XPEV option chain XPeng Inc.
Cboe delayed options data · as of 18:40 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 ±7.0% (10.29–11.85) · ATM IV 43.2% · P/C open interest 0.38
| 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 | |
| 4.70 | 5.15 | 0.99 | 0.0111 | -0.001 | 6 | 0 | 0.0700 | 164.2% | -0.01 | 0.0111 | -0.004 | |||||
| 4.20 | 4.65 | 0.98 | 0.0146 | -0.002 | 6.5 | 0 | 0.0700 | 145.3% | -0.02 | 0.0146 | -0.004 | |||||
| 3.70 | 4.15 | 0.98 | 0.0194 | -0.002 | 7 | 0 | 0.0700 | 4 | 127.6% | -0.02 | 0.0195 | -0.004 | ||||
| 3.20 | 3.65 | 1 | 0.97 | 0.0262 | -0.003 | 7.5 | 0 | 0.0700 | 111.1% | -0.03 | 0.0262 | -0.005 | ||||
| 2.69 | 3.15 | 2 | 0.97 | 0.0359 | -0.003 | 8 | 0 | 0.0500 | 100 | 89.5% | -0.03 | 0.0360 | -0.005 | |||
| 2.21 | 2.62 | 0.96 | 0.0504 | -0.004 | 8.5 | 0 | 0.0700 | 2 | 80.4% | -0.04 | 0.0506 | -0.005 | ||||
| 1.72 | 2.12 | 5 | 0.95 | 0.0736 | -0.004 | 9 | 0 | 0.0500 | 116 | 61.6% | -0.06 | 0.0738 | -0.005 | |||
| 1.25 | 1.64 | 6 | 0.93 | 0.1146 | -0.005 | 9.5 | 0.0100 | 0.0600 | 63 | 52.0% | -0.08 | 0.1150 | -0.006 | |||
| 0.6900 | 1.18 | 227 | 0.87 | 0.1998 | -0.007 | 10 | 0.0500 | 0.0800 | 4 | 12.2K | 45.4% | -0.13 | 0.2008 | -0.007 | ||
| 0.6900 | 0.7700 | 30 | 13 | 41.5% | 0.74 | 0.3228 | -0.010 | 10.5 | 0.1500 | 0.1900 | 5 | 220 | 45.1% | -0.26 | 0.3249 | -0.011 |
| 0.4000 | 0.4500 | 49 | 286 | 42.3% | 0.55 | 0.4002 | -0.013 | 11 | 0.3400 | 0.3700 | 133 | 9,380 | 44.1% | -0.45 | 0.4035 | -0.013 |
| 0.2000 | 0.2500 | 29 | 241 | 43.3% | 0.36 | 0.3705 | -0.013 | 11.5 | 0.6300 | 0.7500 | 1 | 61 | 49.2% | -0.64 | 0.3746 | -0.012 |
| 0.1000 | 0.1300 | 76 | 7,020 | 45.2% | 0.21 | 0.2801 | -0.010 | 12 | 1.01 | 1.17 | 5 | 2,323 | 53.8% | -0.79 | 0.2845 | -0.010 |
| 0.0500 | 0.0700 | 128 | 3,158 | 47.7% | 0.11 | 0.1818 | -0.006 | 12.5 | 1.45 | 1.71 | 810 | 66.5% | -0.90 | 0.1847 | -0.006 | |
| 0.0200 | 0.0400 | 986 | 19.3K | 49.6% | 0.06 | 0.1110 | -0.004 | 13 | 1.92 | 2.01 | 13 | 1,391 | 54.6% | -0.95 | 0.1193 | -0.003 |
| 0 | 0.0900 | 250 | 63.8% | 0.04 | 0.0727 | -0.003 | 13.5 | 2.31 | 2.88 | 6 | 93.2% | -0.97 | 0.0872 | -0.003 | ||
| 0.0100 | 0.0500 | 8 | 9,610 | 66.9% | 0.03 | 0.0514 | -0.003 | 14 | 2.90 | 3.10 | 5,594 | 83.6% | -0.98 | 0.0639 | -0.002 | |
| 0 | 0.0800 | 26 | 78.9% | 0.02 | 0.0383 | -0.002 | 14.5 | 3.40 | 3.80 | 115.1% | -0.99 | 0.0444 | -0.003 | |||
| 0 | 0.0100 | 10 | 11.3K | 62.9% | 0.02 | 0.0298 | -0.002 | 15 | 3.90 | 4.05 | 1,597 | 93.0% | -0.99 | 0.0307 | -0.003 | |
| 0 | 0.0700 | 91.6% | 0.02 | 0.0239 | -0.002 | 15.5 | 4.40 | 4.85 | 1 | 138.5% | -1.00 | 0.0220 | -0.003 | |||
| 0 | 0.0200 | 6 | 9,811 | 81.1% | 0.01 | 0.0197 | -0.002 | 16 | 4.90 | 5.35 | 1 | 3,292 | 147.2% | -1.00 | 0.0155 | -0.003 |
| 0 | 0.0700 | 104.9% | 0.01 | 0.0165 | -0.002 | 16.5 | 5.40 | 5.95 | 165.3% | -1.00 | 0.0109 | -0.004 | ||||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs