PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 09:36 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 ±3.1% (79.75–84.80) · ATM IV 24.2% · P/C open interest 2.97
| 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 | |
| 17.05 | 19.45 | 130.5% | 0.99 | 0.0036 | -0.012 | 65 | 0 | 1.03 | 6 | 111.1% | -0.01 | 0.0036 | -0.014 | |||
| 11.85 | 13.75 | 81.1% | 0.98 | 0.0078 | -0.016 | 70 | 0 | 0.1300 | 4 | 137 | 53.6% | -0.02 | 0.0078 | -0.018 | ||
| 7.90 | 10.50 | 7 | 74.2% | 0.96 | 0.0171 | -0.022 | 74 | 0 | 0.1600 | 1 | 33 | 39.1% | -0.04 | 0.0172 | -0.023 | |
| 7.05 | 8.70 | 56.8% | 0.95 | 0.0218 | -0.025 | 75 | 0 | 0.1600 | 9 | 123 | 35.1% | -0.05 | 0.0220 | -0.026 | ||
| 6.05 | 7.95 | 18 | 55.2% | 0.94 | 0.0285 | -0.029 | 76 | 0 | 1.47 | 1 | 70 | 57.5% | -0.07 | 0.0288 | -0.030 | |
| 4.65 | 7.00 | 43.9% | 0.91 | 0.0382 | -0.034 | 77 | 0 | 0.3500 | 15 | 28 | 32.2% | -0.09 | 0.0387 | -0.035 | ||
| 3.60 | 6.05 | 1 | 38.2% | 0.88 | 0.0518 | -0.042 | 78 | 0.1100 | 0.3500 | 2 | 44 | 29.8% | -0.12 | 0.0524 | -0.043 | |
| 3.45 | 5.20 | 44.9% | 0.83 | 0.0689 | -0.052 | 79 | 0.1300 | 0.4800 | 2 | 47 | 27.2% | -0.18 | 0.0696 | -0.053 | ||
| 2.11 | 4.35 | 1 | 35.8% | 0.75 | 0.0874 | -0.064 | 80 | 0.2000 | 0.6400 | 91 | 267 | 24.7% | -0.25 | 0.0885 | -0.065 | |
| 0.5000 | 4.25 | 4 | 15 | 31.5% | 0.66 | 0.1029 | -0.074 | 81 | 0.6700 | 0.9600 | 162 | 208 | 26.9% | -0.35 | 0.1041 | -0.075 |
| 0.4900 | 3.00 | 8 | 84 | 30.3% | 0.55 | 0.1108 | -0.080 | 82 | 0.2100 | 1.35 | 347 | 931 | 18.0% | -0.46 | 0.1122 | -0.081 |
| 1.08 | 1.66 | 142 | 23 | 33.0% | 0.44 | 0.1097 | -0.080 | 83 | 1.44 | 2.15 | 93 | 506 | 27.6% | -0.57 | 0.1109 | -0.081 |
| 0.6100 | 1.04 | 14 | 82 | 28.9% | 0.34 | 0.1004 | -0.074 | 84 | 0.7700 | 3.60 | 25 | 128 | 22.1% | -0.67 | 0.1015 | -0.075 |
| 0.5100 | 0.6500 | 149 | 188 | 29.7% | 0.25 | 0.0858 | -0.065 | 85 | 2.68 | 3.90 | 226 | 30.6% | -0.76 | 0.0870 | -0.065 | |
| 0.1300 | 0.5900 | 75 | 180 | 29.3% | 0.18 | 0.0693 | -0.054 | 86 | 2.95 | 5.00 | 261 | 27.1% | -0.83 | 0.0712 | -0.055 | |
| 0.1100 | 0.3800 | 42 | 114 | 30.2% | 0.13 | 0.0537 | -0.044 | 87 | 2.88 | 6.00 | 14 | 109 | -0.88 | 0.0566 | -0.046 | |
| 0.0500 | 0.3000 | 51 | 475 | 31.5% | 0.09 | 0.0410 | -0.036 | 88 | 5.00 | 6.90 | 21 | 99 | 35.1% | -0.92 | 0.0445 | -0.039 |
| 0.0100 | 0.3200 | 87 | 34.9% | 0.07 | 0.0313 | -0.029 | 89 | 5.50 | 7.85 | 1 | 114 | -0.95 | 0.0356 | -0.034 | ||
| 0 | 0.1100 | 19 | 410 | 30.9% | 0.05 | 0.0242 | -0.025 | 90 | 6.50 | 8.25 | 4 | 4,081 | -0.96 | 0.0278 | -0.028 | |
| 0.0500 | 0.2000 | 73 | 39.8% | 0.04 | 0.0191 | -0.021 | 91 | 7.40 | 9.45 | 3 | -0.97 | 0.0220 | -0.023 | |||
| 0 | 0.8000 | 84 | 56.9% | 0.03 | 0.0153 | -0.019 | 92 | 8.40 | 10.50 | 22 | -0.98 | 0.0167 | -0.020 | |||
| 0 | 0.9500 | 201 | 63.7% | 0.03 | 0.0126 | -0.017 | 93 | 8.60 | 11.80 | 2 | 999 | -0.99 | 0.0129 | -0.018 | ||
| 0 | 0.3900 | 154 | 54.3% | 0.02 | 0.0105 | -0.015 | 94 | 10.40 | 12.80 | -0.99 | 0.0101 | -0.016 | ||||
| 0 | 0.0800 | 1 | 101 | 43.6% | 0.02 | 0.0089 | -0.014 | 95 | 11.40 | 14.50 | 5 | 61.3% | -0.99 | 0.0078 | -0.015 | |
| 0 | 0.9500 | 17 | 75.1% | 0.02 | 0.0076 | -0.013 | 96 | 12.40 | 14.95 | -0.99 | 0.0060 | -0.014 | ||||
| 0 | 1.35 | 39 | 86.6% | 0.02 | 0.0066 | -0.012 | 97 | 13.40 | 15.95 | -1.00 | 0.0046 | -0.013 | ||||
| 0 | 0.3700 | 38 | 66.5% | 0.01 | 0.0057 | -0.011 | 98 | 14.40 | 17.50 | 71.3% | -1.00 | 0.0035 | -0.013 | |||
| 0 | 0.5000 | 78 | 73.9% | 0.01 | 0.0050 | -0.011 | 99 | 15.40 | 18.45 | 72.8% | -1.00 | 0.0028 | -0.012 | |||
| 0 | 0.1000 | 81 | 59.1% | 0.01 | 0.0044 | -0.010 | 100 | 15.65 | 19.50 | -1.00 | 0.0022 | -0.012 | ||||
| 0 | 1.01 | 111 | 93.7% | 0.01 | 0.0040 | -0.010 | 101 | 17.40 | 20.05 | -1.00 | 0.0017 | -0.012 | ||||
| 0 | 1.01 | 56 | 97.0% | 0.01 | 0.0035 | -0.009 | 102 | 18.40 | 21.50 | 83.7% | -1.00 | 0.0014 | -0.012 | |||
| 0 | 0.9500 | 2 | 98.8% | 0.01 | 0.0032 | -0.009 | 103 | 19.40 | 22.50 | 86.6% | -1.00 | 0.0010 | -0.012 | |||
| 0 | 0.4700 | 106 | 90.5% | 0.01 | 0.0026 | -0.008 | 105 | 21.40 | 24.05 | -1.00 | 0.0006 | -0.012 | ||||
| 0 | 0.3400 | 15 | 98.2% | 0.01 | 0.0017 | -0.006 | 110 | 26.45 | 29.45 | 2 | 106.1% | -1.00 | 0.0002 | -0.011 | ||
| 0 | 0.5100 | 118.1% | 0.00 | 0.0012 | -0.005 | 115 | 31.40 | 34.50 | 118.9% | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.7500 | 139.4% | 0.00 | 0.0008 | -0.004 | 120 | 36.40 | 39.45 | 128.3% | -1.00 | 0.0000 | -0.011 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs