PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 00:36 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 ±6.1% (76.69–86.61) · ATM IV 30.8% · P/C open interest 2.39
| 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 | |
| 15.00 | 18.95 | 2 | 52.4% | 0.97 | 0.0061 | -0.006 | 65 | 0 | 1.20 | 586 | 72.7% | -0.03 | 0.0062 | -0.013 | ||
| 11.20 | 13.60 | 11 | 53.0% | 0.96 | 0.0122 | -0.011 | 70 | 0.0200 | 0.4000 | 234 | 41.6% | -0.05 | 0.0124 | -0.016 | ||
| 9.70 | 13.05 | 48.7% | 0.95 | 0.0145 | -0.012 | 71 | 0 | 1.55 | 55.1% | -0.05 | 0.0146 | -0.017 | ||||
| 8.70 | 11.20 | 29.9% | 0.94 | 0.0173 | -0.014 | 72 | 0 | 0.3000 | 33.0% | -0.06 | 0.0175 | -0.019 | ||||
| 8.45 | 10.15 | 39.6% | 0.93 | 0.0209 | -0.016 | 73 | 0 | 1.75 | 49.6% | -0.07 | 0.0212 | -0.021 | ||||
| 7.25 | 9.80 | 41.3% | 0.91 | 0.0256 | -0.019 | 74 | 0.0100 | 0.6700 | 1 | 33.5% | -0.09 | 0.0259 | -0.023 | |||
| 6.60 | 8.15 | 20 | 34.3% | 0.89 | 0.0314 | -0.023 | 75 | 0.0200 | 0.4000 | 414 | 26.5% | -0.11 | 0.0318 | -0.026 | ||
| 5.90 | 7.20 | 34.2% | 0.86 | 0.0383 | -0.027 | 76 | 0.3200 | 0.5800 | 5 | 108 | 29.4% | -0.15 | 0.0388 | -0.030 | ||
| 4.80 | 6.80 | 34.6% | 0.82 | 0.0459 | -0.032 | 77 | 0.5200 | 0.6800 | 5 | 86 | 28.8% | -0.19 | 0.0466 | -0.035 | ||
| 3.40 | 6.80 | 35.0% | 0.77 | 0.0536 | -0.037 | 78 | 0.7200 | 0.8800 | 14 | 169 | 28.3% | -0.24 | 0.0543 | -0.040 | ||
| 2.70 | 4.25 | 40 | 120 | 21.0% | 0.71 | 0.0606 | -0.042 | 79 | 0.9600 | 1.19 | 267 | 512 | 28.1% | -0.29 | 0.0615 | -0.044 |
| 2.42 | 3.85 | 1 | 26.0% | 0.65 | 0.0661 | -0.046 | 80 | 1.32 | 1.57 | 38 | 2,709 | 28.4% | -0.36 | 0.0671 | -0.048 | |
| 1.20 | 4.05 | 27.0% | 0.58 | 0.0695 | -0.049 | 81 | 1.61 | 2.05 | 11 | 113 | 28.0% | -0.43 | 0.0707 | -0.051 | ||
| 1.67 | 3.65 | 33.9% | 0.51 | 0.0707 | -0.051 | 82 | 2.00 | 2.61 | 10 | 157 | 27.8% | -0.50 | 0.0722 | -0.051 | ||
| 1.44 | 3.25 | 13 | 72 | 35.6% | 0.44 | 0.0698 | -0.050 | 83 | 1.57 | 4.10 | 114 | 27.3% | -0.57 | 0.0714 | -0.051 | |
| 1.11 | 1.51 | 6 | 12 | 27.2% | 0.37 | 0.0669 | -0.048 | 84 | 2.19 | 4.75 | 15 | 164 | 27.3% | -0.64 | 0.0687 | -0.048 |
| 0.8100 | 1.36 | 15 | 420 | 28.4% | 0.31 | 0.0622 | -0.045 | 85 | 2.93 | 4.35 | 2 | 302 | 18.8% | -0.70 | 0.0643 | -0.045 |
| 0.6200 | 1.56 | 13 | 34 | 32.3% | 0.25 | 0.0562 | -0.041 | 86 | 2.88 | 5.45 | 21 | 98 | -0.76 | 0.0584 | -0.041 | |
| 0.2000 | 0.9000 | 7 | 231 | 27.1% | 0.21 | 0.0494 | -0.037 | 87 | 4.85 | 6.25 | 104 | 23.0% | -0.81 | 0.0517 | -0.036 | |
| 0.2500 | 1.32 | 2 | 87 | 34.5% | 0.17 | 0.0427 | -0.033 | 88 | 4.60 | 8.45 | 131 | 25.1% | -0.85 | 0.0448 | -0.032 | |
| 0.2900 | 0.4400 | 4 | 46 | 29.1% | 0.14 | 0.0364 | -0.029 | 89 | 6.05 | 8.95 | 2 | 27.0% | -0.88 | 0.0382 | -0.027 | |
| 0.2400 | 0.7900 | 66 | 65 | 35.9% | 0.11 | 0.0309 | -0.026 | 90 | 7.55 | 8.95 | 136 | -0.91 | 0.0321 | -0.023 | ||
| 0 | 0.8500 | 70 | 35.9% | 0.09 | 0.0262 | -0.023 | 91 | 8.40 | 10.65 | 2 | 32.9% | -0.93 | 0.0295 | -0.020 | ||
| 0.1400 | 0.2500 | 11 | 71 | 31.6% | 0.08 | 0.0223 | -0.021 | 92 | 8.35 | 11.15 | 16 | 1,017 | -0.94 | 0.0272 | -0.017 | |
| 0 | 0.5000 | 22 | 88 | 35.8% | 0.07 | 0.0192 | -0.019 | 93 | 10.40 | 12.70 | 1 | 38.5% | -0.96 | 0.0246 | -0.016 | |
| 0 | 1.15 | 155 | 47.1% | 0.06 | 0.0166 | -0.018 | 94 | 10.30 | 14.15 | -0.97 | 0.0222 | -0.016 | ||||
| 0.0100 | 0.2800 | 1 | 207 | 35.9% | 0.05 | 0.0145 | -0.016 | 95 | 11.30 | 14.60 | -0.97 | 0.0200 | -0.015 | |||
| 0 | 1.18 | 55 | 52.4% | 0.05 | 0.0127 | -0.015 | 96 | 12.30 | 16.20 | -0.98 | 0.0172 | -0.016 | ||||
| 0 | 1.55 | 59.2% | 0.04 | 0.0113 | -0.015 | 97 | 13.30 | 16.60 | -0.98 | 0.0138 | -0.019 | |||||
| 0 | 0.9500 | 114 | 53.9% | 0.04 | 0.0101 | -0.014 | 98 | 14.30 | 17.65 | -0.99 | 0.0112 | -0.021 | ||||
| 0 | 1.12 | 4 | 28 | 58.5% | 0.03 | 0.0091 | -0.013 | 99 | 15.30 | 19.10 | -0.99 | 0.0091 | -0.023 | |||
| 0.0200 | 0.3100 | 566 | 46.5% | 0.03 | 0.0083 | -0.013 | 100 | 16.30 | 19.65 | -0.99 | 0.0075 | -0.024 | ||||
| 0 | 1.55 | 4 | 68.6% | 0.03 | 0.0075 | -0.013 | 101 | 17.30 | 20.60 | -0.99 | 0.0062 | -0.025 | ||||
| 0 | 1.01 | 427 | 63.4% | 0.03 | 0.0069 | -0.012 | 102 | 18.30 | 22.25 | -1.00 | 0.0051 | -0.025 | ||||
| 0 | 1.55 | 5 | 73.0% | 0.03 | 0.0063 | -0.012 | 103 | 19.30 | 22.60 | -1.00 | 0.0042 | -0.027 | ||||
| 0 | 1.15 | 62 | 71.6% | 0.02 | 0.0054 | -0.011 | 105 | 21.30 | 24.60 | -1.00 | 0.0028 | -0.030 | ||||
| 0 | 0.3000 | 20 | 62.6% | 0.02 | 0.0038 | -0.010 | 110 | 26.30 | 29.60 | -1.00 | 0.0008 | -0.034 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs