TCOM option chain Trip.com Group Limited
Cboe delayed options data · as of 18:44 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 ±8.4% (36.98–43.73) · ATM IV 35.6% · P/C open interest 3.27
| 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 | |
| 15.90 | 20.00 | 1.00 | 0.0005 | 0.000 | 22.5 | 0 | 0.7500 | 137.5% | -0.00 | 0.0005 | -0.001 | |||||
| 13.40 | 17.10 | 1.00 | 0.0013 | 0.000 | 25 | 0 | 0.7500 | 116.7% | -0.00 | 0.0013 | -0.001 | |||||
| 10.30 | 11.10 | 67.2% | 0.98 | 0.0072 | -0.003 | 30 | 0 | 0.1500 | 12 | 56.4% | -0.02 | 0.0072 | -0.004 | |||
| 5.60 | 6.10 | 10 | 27 | 44.5% | 0.90 | 0.0359 | -0.013 | 35 | 0.2000 | 0.2500 | 3 | 617 | 40.4% | -0.10 | 0.0362 | -0.013 |
| 2.80 | 4.00 | 25 | 30.2% | 0.78 | 0.0672 | -0.021 | 37.5 | 0.5500 | 0.6000 | 33 | 50 | 36.9% | -0.22 | 0.0679 | -0.021 | |
| 1.90 | 2.05 | 182 | 552 | 36.0% | 0.57 | 0.0942 | -0.026 | 40 | 1.35 | 1.45 | 6 | 2,869 | 35.3% | -0.43 | 0.0957 | -0.027 |
| 0.8500 | 0.9500 | 74 | 101 | 35.1% | 0.34 | 0.0890 | -0.024 | 42.5 | 2.80 | 3.10 | 3 | 1 | 37.2% | -0.67 | 0.0917 | -0.025 |
| 0.3500 | 0.4000 | 321 | 358 | 35.8% | 0.18 | 0.0608 | -0.018 | 45 | 4.50 | 5.70 | 48 | 43.5% | -0.84 | 0.0643 | -0.018 | |
| 0 | 0.1000 | 200 | 38 | 37.2% | 0.05 | 0.0197 | -0.007 | 50 | 7.60 | 11.70 | 43.8% | -0.98 | 0.0224 | -0.007 | ||
| 0 | 0.7500 | 74.6% | 0.01 | 0.0064 | -0.003 | 55 | 12.60 | 16.70 | 58.9% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.3500 | 76.6% | 0.00 | 0.0024 | -0.001 | 60 | 17.60 | 20.20 | -1.00 | 0.0000 | -0.005 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs