JD option chain JD.com, Inc.
Cboe delayed options data · as of 15:35 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 ±4.5% (26.34–28.84) · ATM IV 27.7% · P/C open interest 0.56
| 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 | |
| 12.25 | 12.90 | 3 | 1.00 | 0.0019 | 0.000 | 15 | 0 | 0.0900 | 6 | 146.3% | -0.00 | 0.0019 | -0.003 | |||
| 9.25 | 9.90 | 17 | 0.99 | 0.0044 | 0.000 | 18 | 0 | 0.0900 | 1,533 | 106.9% | -0.01 | 0.0044 | -0.004 | |||
| 8.30 | 8.85 | 0.99 | 0.0061 | 0.000 | 19 | 0 | 0.0900 | 13 | 95.1% | -0.01 | 0.0061 | -0.004 | ||||
| 7.35 | 7.90 | 733 | 0.99 | 0.0085 | -0.001 | 20 | 0.0100 | 0.0900 | 2,486 | 85.2% | -0.01 | 0.0085 | -0.005 | |||
| 6.15 | 6.85 | 17 | 0.98 | 0.0123 | -0.002 | 21 | 0 | 0.0900 | 12 | 72.8% | -0.02 | 0.0123 | -0.005 | |||
| 5.30 | 5.90 | 253 | 0.97 | 0.0183 | -0.004 | 22 | 0 | 0.1000 | 1,343 | 63.4% | -0.03 | 0.0184 | -0.006 | |||
| 4.30 | 4.85 | 209 | 0.96 | 0.0284 | -0.005 | 23 | 0.0100 | 0.0900 | 14.1K | 53.0% | -0.04 | 0.0285 | -0.008 | |||
| 3.35 | 3.85 | 1,927 | 0.94 | 0.0460 | -0.008 | 24 | 0 | 0.0900 | 1 | 9,088 | 41.8% | -0.06 | 0.0463 | -0.010 | ||
| 2.40 | 2.87 | 8,928 | 0.90 | 0.0782 | -0.011 | 25 | 0.0200 | 0.1300 | 10 | 33.1K | 35.8% | -0.10 | 0.0788 | -0.012 | ||
| 1.67 | 1.88 | 1 | 4,191 | 29.8% | 0.83 | 0.1375 | -0.015 | 26 | 0.0700 | 0.1900 | 7,516 | 29.4% | -0.18 | 0.1387 | -0.016 | |
| 1.12 | 1.43 | 23.3% | 0.76 | 0.1806 | -0.017 | 26.5 | 0.1400 | 0.3400 | 130 | 29.8% | -0.24 | 0.1824 | -0.018 | |||
| 0.8800 | 1.01 | 82 | 4,636 | 25.4% | 0.67 | 0.2282 | -0.018 | 27 | 0.3000 | 0.4400 | 63 | 10.5K | 28.6% | -0.33 | 0.2309 | -0.019 |
| 0.5500 | 0.7300 | 3 | 13 | 25.1% | 0.55 | 0.2642 | -0.019 | 27.5 | 0.4800 | 0.7500 | 11 | 99 | 30.2% | -0.46 | 0.2680 | -0.020 |
| 0.3500 | 0.4700 | 13 | 2,900 | 25.1% | 0.42 | 0.2663 | -0.019 | 28 | 0.7900 | 1.00 | 10 | 7,771 | 30.7% | -0.59 | 0.2714 | -0.019 |
| 0.1700 | 0.3900 | 290 | 26.9% | 0.30 | 0.2324 | -0.017 | 28.5 | 1.09 | 1.40 | 14 | 31.9% | -0.71 | 0.2379 | -0.017 | ||
| 0.1500 | 0.2100 | 5 | 1,715 | 27.9% | 0.21 | 0.1836 | -0.014 | 29 | 1.52 | 1.77 | 3 | 3,574 | 33.5% | -0.81 | 0.1884 | -0.014 |
| 0.0700 | 0.1500 | 2 | 132 | 28.4% | 0.14 | 0.1383 | -0.012 | 29.5 | 1.80 | 2.28 | 61 | 32.8% | -0.87 | 0.1423 | -0.011 | |
| 0.0700 | 0.0800 | 127 | 12.2K | 30.0% | 0.10 | 0.1026 | -0.010 | 30 | 2.27 | 2.74 | 6,417 | 35.2% | -0.91 | 0.1095 | -0.009 | |
| 0 | 0.1000 | 363 | 31.3% | 0.07 | 0.0761 | -0.008 | 30.5 | 2.74 | 3.45 | 10 | 47.2% | -0.94 | 0.0874 | -0.007 | ||
| 0.0100 | 0.1000 | 2,084 | 36.0% | 0.05 | 0.0570 | -0.007 | 31 | 3.35 | 3.80 | 1,982 | 50.6% | -0.96 | 0.0702 | -0.006 | ||
| 0 | 0.1100 | 109 | 39.8% | 0.04 | 0.0430 | -0.005 | 31.5 | 3.65 | 4.40 | 50.8% | -0.98 | 0.0503 | -0.007 | |||
| 0.0200 | 0.0300 | 1,000 | 20.8K | 37.7% | 0.03 | 0.0329 | -0.004 | 32 | 4.15 | 4.70 | 3,299 | 40.6% | -0.99 | 0.0339 | -0.008 | |
| 0 | 0.1000 | 36 | 46.2% | 0.02 | 0.0255 | -0.004 | 32.5 | 4.65 | 5.20 | 44.0% | -0.99 | 0.0199 | -0.009 | |||
| 0 | 0.0700 | 25.8K | 46.6% | 0.02 | 0.0199 | -0.003 | 33 | 5.35 | 5.55 | 13 | 4,850 | 53.2% | -1.00 | 0.0110 | -0.011 | |
| 0 | 0.1000 | 89 | 53.0% | 0.01 | 0.0157 | -0.003 | 33.5 | 5.70 | 6.40 | 69.9% | -1.00 | 0.0054 | -0.011 | |||
| 0 | 0.0600 | 15.5K | 51.6% | 0.01 | 0.0125 | -0.002 | 34 | 6.15 | 6.70 | 26 | 53.8% | -1.00 | 0.0020 | -0.012 | ||
| 0 | 0.0900 | 210 | 58.4% | 0.01 | 0.0101 | -0.002 | 34.5 | 6.65 | 7.40 | 74.6% | -1.00 | 0.0010 | -0.013 | |||
| 0 | 0.0500 | 20.9K | 55.9% | 0.01 | 0.0081 | -0.002 | 35 | 7.15 | 7.70 | 144 | 59.8% | -1.00 | 0.0003 | -0.013 | ||
| 0 | 0.0900 | 19.1K | 67.3% | 0.01 | 0.0054 | -0.001 | 36 | 8.10 | 8.90 | 1 | 81.7% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.0200 | 2 | 19.8K | 59.2% | 0.00 | 0.0037 | -0.001 | 37 | 9.20 | 9.80 | 88.2% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.0900 | 2,125 | 78.3% | 0.00 | 0.0026 | -0.001 | 38 | 10.20 | 10.90 | 101.5% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0500 | 102 | 76.7% | 0.00 | 0.0019 | -0.001 | 39 | 11.15 | 11.90 | 104.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0500 | 15.2K | 81.4% | 0.00 | 0.0014 | -0.000 | 40 | 12.15 | 12.90 | 110.1% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0900 | 298 | 93.4% | 0.00 | 0.0010 | -0.000 | 41 | 13.20 | 13.90 | 119.5% | -1.00 | 0.0000 | -0.014 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs