PDD option chain PDD Holdings Inc.
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 ±12.2% (71.65–91.65) · ATM IV 32.8% · P/C open interest 1.19
| 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 | |
| 35.85 | 39.20 | 77.4% | 0.99 | 0.0014 | 0.000 | 45 | 0 | 0.5900 | 5 | 73.2% | -0.01 | 0.0014 | -0.005 | |||
| 30.90 | 34.30 | 4 | 66.5% | 0.98 | 0.0021 | 0.000 | 50 | 0 | 0.6400 | 28 | 63.0% | -0.02 | 0.0021 | -0.006 | ||
| 26.05 | 29.40 | 2 | 57.7% | 0.98 | 0.0033 | 0.000 | 55 | 0.0100 | 0.7000 | 39 | 53.7% | -0.03 | 0.0033 | -0.007 | ||
| 21.70 | 23.65 | 51 | 45.0% | 0.96 | 0.0055 | 0.000 | 60 | 0.0500 | 0.4300 | 1,846 | 40.6% | -0.04 | 0.0056 | -0.009 | ||
| 16.25 | 18.80 | 27 | 30.7% | 0.93 | 0.0097 | -0.005 | 65 | 0.1500 | 0.6600 | 2,368 | 35.8% | -0.07 | 0.0098 | -0.012 | ||
| 11.60 | 15.50 | 40 | 37.2% | 0.86 | 0.0166 | -0.013 | 70 | 0.8300 | 1.15 | 22 | 1,732 | 34.9% | -0.14 | 0.0169 | -0.018 | |
| 9.35 | 9.55 | 26 | 97 | 33.8% | 0.76 | 0.0247 | -0.022 | 75 | 1.63 | 2.05 | 22 | 2,571 | 32.0% | -0.25 | 0.0253 | -0.025 |
| 6.10 | 6.35 | 26 | 1,596 | 32.9% | 0.61 | 0.0308 | -0.028 | 80 | 3.70 | 3.85 | 28 | 6,918 | 32.7% | -0.40 | 0.0318 | -0.030 |
| 3.75 | 3.90 | 140 | 1,374 | 32.5% | 0.45 | 0.0321 | -0.030 | 85 | 6.30 | 6.50 | 22 | 5,224 | 32.4% | -0.56 | 0.0336 | -0.030 |
| 2.18 | 2.48 | 241 | 2,224 | 33.2% | 0.31 | 0.0286 | -0.027 | 90 | 9.10 | 10.25 | 5 | 2,154 | 30.9% | -0.71 | 0.0307 | -0.026 |
| 1.22 | 1.32 | 165 | 1,671 | 32.9% | 0.20 | 0.0224 | -0.021 | 95 | 13.05 | 14.25 | 10 | 707 | 28.7% | -0.83 | 0.0251 | -0.019 |
| 0.7000 | 0.8100 | 1,071 | 3,190 | 34.1% | 0.13 | 0.0162 | -0.017 | 100 | 17.60 | 19.20 | 770 | 29.8% | -0.91 | 0.0186 | -0.013 | |
| 0.1700 | 0.7100 | 1 | 2,796 | 34.9% | 0.09 | 0.0115 | -0.013 | 105 | 21.75 | 24.55 | 90 | -0.96 | 0.0168 | -0.005 | ||
| 0.2000 | 0.5300 | 2,300 | 38.4% | 0.06 | 0.0084 | -0.011 | 110 | 26.30 | 29.70 | -0.99 | 0.0087 | -0.014 | ||||
| 0.0200 | 0.3600 | 25 | 2,882 | 38.0% | 0.05 | 0.0064 | -0.009 | 115 | 31.30 | 34.70 | -1.00 | 0.0003 | -0.027 | |||
| 0.0300 | 0.2600 | 20 | 264 | 40.2% | 0.04 | 0.0050 | -0.008 | 120 | 36.30 | 39.65 | -1.00 | 0.0000 | -0.032 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs