PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 12:40 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 ±9.2% (73.82–88.72) · ATM IV 37.0% · P/C open interest 1.01
| 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 | |
| 34.75 | 38.10 | 100.3% | 0.99 | 0.0010 | -0.006 | 45 | 0.0100 | 0.0900 | 9 | 82.1% | -0.01 | 0.0010 | -0.006 | |||
| 29.80 | 33.10 | 5 | 84.6% | 0.99 | 0.0016 | -0.007 | 50 | 0.0100 | 0.5200 | 29 | 88.8% | -0.01 | 0.0016 | -0.007 | ||
| 24.85 | 28.10 | 17 | 70.3% | 0.98 | 0.0026 | -0.009 | 55 | 0.0100 | 0.1500 | 41 | 60.4% | -0.02 | 0.0026 | -0.009 | ||
| 19.70 | 23.25 | 1 | 67 | 55.6% | 0.98 | 0.0044 | -0.011 | 60 | 0 | 0.3500 | 2,904 | 55.2% | -0.03 | 0.0045 | -0.011 | |
| 14.45 | 18.35 | 30 | 37.6% | 0.95 | 0.0086 | -0.015 | 65 | 0.1600 | 0.2700 | 886 | 3,569 | 44.5% | -0.05 | 0.0086 | -0.015 | |
| 10.50 | 13.70 | 149 | 45.4% | 0.90 | 0.0177 | -0.026 | 70 | 0.4600 | 0.5500 | 273 | 4,501 | 40.4% | -0.10 | 0.0179 | -0.026 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.25 | 8.00 | 24 | 1,138 | 37.3% | 0.77 | 0.0314 | -0.041 | 75 | 1.31 | 1.41 | 700 | 8,446 | 38.4% | -0.23 | 0.0318 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 4.50 | 498 | 8,097 | 36.7% | 0.58 | 0.0420 | -0.052 | 80 | 3.00 | 3.15 | 453 | 10.0K | 37.2% | -0.42 | 0.0427 | -0.053 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.12 | 2.35 | 698 | 5,359 | 36.2% | 0.37 | 0.0411 | -0.050 | 85 | 5.60 | 6.25 | 38 | 5,384 | 37.0% | -0.64 | 0.0423 | -0.051 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8000 | 1.12 | 142 | 5,554 | 35.7% | 0.21 | 0.0308 | -0.037 | 90 | 9.45 | 10.35 | 220 | 2,621 | 39.5% | -0.81 | 0.0326 | -0.039 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2700 | 0.5200 | 19 | 2,545 | 36.6% | 0.10 | 0.0190 | -0.024 | 95 | 13.20 | 14.80 | 1 | 861 | -0.92 | 0.0209 | -0.027 | |
| 0.1300 | 0.2600 | 71 | 4,885 | 39.0% | 0.06 | 0.0113 | -0.016 | 100 | 18.05 | 20.50 | 5 | 48.2% | -0.97 | 0.0115 | -0.017 | |
| 0 | 0.2500 | 3,851 | 42.7% | 0.04 | 0.0071 | -0.012 | 105 | 22.20 | 25.50 | -0.99 | 0.0056 | -0.009 | ||||
| 0.0500 | 0.1500 | 6 | 2,255 | 47.3% | 0.02 | 0.0048 | -0.009 | 110 | 27.20 | 31.10 | 58.9% | -0.99 | 0.0027 | -0.004 | ||
| 0.0300 | 0.1200 | 6 | 2,908 | 50.9% | 0.02 | 0.0034 | -0.007 | 115 | 32.20 | 35.50 | -1.00 | 0.0013 | -0.002 | |||
| 0 | 0.3300 | 261 | 62.9% | 0.01 | 0.0025 | -0.006 | 120 | 37.20 | 40.50 | -1.00 | 0.0006 | -0.001 | ||||
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