TCOM option chain Trip.com Group Limited
Cboe delayed options data · as of Sep 03, 21:54 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 ±35.1% (27.20–56.60) · ATM IV 36.3% · P/C open interest 0.23
| 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 | |
| 18.50 | 23.00 | 54 | 40.9% | 0.91 | 0.0063 | -0.001 | 25 | 0.0500 | 2.00 | 26 | 45.2% | -0.09 | 0.0065 | -0.004 | ||
| 15.00 | 19.50 | 71 | 43.2% | 0.86 | 0.0096 | -0.003 | 30 | 0 | 5.00 | 60 | 48.0% | -0.14 | 0.0101 | -0.005 | ||
| 11.00 | 16.00 | 129 | 39.0% | 0.80 | 0.0137 | -0.004 | 35 | 0.5000 | 4.10 | 98 | 34.7% | -0.21 | 0.0147 | -0.006 | ||
| 9.20 | 12.10 | 173 | 38.6% | 0.71 | 0.0176 | -0.005 | 40 | 2.00 | 6.10 | 237 | 34.0% | -0.31 | 0.0194 | -0.007 | ||
| 6.60 | 9.60 | 164 | 37.2% | 0.61 | 0.0204 | -0.006 | 45 | 6.40 | 7.60 | 717 | 36.5% | -0.42 | 0.0233 | -0.007 | ||
| 5.50 | 7.10 | 322 | 37.4% | 0.51 | 0.0213 | -0.007 | 50 | 8.00 | 12.20 | 2 | 289 | 36.7% | -0.53 | 0.0255 | -0.007 | |
| 2.50 | 7.00 | 169 | 36.9% | 0.43 | 0.0208 | -0.007 | 55 | 11.70 | 15.10 | 39 | 35.3% | -0.63 | 0.0262 | -0.008 | ||
| 2.50 | 6.00 | 98 | 40.2% | 0.36 | 0.0193 | -0.007 | 60 | 15.50 | 20.00 | 131 | 36.0% | -0.72 | 0.0259 | -0.007 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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