XPEV option chain XPeng Inc.
Cboe delayed options data · as of 00:40 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 ±4.8% (10.57–11.64) · ATM IV 40.3% · P/C open interest 0.32
| 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 | |
| 3.85 | 6.55 | 4 | 432.8% | 1.00 | 0.0041 | 0.000 | 6.5 | 0 | 0.7500 | 363.2% | -0.00 | 0.0041 | -0.001 | |||
| 2.85 | 5.55 | 1 | 348.4% | 0.99 | 0.0090 | 0.000 | 7.5 | 0 | 0.8300 | 300.5% | -0.01 | 0.0090 | -0.001 | |||
| 2.35 | 3.95 | 4 | 138.2% | 0.99 | 0.0137 | -0.000 | 8 | 0 | 0.8800 | 272.1% | -0.01 | 0.0137 | -0.002 | |||
| 2.08 | 4.40 | 282.1% | 0.99 | 0.0217 | -0.001 | 8.5 | 0 | 0.8300 | 1 | 232.4% | -0.01 | 0.0217 | -0.002 | |||
| 1.60 | 4.05 | 6 | 263.4% | 0.98 | 0.0360 | -0.001 | 9 | 0 | 0.0100 | 4 | 65.4% | -0.02 | 0.0360 | -0.002 | ||
| 1.10 | 3.55 | 2 | 227.2% | 0.97 | 0.0664 | -0.002 | 9.5 | 0 | 0.3300 | 6 | 3 | 113.8% | -0.03 | 0.0666 | -0.003 | |
| 0.9000 | 1.50 | 2 | 11 | 70.9% | 0.93 | 0.1623 | -0.005 | 10 | 0 | 0.0500 | 7 | 47 | 49.0% | -0.07 | 0.1628 | -0.006 |
| 0.6400 | 0.8100 | 3 | 5 | 52.7% | 0.80 | 0.3636 | -0.013 | 10.5 | 0.0100 | 0.1000 | 186 | 617 | 39.1% | -0.20 | 0.3655 | -0.013 |
| 0.1900 | 0.4500 | 329 | 127 | 40.1% | 0.57 | 0.5368 | -0.018 | 11 | 0.1500 | 0.2800 | 136 | 465 | 40.6% | -0.43 | 0.5406 | -0.018 |
| 0.1200 | 0.2200 | 1,073 | 816 | 49.2% | 0.32 | 0.4681 | -0.017 | 11.5 | 0.3000 | 0.5900 | 65 | 339 | 27.5% | -0.68 | 0.4710 | -0.017 |
| 0.0600 | 0.1000 | 749 | 2,626 | 53.4% | 0.16 | 0.2940 | -0.012 | 12 | 0.8200 | 1.06 | 2 | 180 | 44.5% | -0.85 | 0.2942 | -0.012 |
| 0.0200 | 0.0400 | 722 | 54.3% | 0.08 | 0.1640 | -0.008 | 12.5 | 1.25 | 1.92 | 14 | 96.2% | -0.92 | 0.1654 | -0.007 | ||
| 0.0100 | 0.0400 | 25 | 138 | 65.1% | 0.05 | 0.0965 | -0.006 | 13 | 1.76 | 2.22 | 15 | 90.8% | -0.96 | 0.1090 | -0.005 | |
| 0 | 0.2400 | 101 | 112.1% | 0.03 | 0.0617 | -0.004 | 13.5 | 2.25 | 2.80 | 36 | 115.3% | -0.98 | 0.0785 | -0.004 | ||
| 0.0100 | 0.0200 | 579 | 80.8% | 0.02 | 0.0422 | -0.004 | 14 | 2.76 | 3.95 | 2 | 8 | 201.3% | -0.99 | 0.0519 | -0.004 | |
| 0 | 0.2200 | 1 | 128 | 77.6% | 0.02 | 0.0304 | -0.003 | 14.5 | 3.25 | 5.45 | 303.2% | -0.99 | 0.0343 | -0.004 | ||
| 0 | 0.0200 | 22 | 94.3% | 0.01 | 0.0228 | -0.003 | 15 | 3.75 | 4.65 | 1 | 200.1% | -1.00 | 0.0212 | -0.004 | ||
| 0 | 0.2700 | 62 | 167.6% | 0.01 | 0.0176 | -0.002 | 15.5 | 4.30 | 4.45 | 1 | 3 | -1.00 | 0.0131 | -0.004 | ||
| 0 | 0.4500 | 193 | 205.1% | 0.01 | 0.0140 | -0.002 | 16 | 4.80 | 4.95 | 1 | 14 | -1.00 | 0.0083 | -0.004 | ||
| 0 | 0.7000 | 3 | 247.2% | 0.01 | 0.0114 | -0.002 | 16.5 | 5.30 | 5.45 | 6 | -1.00 | 0.0050 | -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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs