PDD cadena de opciones PDD Holdings Inc.
Cboe delayed options data · a fecha de 15:36 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 ±5.0% (77.39–85.47) · ATM IV 30.2% · P/C interés abierto 0.58
| 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 | |
| 35.95 | 37.65 | 162.5% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.1400 | 130.4% | -0.00 | 0.0005 | -0.004 | ||||
| 31.25 | 32.00 | 14 | 115.5% | 1.00 | 0.0008 | 0.000 | 50 | 0 | 0.0400 | 2,629 | 93.8% | -0.00 | 0.0008 | -0.005 | ||
| 26.25 | 27.65 | 41 | 123.1% | 0.99 | 0.0013 | 0.000 | 55 | 0 | 0.0500 | 7,028 | 78.9% | -0.01 | 0.0013 | -0.007 | ||
| 21.25 | 22.65 | 74 | 99.8% | 0.99 | 0.0023 | 0.000 | 60 | 0 | 0.1400 | 2,841 | 72.3% | -0.01 | 0.0023 | -0.008 | ||
| 16.20 | 17.40 | 118 | 70.0% | 0.99 | 0.0043 | -0.002 | 65 | 0.0100 | 0.1500 | 4,174 | 56.8% | -0.02 | 0.0044 | -0.010 | ||
| 11.35 | 12.15 | 110 | 48.0% | 0.97 | 0.0098 | -0.008 | 70 | 0 | 0.1000 | 1,913 | 37.6% | -0.03 | 0.0098 | -0.014 | ||
| 6.55 | 7.75 | 1,331 | 41.9% | 0.91 | 0.0312 | -0.024 | 75 | 0.2000 | 0.2300 | 37 | 7,000 | 31.1% | -0.09 | 0.0315 | -0.028 | |
| 5.60 | 6.40 | 33.7% | 0.88 | 0.0398 | -0.030 | 76 | 0.1300 | 0.3900 | 6 | 28.8% | -0.12 | 0.0402 | -0.034 | |||
| 4.75 | 6.10 | 38.7% | 0.84 | 0.0498 | -0.037 | 77 | 0.3000 | 0.5200 | 5 | 28.9% | -0.17 | 0.0504 | -0.040 | |||
| 3.95 | 5.25 | 1 | 36.9% | 0.78 | 0.0604 | -0.045 | 78 | 0.5400 | 0.7000 | 2 | 23 | 29.1% | -0.22 | 0.0612 | -0.047 | |
| 3.25 | 3.85 | 30.6% | 0.72 | 0.0702 | -0.052 | 79 | 0.7900 | 0.9600 | 1 | 98 | 28.8% | -0.29 | 0.0711 | -0.054 | ||
| 2.63 | 3.30 | 3,017 | 31.6% | 0.64 | 0.0775 | -0.058 | 80 | 1.16 | 1.25 | 50 | 21.4K | 28.6% | -0.36 | 0.0787 | -0.060 | |
| 2.05 | 2.76 | 31.7% | 0.56 | 0.0816 | -0.062 | 81 | 1.58 | 1.69 | 84 | 155 | 28.6% | -0.45 | 0.0829 | -0.063 | ||
| 1.60 | 1.90 | 2 | 29.3% | 0.48 | 0.0823 | -0.063 | 82 | 2.07 | 2.24 | 8 | 233 | 28.8% | -0.53 | 0.0837 | -0.064 | |
| 1.23 | 1.41 | 206 | 29.0% | 0.40 | 0.0797 | -0.061 | 83 | 2.17 | 2.92 | 302 | 25.6% | -0.61 | 0.0813 | -0.062 | ||
| 0.9100 | 1.07 | 441 | 29.1% | 0.32 | 0.0742 | -0.057 | 84 | 3.10 | 3.60 | 1 | 434 | 27.6% | -0.69 | 0.0759 | -0.057 | |
| 0.6500 | 0.7800 | 137 | 12.2K | 29.0% | 0.26 | 0.0663 | -0.051 | 85 | 3.95 | 4.35 | 38 | 8,405 | 28.6% | -0.76 | 0.0680 | -0.051 |
| 0.4700 | 0.5800 | 1 | 76 | 29.4% | 0.20 | 0.0571 | -0.044 | 86 | 4.20 | 5.25 | 201 | 22.3% | -0.81 | 0.0586 | -0.044 | |
| 0.3400 | 0.4600 | 3 | 149 | 30.2% | 0.15 | 0.0477 | -0.038 | 87 | 4.85 | 6.30 | 1,578 | -0.86 | 0.0493 | -0.036 | ||
| 0.2300 | 0.3900 | 19 | 260 | 31.2% | 0.12 | 0.0392 | -0.032 | 88 | 5.70 | 7.00 | 5 | 170 | -0.90 | 0.0415 | -0.030 | |
| 0.2000 | 0.4100 | 75 | 34.2% | 0.09 | 0.0317 | -0.027 | 89 | 6.60 | 7.95 | -0.93 | 0.0359 | -0.024 | ||||
| 0.1500 | 0.1700 | 79 | 20.5K | 31.9% | 0.07 | 0.0255 | -0.023 | 90 | 8.20 | 9.10 | 17.3K | 30.4% | -0.95 | 0.0310 | -0.022 | |
| 0.1000 | 0.1400 | 6 | 53 | 32.6% | 0.06 | 0.0205 | -0.019 | 91 | 8.50 | 9.90 | 4 | -0.97 | 0.0250 | -0.023 | ||
| 0.0600 | 0.2600 | 60 | 37.3% | 0.04 | 0.0166 | -0.016 | 92 | 9.50 | 11.05 | -0.98 | 0.0191 | -0.025 | ||||
| 0 | 0.2300 | 43 | 37.3% | 0.04 | 0.0136 | -0.014 | 93 | 10.45 | 11.90 | 46 | -0.99 | 0.0132 | -0.029 | |||
| 0 | 0.2200 | 55 | 39.4% | 0.03 | 0.0112 | -0.012 | 94 | 11.50 | 13.20 | 6 | -0.99 | 0.0088 | -0.032 | |||
| 0.0100 | 0.0600 | 56 | 19.1K | 34.8% | 0.03 | 0.0094 | -0.011 | 95 | 12.55 | 13.95 | 2,146 | -1.00 | 0.0058 | -0.035 | ||
| 0 | 0.1900 | 55 | 42.9% | 0.02 | 0.0080 | -0.010 | 96 | 13.45 | 14.95 | -1.00 | 0.0039 | -0.038 | ||||
| 0 | 0.1800 | 44.7% | 0.02 | 0.0069 | -0.009 | 97 | 14.45 | 16.05 | -1.00 | 0.0026 | -0.040 | |||||
| 0 | 0.1200 | 2 | 44.0% | 0.02 | 0.0060 | -0.009 | 98 | 15.45 | 17.10 | -1.00 | 0.0016 | -0.041 | ||||
| 0 | 0.1700 | 48.6% | 0.01 | 0.0053 | -0.008 | 99 | 16.45 | 17.90 | -1.00 | 0.0009 | -0.042 | |||||
| 0.0100 | 0.0500 | 1 | 12.3K | 43.6% | 0.01 | 0.0047 | -0.008 | 100 | 17.75 | 18.85 | 749 | -1.00 | 0.0007 | -0.043 | ||
| 0 | 0.0300 | 1,021 | 11.8K | 48.4% | 0.01 | 0.0028 | -0.006 | 105 | 22.65 | 24.05 | 27 | -1.00 | 0.0001 | -0.046 | ||
| 0 | 0.1100 | 7,596 | 65.5% | 0.01 | 0.0019 | -0.005 | 110 | 27.70 | 28.85 | 544 | -1.00 | 0.0000 | -0.047 | |||
| 0 | 0.1300 | 7 | 2,086 | 75.3% | 0.00 | 0.0013 | -0.004 | 115 | 32.45 | 34.00 | 894 | -1.00 | 0.0000 | -0.048 | ||
| 0 | 0.0100 | 4 | 11.3K | 63.5% | 0.00 | 0.0010 | -0.004 | 120 | 37.45 | 38.95 | 210 | -1.00 | 0.0000 | -0.049 | ||
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 — Sep 18, 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