PDD cadena de opciones PDD Holdings Inc.
Cboe delayed options data · a fecha de 15:41 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±9.0% (73.89–88.53) · ATM IV 38.5% · P/C interés abierto 1.02
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 35.10 | 38.50 | 121.1% | 0.99 | 0.0013 | -0.006 | 45 | 0.0100 | 0.2700 | 10 | 100.6% | -0.01 | 0.0013 | -0.010 | |||
| 29.95 | 33.40 | 5 | 93.9% | 0.98 | 0.0020 | -0.008 | 50 | 0.0100 | 0.2800 | 29 | 85.1% | -0.02 | 0.0020 | -0.012 | ||
| 24.85 | 28.45 | 17 | 75.2% | 0.98 | 0.0031 | -0.010 | 55 | 0.0100 | 0.3100 | 41 | 71.6% | -0.02 | 0.0031 | -0.013 | ||
| 20.70 | 23.25 | 67 | 73.6% | 0.97 | 0.0050 | -0.012 | 60 | 0 | 0.2500 | 2,904 | 55.3% | -0.03 | 0.0050 | -0.015 | ||
| 15.85 | 18.05 | 30 | 56.7% | 0.95 | 0.0086 | -0.016 | 65 | 0 | 0.5200 | 3,569 | 49.4% | -0.05 | 0.0087 | -0.018 | ||
| 11.20 | 13.00 | 162 | 45.0% | 0.90 | 0.0171 | -0.025 | 70 | 0.4300 | 0.5000 | 2 | 4,374 | 41.7% | -0.10 | 0.0172 | -0.027 | |
| 10.30 | 12.25 | 45.4% | 0.89 | 0.0196 | -0.028 | 71 | 0.4100 | 0.6700 | 40.5% | -0.11 | 0.0198 | -0.030 | ||||
| 9.40 | 10.95 | 40.2% | 0.87 | 0.0224 | -0.031 | 72 | 0.5900 | 0.8300 | 4 | 1 | 41.0% | -0.13 | 0.0226 | -0.033 | ||
| 8.50 | 10.25 | 40.6% | 0.84 | 0.0254 | -0.035 | 73 | 0.7300 | 1.15 | 1 | 41.8% | -0.16 | 0.0256 | -0.036 | |||
| 7.80 | 9.40 | 40.8% | 0.82 | 0.0284 | -0.039 | 74 | 0.7800 | 1.31 | 61 | 40.1% | -0.19 | 0.0287 | -0.040 | |||
| 7.10 | 8.50 | 1,136 | 40.1% | 0.78 | 0.0315 | -0.043 | 75 | 1.13 | 1.28 | 13 | 8,528 | 39.0% | -0.22 | 0.0318 | -0.044 | |
| 6.35 | 7.85 | 40.4% | 0.75 | 0.0344 | -0.046 | 76 | 1.36 | 1.57 | 1 | 31 | 38.9% | -0.25 | 0.0347 | -0.047 | ||
| 5.60 | 7.15 | 39.9% | 0.71 | 0.0370 | -0.049 | 77 | 1.67 | 1.86 | 1 | 38.8% | -0.29 | 0.0374 | -0.051 | |||
| 4.90 | 6.35 | 38.6% | 0.67 | 0.0393 | -0.052 | 78 | 1.90 | 2.19 | 6 | 13 | 37.9% | -0.33 | 0.0398 | -0.053 | ||
| 4.30 | 5.65 | 38.2% | 0.63 | 0.0412 | -0.055 | 79 | 2.30 | 2.57 | 1 | 38.0% | -0.37 | 0.0418 | -0.056 | |||
| 4.25 | 4.55 | 626 | 8,104 | 38.1% | 0.59 | 0.0427 | -0.056 | 80 | 2.72 | 2.99 | 33 | 10.1K | 37.8% | -0.41 | 0.0433 | -0.057 |
| 3.65 | 4.25 | 38.8% | 0.55 | 0.0436 | -0.057 | 81 | 3.05 | 3.70 | 6 | 68 | 38.2% | -0.46 | 0.0443 | -0.058 | ||
