PDD option chain PDD Holdings Inc.

Expiration Cboe delayed options data · as of 21:53 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 ±7.8% (75.25–88.05) · ATM IV 31.1% · P/C open interest 0.20

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
15.15	19.20			46.0%	0.97	0.0071	-0.004	65	0	0.2000			39.1%	-0.03	0.0071	-0.011
11.05	14.25			44.8%	0.94	0.0141	-0.010	70	0	0.4400		5	33.2%	-0.06	0.0143	-0.015
10.55	12.60			40.3%	0.93	0.0166	-0.011	71	0	0.7500			35.1%	-0.07	0.0168	-0.016
9.60	11.70			38.8%	0.91	0.0196	-0.014	72	0	0.7500			32.5%	-0.09	0.0199	-0.018
8.75	10.65			36.7%	0.89	0.0232	-0.016	73	0.0500	0.8000			31.0%	-0.11	0.0235	-0.020
6.80	9.70			25.0%	0.87	0.0272	-0.019	74	0.4200	0.8900	2	11	32.5%	-0.13	0.0276	-0.023
7.00	8.80			33.7%	0.84	0.0316	-0.022	75	0.4900	0.8000	1	8	29.4%	-0.16	0.0321	-0.026
6.30	8.00			33.9%	0.81	0.0362	-0.026	76	0.6800	1.01		7	29.4%	-0.20	0.0368	-0.029
5.55	7.25			33.5%	0.77	0.0407	-0.029	77	0.9300	1.15	1	8	28.8%	-0.24	0.0413	-0.032
4.05	5.85			24.5%	0.72	0.0448	-0.033	78	1.10	1.50	6	17	28.5%	-0.28	0.0456	-0.035
3.40	5.15		400	24.8%	0.68	0.0484	-0.035	79	1.38	1.75	1	32	27.8%	-0.33	0.0493	-0.037
3.50	4.55			28.8%	0.63	0.0511	-0.037	80	1.95	2.09	25	35	28.6%	-0.38	0.0522	-0.039
3.35	4.85			35.1%	0.57	0.0530	-0.039	81	2.16	2.90	2		29.3%	-0.43	0.0542	-0.040
2.57	4.30			33.5%	0.52	0.0539	-0.040	82	2.72	3.20	8	17	28.6%	-0.49	0.0553	-0.041
1.21	2.97		10	24.8%	0.47	0.0538	-0.040	83	3.10	3.70		8	27.5%	-0.54	0.0554	-0.041
0.8700	2.55			24.9%	0.41	0.0527	-0.039	84	2.78	4.35		2	23.0%	-0.60	0.0545	-0.040
1.32	2.58			30.9%	0.36	0.0508	-0.038	85	2.69	6.10		28	24.6%	-0.65	0.0528	-0.038
0.5100	2.06		4	27.1%	0.32	0.0482	-0.036	86	5.05	6.80		1	33.6%	-0.70	0.0504	-0.036
1.04	1.58		1	30.3%	0.27	0.0450	-0.034	87	4.95	7.50	2		28.6%	-0.74	0.0474	-0.033
0.9100	1.24	1	3	30.3%	0.23	0.0413	-0.031	88	5.85	7.80			25.8%	-0.79	0.0439	-0.030
0.2600	1.05	1		27.2%	0.20	0.0374	-0.028	89	5.75	9.15			20.5%	-0.82	0.0401	-0.027
0.5800	0.9400		18	31.1%	0.17	0.0335	-0.026	90	6.65	10.10	16			-0.86	0.0361	-0.025
0.0800	0.7700	4	402	27.7%	0.14	0.0297	-0.023	91	8.60	10.95			31.9%	-0.88	0.0321	-0.022
0.0700	0.7400	24	5	29.3%	0.12	0.0262	-0.021	92	9.45	11.15				-0.90	0.0283	-0.019
0.0800	0.6000		4	29.9%	0.11	0.0232	-0.019	93	10.15	12.05				-0.92	0.0247	-0.017
0.0300	0.7500		34	32.8%	0.09	0.0205	-0.018	94	11.10	13.40				-0.94	0.0241	-0.014
0	1.15		4	38.5%	0.08	0.0182	-0.017	95	11.50	14.00		2		-0.95	0.0236	-0.012
0	0.8500		1	37.2%	0.07	0.0162	-0.016	96	12.30	16.30				-0.96	0.0227	-0.010
0	0.8500		2	39.0%	0.07	0.0146	-0.015	97	13.30	16.70				-0.97	0.0204	-0.011
0	0.8500			40.7%	0.06	0.0132	-0.014	98	14.30	17.70				-0.97	0.0175	-0.013
0	1.01			46.0%	0.05	0.0108	-0.013	100	16.30	19.70				-0.98	0.0132	-0.015
0	0.8700			52.2%	0.03	0.0072	-0.011	105	21.30	24.70				-1.00	0.0050	-0.024
0	0.2200			46.4%	0.03	0.0051	-0.010	110	26.30	29.65				-1.00	0.0007	-0.031

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 — Oct 09, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PDD option chain PDD Holdings Inc.

Volatility smile — Oct 09, 2026

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