PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 15:41 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 ±11.8% (71.61–90.81) · ATM IV 36.6% · P/C open interest 0.91
| 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 | |
| 34.90 | 38.35 | 4 | 68.0% | 0.99 | 0.0012 | 0.000 | 45 | 0 | 0.1700 | 34 | 68.2% | -0.01 | 0.0012 | -0.004 | ||
| 30.35 | 33.25 | 168 | 66.6% | 0.99 | 0.0018 | -0.001 | 50 | 0.0100 | 0.1700 | 5,393 | 57.8% | -0.01 | 0.0018 | -0.005 | ||
| 25.05 | 28.45 | 90 | 50.6% | 0.98 | 0.0030 | -0.003 | 55 | 0 | 0.2600 | 499 | 50.5% | -0.02 | 0.0030 | -0.007 | ||
| 21.10 | 22.50 | 117 | 41.5% | 0.96 | 0.0053 | -0.007 | 60 | 0.1500 | 0.2300 | 3,348 | 43.6% | -0.04 | 0.0054 | -0.009 | ||
| 16.40 | 17.70 | 138 | 38.9% | 0.93 | 0.0100 | -0.013 | 65 | 0.3900 | 0.5800 | 16.1K | 41.9% | -0.07 | 0.0102 | -0.015 | ||
| 12.00 | 13.45 | 439 | 39.0% | 0.86 | 0.0176 | -0.022 | 70 | 0.9000 | 1.05 | 4 | 4,931 | 38.6% | -0.14 | 0.0179 | -0.024 | |
| 8.65 | 9.20 | 15 | 353 | 38.4% | 0.74 | 0.0262 | -0.032 | 75 | 1.94 | 2.10 | 41 | 9,158 | 36.9% | -0.26 | 0.0267 | -0.034 |
| 5.60 | 5.80 | 75 | 6,687 | 36.7% | 0.59 | 0.0324 | -0.039 | 80 | 3.75 | 4.05 | 1,382 | 17.8K | 36.5% | -0.42 | 0.0331 | -0.040 |
| 3.20 | 3.55 | 24 | 5,018 | 36.0% | 0.43 | 0.0330 | -0.039 | 85 | 6.45 | 6.75 | 8,899 | 35.9% | -0.58 | 0.0342 | -0.040 | |
| 1.82 | 1.99 | 13 | 10.2K | 36.1% | 0.28 | 0.0285 | -0.033 | 90 | 10.05 | 10.40 | 6,552 | 36.6% | -0.74 | 0.0301 | -0.034 | |
| 0.9800 | 1.09 | 6 | 4,432 | 36.5% | 0.17 | 0.0214 | -0.025 | 95 | 13.65 | 15.05 | 2,090 | 36.2% | -0.85 | 0.0237 | -0.026 | |
| 0.5200 | 0.5600 | 56 | 7,457 | 36.8% | 0.10 | 0.0146 | -0.017 | 100 | 18.25 | 19.70 | 6,775 | 37.1% | -0.93 | 0.0173 | -0.018 | |
| 0.2400 | 0.3000 | 5,139 | 37.1% | 0.06 | 0.0097 | -0.012 | 105 | 22.70 | 24.90 | 511 | -0.98 | 0.0107 | -0.013 | |||
| 0.1600 | 0.2000 | 14.8K | 39.5% | 0.04 | 0.0066 | -0.009 | 110 | 27.25 | 30.80 | 2,238 | 50.9% | -1.00 | 0.0033 | -0.011 | ||
| 0.0400 | 0.1600 | 3,648 | 40.3% | 0.03 | 0.0047 | -0.007 | 115 | 32.25 | 35.80 | 12 | 56.5% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.2000 | 3,864 | 44.5% | 0.02 | 0.0035 | -0.006 | 120 | 36.85 | 40.80 | 3 | 51.7% | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs