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 ±8.5% (75.38–89.31) · ATM IV 29.5% · P/C open interest 1.12
| 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 | |
| 31.25 | 34.45 | 29 | 77.3% | 0.99 | 0.0014 | 0.000 | 50 | 0 | 0.1900 | 5,947 | 69.6% | -0.01 | 0.0014 | -0.005 | ||
| 25.65 | 29.35 | 0.99 | 0.0022 | 0.000 | 55 | 0 | 0.1700 | 1,403 | 56.9% | -0.01 | 0.0022 | -0.006 | ||||
| 20.70 | 24.50 | 2 | 0.98 | 0.0036 | 0.000 | 60 | 0.0200 | 0.2000 | 1,372 | 48.0% | -0.02 | 0.0036 | -0.007 | |||
| 16.90 | 18.10 | 47 | 0.97 | 0.0064 | 0.000 | 65 | 0.0500 | 0.2000 | 3,055 | 38.4% | -0.03 | 0.0064 | -0.009 | |||
| 12.35 | 13.45 | 204 | 28.4% | 0.94 | 0.0134 | -0.005 | 70 | 0.2200 | 0.3400 | 45 | 3,553 | 33.5% | -0.07 | 0.0135 | -0.014 | |
| 7.50 | 8.85 | 1,045 | 24.3% | 0.84 | 0.0280 | -0.019 | 75 | 0.7400 | 0.8600 | 35 | 5,539 | 31.1% | -0.17 | 0.0284 | -0.025 | |
| 4.75 | 5.00 | 29 | 1,796 | 29.5% | 0.65 | 0.0439 | -0.033 | 80 | 2.05 | 2.13 | 156 | 9,490 | 29.6% | -0.35 | 0.0448 | -0.035 |
| 2.35 | 2.42 | 287 | 2,161 | 29.2% | 0.42 | 0.0470 | -0.036 | 85 | 4.50 | 4.70 | 177 | 7,368 | 29.2% | -0.59 | 0.0487 | -0.036 |
| 1.00 | 1.06 | 478 | 7,773 | 29.7% | 0.23 | 0.0356 | -0.028 | 90 | 7.95 | 8.95 | 15 | 4,219 | 31.5% | -0.80 | 0.0381 | -0.025 |
| 0.3900 | 0.5700 | 11 | 3,561 | 31.7% | 0.11 | 0.0212 | -0.018 | 95 | 12.10 | 13.85 | 55 | 1,680 | 34.8% | -0.93 | 0.0234 | -0.011 |
| 0.1800 | 0.2200 | 136 | 7,752 | 32.8% | 0.06 | 0.0121 | -0.012 | 100 | 17.50 | 18.05 | 862 | 38.3% | -0.98 | 0.0141 | -0.019 | |
| 0.0700 | 0.1600 | 1 | 5,464 | 35.7% | 0.04 | 0.0075 | -0.009 | 105 | 21.60 | 24.50 | 52.8% | -1.00 | 0.0021 | -0.046 | ||
| 0 | 0.2200 | 1,466 | 41.1% | 0.03 | 0.0051 | -0.007 | 110 | 26.10 | 29.70 | 56.2% | -1.00 | 0.0000 | -0.056 | |||
| 0 | 0.2500 | 5,398 | 47.3% | 0.02 | 0.0037 | -0.006 | 115 | 31.05 | 34.65 | 61.3% | -1.00 | 0.0000 | -0.061 | |||
| 0.0200 | 0.1800 | 714 | 50.6% | 0.01 | 0.0028 | -0.006 | 120 | 35.90 | 39.65 | 64.4% | -1.00 | 0.0000 | -0.063 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs