PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 18:36 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 ±1.5% (81.14–83.55) · ATM IV 31.6% · P/C open interest 0.59
| 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 | |
| 15.35 | 19.20 | 4 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 2.13 | 6 | 382.9% | -0.00 | 0.0004 | -0.001 | |||
| 11.30 | 12.75 | 3 | 1.00 | 0.0008 | 0.000 | 70 | 0 | 1.67 | 69 | 271.1% | -0.00 | 0.0008 | -0.001 | |||
| 10.25 | 11.75 | 2 | 1.00 | 0.0010 | 0.000 | 71 | 0 | 0.5800 | 58 | 188.4% | -0.00 | 0.0010 | -0.001 | |||
| 9.00 | 10.85 | 12 | 2 | 1.00 | 0.0012 | 0.000 | 72 | 0 | 0.2100 | 347 | 139.9% | -0.00 | 0.0012 | -0.002 | ||
| 8.05 | 9.90 | 12 | 2 | 1.00 | 0.0016 | 0.000 | 73 | 0 | 0.2300 | 35 | 130.4% | -0.00 | 0.0016 | -0.002 | ||
| 6.75 | 9.35 | 2 | 1.00 | 0.0021 | 0.000 | 74 | 0 | 0.2500 | 37 | 120.5% | -0.00 | 0.0021 | -0.002 | |||
| 5.80 | 8.35 | 6 | 5 | 1.00 | 0.0029 | 0.000 | 75 | 0 | 0.0100 | 84 | 66.0% | -0.00 | 0.0029 | -0.002 | ||
| 4.35 | 7.30 | 4 | 1 | 1.00 | 0.0043 | 0.000 | 76 | 0 | 0.0100 | 51 | 57.6% | -0.00 | 0.0044 | -0.003 | ||
| 3.35 | 6.20 | 0.99 | 0.0069 | -0.001 | 77 | 0 | 0.0600 | 82 | 63.1% | -0.01 | 0.0070 | -0.004 | ||||
| 2.94 | 5.20 | 69 | 0.99 | 0.0126 | -0.003 | 78 | 0 | 0.0100 | 64 | 40.8% | -0.01 | 0.0127 | -0.006 | |||
| 2.17 | 3.90 | 56 | 0.98 | 0.0285 | -0.010 | 79 | 0 | 0.1100 | 243 | 47.9% | -0.02 | 0.0286 | -0.012 | |||
| 1.56 | 2.69 | 6 | 28 | 0.94 | 0.0757 | -0.038 | 80 | 0.0300 | 0.0800 | 206 | 879 | 36.3% | -0.06 | 0.0759 | -0.040 | |
| 1.49 | 1.79 | 15 | 12 | 41.2% | 0.83 | 0.1710 | -0.140 | 81 | 0.1200 | 0.1500 | 168 | 249 | 32.0% | -0.17 | 0.1713 | -0.140 |
| 0.7300 | 0.8800 | 93 | 210 | 32.2% | 0.61 | 0.2582 | -0.343 | 82 | 0.3400 | 0.4600 | 125 | 657 | 31.1% | -0.40 | 0.2614 | -0.344 |
| 0.3100 | 0.4000 | 251 | 366 | 33.2% | 0.35 | 0.2433 | -0.312 | 83 | 0.8600 | 1.20 | 248 | 938 | 36.5% | -0.66 | 0.2528 | -0.316 |
| 0.1100 | 0.1600 | 136 | 418 | 34.6% | 0.16 | 0.1532 | -0.136 | 84 | 1.60 | 2.16 | 304 | 1,643 | 44.4% | -0.85 | 0.1592 | -0.150 |
| 0.0400 | 0.0600 | 64 | 1,672 | 37.0% | 0.07 | 0.0798 | -0.058 | 85 | 2.45 | 3.00 | 298 | 1,061 | 42.8% | -0.94 | 0.0778 | -0.084 |
| 0.0200 | 0.0300 | 23 | 495 | 41.6% | 0.04 | 0.0418 | -0.029 | 86 | 3.40 | 4.35 | 6 | 191 | 72.1% | -0.97 | 0.0369 | -0.062 |
| 0.0100 | 0.0300 | 115 | 627 | 48.8% | 0.02 | 0.0232 | -0.017 | 87 | 3.90 | 5.45 | 6 | 207 | 51.6% | -0.99 | 0.0184 | -0.054 |
| 0 | 0.0400 | 1,019 | 57.3% | 0.01 | 0.0135 | -0.010 | 88 | 4.90 | 6.40 | 2 | 884 | -0.99 | 0.0096 | -0.051 | ||
| 0 | 0.0800 | 361 | 73.1% | 0.01 | 0.0082 | -0.006 | 89 | 6.20 | 7.10 | 8 | 160 | -1.00 | 0.0052 | -0.049 | ||