| 3.30 | 3.55 | 46 | 38.3% | 0.50 | 0.0440 | -0.058 | 82 | 3.75 | 4.00 | 4 | 153 | 38.0% | -0.50 | 0.0448 | -0.059 | |
| 2.69 | 3.10 | 58 | 37.3% | 0.46 | 0.0438 | -0.057 | 83 | 4.15 | 4.75 | 113 | 38.1% | -0.55 | 0.0447 | -0.058 | ||
| 2.28 | 2.77 | 29 | 37.6% | 0.42 | 0.0432 | -0.056 | 84 | 4.25 | 5.60 | 15 | 36.6% | -0.59 | 0.0441 | -0.057 | ||
| 2.06 | 2.29 | 7 | 5,383 | 37.6% | 0.38 | 0.0421 | -0.055 | 85 | 5.20 | 6.10 | 5,394 | 37.4% | -0.63 | 0.0431 | -0.056 | |
| 1.62 | 1.95 | 4 | 36.7% | 0.34 | 0.0406 | -0.052 | 86 | 5.50 | 7.10 | 36.9% | -0.67 | 0.0417 | -0.053 | |||
| 1.52 | 1.64 | 4 | 15 | 37.5% | 0.30 | 0.0387 | -0.050 | 87 | 6.30 | 7.80 | 37.1% | -0.71 | 0.0400 | -0.051 | ||
| 1.00 | 1.72 | 4 | 37.8% | 0.26 | 0.0365 | -0.046 | 88 | 7.00 | 8.55 | 36.5% | -0.75 | 0.0379 | -0.047 | |||
| 0.8000 | 1.51 | 9 | 37.9% | 0.23 | 0.0341 | -0.043 | 89 | 7.75 | 9.40 | 36.5% | -0.78 | 0.0355 | -0.044 | |||
| 0.9000 | 1.01 | 115 | 5,657 | 37.7% | 0.20 | 0.0314 | -0.039 | 90 | 8.75 | 9.75 | 1 | 2,615 | 33.8% | -0.82 | 0.0330 | -0.040 |
| 0.4600 | 1.14 | 37.8% | 0.17 | 0.0287 | -0.036 | 91 | 9.50 | 11.10 | 37.0% | -0.84 | 0.0304 | -0.037 | ||||
| 0.3500 | 1.05 | 38.4% | 0.15 | 0.0260 | -0.033 | 92 | 10.35 | 12.35 | 40.3% | -0.87 | 0.0278 | -0.034 | ||||
| 0.4400 | 0.9500 | 3 | 40.6% | 0.13 | 0.0235 | -0.030 | 93 | 11.30 | 13.40 | 42.6% | -0.89 | 0.0253 | -0.031 | |||
| 0.4000 | 0.5500 | 2 | 38.3% | 0.11 | 0.0211 | -0.027 | 94 | 12.25 | 14.10 | 41.3% | -0.91 | 0.0230 | -0.028 | |||
| 0.3600 | 0.4500 | 1 | 2,600 | 38.7% | 0.10 | 0.0190 | -0.025 | 95 | 13.35 | 15.10 | 861 | 44.5% | -0.92 | 0.0209 | -0.026 | |
| 0.1400 | 0.2400 | 2 | 4,903 | 40.8% | 0.06 | 0.0116 | -0.019 | 100 | 18.05 | 20.20 | 5 | 51.9% | -0.96 | 0.0136 | -0.019 | |
| 0 | 0.1900 | 3,851 | 43.0% | 0.04 | 0.0079 | -0.016 | 105 | 23.05 | 25.65 | 66.6% | -0.98 | 0.0088 | -0.016 | |||
| 0.0500 | 0.3800 | 2,257 | 56.5% | 0.03 | 0.0057 | -0.014 | 110 | 26.85 | 30.80 | 51.8% | -0.99 | 0.0055 | -0.013 | |||
| 0.0300 | 0.1500 | 2,907 | 55.1% | 0.03 | 0.0043 | -0.012 | 115 | 32.55 | 35.80 | 78.1% | -0.99 | 0.0032 | -0.013 | |||
| 0 | 0.2000 | 261 | 61.6% | 0.02 | 0.0034 | -0.011 | 120 | 37.65 | 40.80 | 86.9% | -1.00 | 0.0019 | -0.012 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
callsputs