PDD Optionskette PDD Holdings Inc.
Cboe delayed options data · Stand 18:42 UTC
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±8.9% (74.34–88.89) · ATM IV 38.1% · P/C Open Interest 1.02
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 35.55 | 38.70 | 117.2% | 0.99 | 0.0010 | -0.003 | 45 | 0.0100 | 0.0900 | 1 | 10 | 88.0% | -0.01 | 0.0010 | -0.007 | ||
| 30.60 | 33.75 | 5 | 100.8% | 0.99 | 0.0016 | -0.005 | 50 | 0.0100 | 0.0800 | 2 | 29 | 72.8% | -0.01 | 0.0016 | -0.009 | |
| 25.65 | 28.80 | 17 | 85.5% | 0.98 | 0.0026 | -0.007 | 55 | 0.0100 | 0.1500 | 41 | 65.0% | -0.02 | 0.0026 | -0.010 | ||
| 20.70 | 23.85 | 67 | 70.9% | 0.97 | 0.0043 | -0.010 | 60 | 0 | 0.2200 | 2,904 | 55.0% | -0.03 | 0.0043 | -0.012 | ||
| 15.85 | 18.05 | 30 | 39.5% | 0.96 | 0.0079 | -0.014 | 65 | 0.0900 | 0.4800 | 2 | 3,569 | 51.3% | -0.04 | 0.0079 | -0.016 | |
| 11.05 | 13.65 | 162 | 42.4% | 0.91 | 0.0162 | -0.024 | 70 | 0.4000 | 0.4700 | 4 | 4,374 | 42.0% | -0.09 | 0.0162 | -0.026 | |
| 10.15 | 12.25 | 35.4% | 0.89 | 0.0186 | -0.027 | 71 | 0.2300 | 0.6700 | 39.5% | -0.11 | 0.0187 | -0.029 | ||||
| 9.25 | 10.95 | 29.4% | 0.87 | 0.0213 | -0.031 | 72 | 0.4200 | 0.7600 | 4 | 1 | 39.7% | -0.13 | 0.0214 | -0.032 | ||
| 8.40 | 10.25 | 32.9% | 0.85 | 0.0242 | -0.034 | 73 | 0.6100 | 1.15 | 1 | 1 | 42.0% | -0.15 | 0.0243 | -0.035 | ||
| 7.55 | 9.40 | 33.0% | 0.83 | 0.0272 | -0.038 | 74 | 0.6200 | 1.16 | 61 | 38.9% | -0.18 | 0.0273 | -0.039 | |||
| 7.10 | 8.50 | 1,136 | 35.4% | 0.80 | 0.0302 | -0.042 | 75 | 1.06 | 1.19 | 30 | 8,528 | 39.2% | -0.21 | 0.0304 | -0.043 | |
| 6.00 | 7.85 | 33.9% | 0.76 | 0.0332 | -0.045 | 76 | 1.27 | 1.39 | 5 | 31 | 38.5% | -0.24 | 0.0334 | -0.046 | ||
| 5.30 | 7.15 | 34.4% | 0.73 | 0.0360 | -0.048 | 77 | 1.54 | 1.72 | 2 | 38.6% | -0.27 | 0.0363 | -0.049 | |||
| 4.90 | 6.35 | 35.5% | 0.69 | 0.0385 | -0.051 | 78 | 1.85 | 2.06 | 6 | 13 | 38.5% | -0.31 | 0.0389 | -0.052 | ||
| 4.30 | 5.65 | 35.3% | 0.65 | 0.0408 | -0.053 | 79 | 2.21 | 2.42 | 9 | 1 | 38.3% | -0.35 | 0.0412 | -0.054 | ||
| 4.55 | 4.75 | 796 | 8,104 | 38.3% | 0.61 | 0.0425 | -0.055 | 80 | 2.63 | 2.78 | 204 | 10.1K | 38.0% | -0.40 | 0.0430 | -0.056 |
| 3.65 | 4.45 | 37.6% | 0.56 | 0.0437 | -0.057 | 81 | 2.65 | 3.70 | 6 | 68 | 38.2% | -0.44 | 0.0443 | -0.057 | ||
| 3.45 | 3.80 | 10 | 46 | 38.4% | 0.52 | 0.0444 | -0.057 | 82 | 3.40 | 3.90 | 4 | 153 | 37.8% | -0.48 | 0.0450 | -0.058 |
| 2.69 | 3.35 | 58 | 36.8% | 0.48 | 0.0444 | -0.057 | 83 | 3.95 | 4.75 | 113 | 39.4% | -0.53 | 0.0452 | -0.058 | ||
| 2.28 | 2.81 | 29 | 36.0% | 0.43 | 0.0439 | -0.056 | 84 | 3.45 | 5.60 | 44 | 15 | 35.0% | -0.57 | 0.0447 | -0.057 | |
| 2.23 | 2.38 | 230 | 5,383 | 37.4% | 0.39 | 0.0428 | -0.055 | 85 | 5.15 | 6.10 | 5,394 | 40.0% | -0.62 | 0.0437 | -0.056 | |
| 1.62 | 2.15 | 4 | 36.3% | 0.35 | 0.0413 | -0.053 | 86 | 5.30 | 7.10 | 39.0% | -0.66 | 0.0423 | -0.054 | |||
| 1.59 | 1.80 | 9 | 15 | 37.5% | 0.31 | 0.0394 | -0.051 | 87 | 5.40 | 7.95 | 36.2% | -0.70 | 0.0405 | -0.052 | ||
| 1.19 | 1.72 | 7 | 4 | 37.7% | 0.28 | 0.0373 | -0.048 | 88 | 6.15 | 8.70 | 36.1% | -0.73 | 0.0384 | -0.049 | ||
| 1.07 | 1.33 | 5 | 9 | 37.3% | 0.24 | 0.0349 | -0.045 | 89 | 6.95 | 9.50 | 36.3% | -0.77 | 0.0361 | -0.046 | ||
| 0.9700 | 1.05 | 126 | 5,657 | 37.3% | 0.21 | 0.0324 | -0.042 | 90 | 8.75 | 9.75 | 1 | 2,615 | 39.3% | -0.80 | 0.0337 | -0.042 |
| 0.7100 | 1.13 | 38.5% | 0.19 | 0.0298 | -0.038 | 91 | 8.60 | 11.75 | 40.8% | -0.83 | 0.0311 | -0.039 | ||||
| 0.3500 | 1.05 | 37.4% | 0.16 | 0.0271 | -0.035 | 92 | 10.25 | 12.55 | 46.8% | -0.85 | 0.0285 | -0.035 | ||||
| 0.5100 | 0.9400 | 3 | 40.1% | 0.14 | 0.0245 | -0.031 | 93 | 10.40 | 13.75 | 44.1% | -0.88 | 0.0260 | -0.032 | |||
| 0.4100 | 0.5600 | 2 | 37.6% | 0.12 | 0.0220 | -0.028 | 94 | 12.05 | 14.65 | 51.0% | -0.90 | 0.0236 | -0.029 | |||
| 0.4100 | 0.4700 | 11 | 2,600 | 38.6% | 0.10 | 0.0197 | -0.026 | 95 | 13.20 | 15.10 | 861 | 50.0% | -0.91 | 0.0213 | -0.026 | |
| 0.1900 | 0.2200 | 2 | 4,903 | 40.6% | 0.06 | 0.0114 | -0.017 | 100 | 17.10 | 20.45 | 5 | 52.9% | -0.97 | 0.0137 | -0.018 | |
| 0 | 0.1900 | 3,851 | 42.4% | 0.04 | 0.0072 | -0.013 | 105 | 22.05 | 25.40 | 60.6% | -0.99 | 0.0076 | -0.013 | |||
| 0.0500 | 0.3700 | 2,257 | 55.6% | 0.02 | 0.0049 | -0.010 | 110 | 27.05 | 30.40 | 68.9% | -1.00 | 0.0034 | -0.010 | |||
| 0.0300 | 0.1500 | 2,907 | 54.5% | 0.02 | 0.0035 | -0.009 | 115 | 32.05 | 35.40 | 76.6% | -1.00 | 0.0009 | -0.010 | |||
| 0 | 0.2000 | 261 | 61.0% | 0.01 | 0.0027 | -0.008 | 120 | 37.05 | 40.40 | 83.8% | -1.00 | 0.0000 | -0.010 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.
CallsPuts