| 0 | 0.0100 | 6 | 1,765 | 61.9% | 0.01 | 0.0051 | -0.004 | 90 | 7.00 | 9.10 | 2 | 1 | 139.0% | -1.00 | 0.0029 | -0.048 |
| 0 | 0.0100 | 10 | 225 | 68.7% | 0.00 | 0.0033 | -0.003 | 91 | 7.85 | 9.95 | 4 | 1 | 133.3% | -1.00 | 0.0017 | -0.048 |
| 0 | 0.0700 | 2 | 388 | 96.4% | 0.00 | 0.0022 | -0.002 | 92 | 8.85 | 10.85 | 14 | 136.7% | -1.00 | 0.0010 | -0.048 | |
| 0 | 0.0100 | 267 | 81.9% | 0.00 | 0.0015 | -0.001 | 93 | 9.90 | 11.90 | 20 | 154.1% | -1.00 | 0.0006 | -0.047 | ||
| 0 | 0.1000 | 89 | 118.2% | 0.00 | 0.0011 | -0.001 | 94 | 10.85 | 12.65 | 9 | 6 | 136.3% | -1.00 | 0.0004 | -0.047 | |
| 0 | 0.5000 | 1,208 | 170.1% | 0.00 | 0.0008 | -0.001 | 95 | 12.40 | 13.15 | 5 | 151.1% | -1.00 | 0.0002 | -0.047 | ||
| 0 | 0.5500 | 95 | 183.4% | 0.00 | 0.0006 | -0.001 | 96 | 13.35 | 14.05 | 16 | 136.6% | -1.00 | 0.0002 | -0.047 | ||
| 0 | 1.35 | 142 | 242.1% | 0.00 | 0.0004 | -0.000 | 97 | 14.35 | 15.10 | 16 | 154.0% | -1.00 | 0.0001 | -0.047 | ||
| 0 | 1.53 | 421 | 261.8% | 0.00 | 0.0003 | -0.000 | 98 | 15.35 | 16.00 | 5 | 135.5% | -1.00 | 0.0001 | -0.047 | ||
| 0 | 0.7600 | 67 | 226.8% | 0.00 | 0.0002 | -0.000 | 99 | 16.35 | 16.95 | 4 | -1.00 | 0.0000 | -0.047 | |||
| 0 | 0.0200 | 1,856 | 133.6% | 0.00 | 0.0002 | -0.000 | 100 | 17.40 | 17.80 | 4 | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 203 | 322.0% | 0.00 | 0.0001 | -0.000 | 101 | 17.10 | 20.30 | 173.2% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 38 | 332.3% | 0.00 | 0.0001 | -0.000 | 102 | 19.30 | 20.75 | 2 | 257.4% | -1.00 | 0.0000 | -0.047 | ||
| 0 | 2.13 | 9 | 342.4% | 0.00 | 0.0001 | -0.000 | 103 | 20.15 | 22.55 | 308.4% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 0.1800 | 2 | 207.6% | 0.00 | 0.0001 | -0.000 | 104 | 20.10 | 23.75 | 257.9% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 0.1100 | 1,314 | 199.7% | 0.00 | 0.0000 | -0.000 | 105 | 21.55 | 24.40 | 274.9% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 36 | 371.5% | 0.00 | 0.0000 | -0.000 | 106 | 23.25 | 25.65 | 347.5% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 1 | 380.9% | 0.00 | 0.0000 | 0.000 | 107 | 23.50 | 26.65 | 307.6% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 3 | 390.1% | 0.00 | 0.0000 | 0.000 | 108 | 25.05 | 27.65 | 353.6% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 78 | 408.1% | 0.00 | 0.0000 | 0.000 | 110 | 26.30 | 29.65 | 314.5% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 3 | 450.6% | 0.00 | 0.0000 | 0.000 | 115 | 31.35 | 34.65 | 356.2% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.13 | 1 | 490.3% | 0.00 | 0.0000 | 0.000 | 120 | 37.25 | 39.65 | 462.6% | -1.00 | 0.0000 | -0.047 | |||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs