PDD option chain PDD Holdings Inc.
Cboe delayed options data · as of 00:42 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 ±29.1% (57.96–105.46) · ATM IV 38.4% · P/C open interest 0.92
| 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 | |
| 37.20 | 41.05 | 34 | 41.6% | 0.96 | 0.0027 | 0.000 | 45 | 0.3300 | 1.12 | 1,031 | 44.5% | -0.05 | 0.0028 | -0.005 | ||
| 32.80 | 37.00 | 21 | 42.3% | 0.93 | 0.0039 | -0.002 | 50 | 0.9500 | 1.66 | 3 | 2,890 | 44.4% | -0.07 | 0.0040 | -0.007 | |
| 28.75 | 32.85 | 28 | 41.7% | 0.90 | 0.0053 | -0.004 | 55 | 1.57 | 2.32 | 106 | 42.8% | -0.10 | 0.0055 | -0.009 | ||
| 26.15 | 27.50 | 167 | 40.4% | 0.86 | 0.0068 | -0.007 | 60 | 2.57 | 3.05 | 3 | 10.0K | 41.5% | -0.14 | 0.0072 | -0.011 | |
| 22.30 | 23.85 | 12 | 39.1% | 0.82 | 0.0084 | -0.009 | 65 | 3.20 | 4.60 | 658 | 40.2% | -0.19 | 0.0089 | -0.013 | ||
| 19.50 | 22.00 | 45 | 42.8% | 0.76 | 0.0100 | -0.012 | 70 | 5.00 | 6.40 | 10 | 653 | 40.7% | -0.25 | 0.0106 | -0.015 | |
| 14.80 | 19.00 | 28 | 38.7% | 0.71 | 0.0113 | -0.014 | 75 | 6.85 | 7.55 | 7 | 1,656 | 38.7% | -0.31 | 0.0122 | -0.016 | |
| 12.70 | 15.85 | 237 | 38.4% | 0.64 | 0.0124 | -0.015 | 80 | 9.05 | 9.90 | 1 | 938 | 38.4% | -0.38 | 0.0136 | -0.017 | |
| 11.40 | 12.65 | 368 | 38.3% | 0.58 | 0.0131 | -0.016 | 85 | 12.05 | 12.75 | 1 | 469 | 39.2% | -0.45 | 0.0146 | -0.018 | |
| 9.40 | 10.55 | 10 | 438 | 37.9% | 0.52 | 0.0134 | -0.016 | 90 | 14.60 | 16.40 | 221 | 39.4% | -0.52 | 0.0153 | -0.018 | |
| 7.80 | 8.85 | 639 | 37.9% | 0.46 | 0.0134 | -0.017 | 95 | 17.35 | 18.85 | 24 | 36.8% | -0.59 | 0.0157 | -0.018 | ||
| 6.30 | 7.50 | 1,102 | 37.8% | 0.40 | 0.0131 | -0.016 | 100 | 20.80 | 24.05 | 12 | 39.2% | -0.66 | 0.0158 | -0.018 | ||
| 5.55 | 6.25 | 12 | 2,579 | 38.4% | 0.35 | 0.0125 | -0.016 | 105 | 23.90 | 28.10 | 5 | 38.1% | -0.72 | 0.0157 | -0.017 | |
| 4.60 | 5.30 | 2 | 449 | 38.6% | 0.31 | 0.0118 | -0.015 | 110 | 28.05 | 32.25 | 14 | 38.1% | -0.78 | 0.0154 | -0.016 | |
| 3.85 | 4.15 | 5 | 321 | 38.2% | 0.27 | 0.0110 | -0.014 | 115 | 32.45 | 36.30 | 5 | 37.4% | -0.83 | 0.0151 | -0.015 | |
| 2.77 | 4.05 | 113 | 38.6% | 0.23 | 0.0102 | -0.013 | 120 | 37.55 | 40.95 | 5 | 39.6% | -0.88 | 0.0147 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs