3%	0.21	0.1004	-0.013	29.5	2.54	3.70			43.5%	-0.80	0.1055	-0.013
0.2000	0.3000	71	1,894	36.4%	0.17	0.0876	-0.012	30	3.30	3.45	3	533	36.2%	-0.84	0.0930	-0.012
0	0.2500			32.6%	0.14	0.0754	-0.010	30.5	3.15	4.30				-0.88	0.0813	-0.011
0.1500	0.3000	37	720	41.9%	0.12	0.0644	-0.009	31	3.60	4.90		90	33.2%	-0.91	0.0705	-0.009
0	0.5000			46.5%	0.09	0.0545	-0.008	31.5	4.25	5.20				-0.93	0.0610	-0.008
0.0800	0.1000	87	128	38.3%	0.08	0.0460	-0.007	32	4.35	6.10		23		-0.95	0.0515	-0.007
0.0100	0.1200	2	269	37.9%	0.05	0.0323	-0.005	33	5.20	7.25		442		-0.98	0.0395	-0.005
0	0.0900		293	43.9%	0.03	0.0226	-0.004	34	5.15	8.85				-0.99	0.0188	-0.004
0.0100	0.1200		289	49.6%	0.02	0.0158	-0.003	35	6.15	9.50				-1.00	0.0017	-0.004
0	0.3000			63.3%	0.02	0.0111	-0.002	36	7.15	10.50				-1.00	0.0000	-0.004
0	0.2000			62.5%	0.01	0.0079	-0.002	37	8.15	11.50				-1.00	0.0000	-0.004
0	0.0500			59.9%	0.00	0.0029	-0.001	40	11.15	14.50				-1.00	0.0000	-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 — Nov 20, 2026

Volatility page →

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

callsputs

JD option chain JD.com, Inc.

Volatility smile — Nov 20, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive