PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 03:41 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 ±13.1% (71.01–92.41) · ATM IV 33.3% · P/C open interest 0.61
| 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 | 38.30 | 91 | 0.99 | 0.0012 | 0.000 | 45 | 0 | 0.2100 | 30 | 58.2% | -0.01 | 0.0012 | -0.004 | |||
| 30.00 | 33.35 | 203 | 0.98 | 0.0020 | 0.000 | 50 | 0.1000 | 0.1800 | 1 | 1,953 | 51.3% | -0.02 | 0.0021 | -0.005 | ||
| 26.45 | 27.70 | 246 | 30.4% | 0.97 | 0.0035 | -0.002 | 55 | 0.0800 | 0.3500 | 12.7K | 45.8% | -0.03 | 0.0035 | -0.006 | ||
| 21.70 | 22.80 | 141 | 34.0% | 0.95 | 0.0061 | -0.005 | 60 | 0.3200 | 0.4000 | 4,451 | 41.4% | -0.05 | 0.0062 | -0.009 | ||
| 17.30 | 18.30 | 185 | 37.5% | 0.91 | 0.0105 | -0.011 | 65 | 0.6300 | 0.8500 | 104 | 7,550 | 39.2% | -0.09 | 0.0106 | -0.014 | |
| 11.60 | 14.80 | 1,160 | 32.6% | 0.84 | 0.0166 | -0.018 | 70 | 1.22 | 1.49 | 256 | 7,671 | 36.6% | -0.16 | 0.0169 | -0.020 | |
| 9.60 | 10.25 | 2,366 | 36.3% | 0.73 | 0.0231 | -0.025 | 75 | 2.36 | 2.82 | 93 | 14.2K | 35.8% | -0.27 | 0.0237 | -0.026 | |
| 6.10 | 6.70 | 91 | 32.7K | 32.7% | 0.60 | 0.0279 | -0.029 | 80 | 4.15 | 4.45 | 77 | 19.1K | 33.9% | -0.41 | 0.0288 | -0.030 |
| 3.75 | 4.75 | 1,080 | 21.8K | 33.6% | 0.46 | 0.0291 | -0.030 | 85 | 6.65 | 7.15 | 2 | 13.6K | 33.2% | -0.55 | 0.0304 | -0.031 |
| 2.22 | 3.30 | 16 | 5,683 | 34.6% | 0.33 | 0.0266 | -0.027 | 90 | 10.35 | 10.65 | 22 | 7,260 | 34.5% | -0.69 | 0.0284 | -0.028 |
| 1.55 | 2.07 | 12 | 4,403 | 35.8% | 0.22 | 0.0218 | -0.023 | 95 | 14.20 | 14.80 | 3 | 4,919 | 34.8% | -0.81 | 0.0243 | -0.023 |
| 0.9000 | 1.16 | 165 | 9,033 | 35.3% | 0.15 | 0.0166 | -0.018 | 100 | 18.70 | 19.70 | 33 | 10.7K | 38.5% | -0.89 | 0.0197 | -0.018 |
| 0.3200 | 0.9000 | 6 | 5,105 | 35.7% | 0.10 | 0.0121 | -0.014 | 105 | 22.45 | 25.50 | 886 | 41.6% | -0.95 | 0.0154 | -0.014 | |
| 0.3000 | 0.4400 | 4 | 6,257 | 36.4% | 0.07 | 0.0088 | -0.011 | 110 | 26.80 | 30.75 | 785 | 43.4% | -0.99 | 0.0089 | -0.011 | |
| 0.1500 | 0.5900 | 7,558 | 40.6% | 0.05 | 0.0065 | -0.009 | 115 | 32.35 | 35.70 | 29 | 52.8% | -1.00 | 0.0002 | -0.015 | ||
| 0.1000 | 0.2500 | 59 | 7,705 | 39.1% | 0.04 | 0.0048 | -0.007 | 120 | 37.35 | 40.70 | 10 | 57.6% | -1.00 | 0.0000 | -0.015 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs