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 ±9.3% (10.02–12.07) · ATM IV 47.4% · P/C open interest 0.42
| 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 | |
| 3.55 | 4.70 | 3 | 113.7% | 0.97 | 0.0237 | -0.004 | 7 | 0 | 0.7500 | 190.3% | -0.03 | 0.0238 | -0.004 | |||
| 3.05 | 4.25 | 107.2% | 0.96 | 0.0314 | -0.004 | 7.5 | 0 | 0.7500 | 169.2% | -0.04 | 0.0315 | -0.004 | ||||
| 2.55 | 3.75 | 92.2% | 0.95 | 0.0422 | -0.004 | 8 | 0 | 0.7500 | 149.2% | -0.05 | 0.0423 | -0.004 | ||||
| 2.05 | 3.25 | 78.0% | 0.94 | 0.0581 | -0.004 | 8.5 | 0 | 0.7500 | 130.1% | -0.06 | 0.0583 | -0.005 | ||||
| 1.80 | 2.55 | 1 | 69.7% | 0.93 | 0.0829 | -0.005 | 9 | 0 | 0.7400 | 3 | 111.0% | -0.07 | 0.0833 | -0.005 | ||
| 1.32 | 2.07 | 1 | 59.2% | 0.90 | 0.1266 | -0.005 | 9.5 | 0 | 0.7500 | 484 | 93.7% | -0.10 | 0.1273 | -0.005 | ||
| 0.9000 | 1.54 | 4 | 48.4% | 0.82 | 0.1997 | -0.007 | 10 | 0.0100 | 0.2000 | 277 | 42.9% | -0.18 | 0.2010 | -0.007 | ||
| 0.5500 | 1.25 | 4 | 52.2% | 0.70 | 0.2744 | -0.009 | 10.5 | 0.1700 | 0.2600 | 50 | 41.0% | -0.30 | 0.2765 | -0.010 | ||
| 0.5000 | 0.6200 | 23 | 437 | 46.9% | 0.55 | 0.3132 | -0.011 | 11 | 0.3900 | 0.5500 | 9 | 100 | 47.9% | -0.46 | 0.3162 | -0.011 |
| 0.0500 | 0.4300 | 58 | 38.2% | 0.40 | 0.3003 | -0.011 | 11.5 | 0.4000 | 0.8500 | 50 | 34.8% | -0.61 | 0.3043 | -0.011 | ||
| 0.1700 | 0.2900 | 1 | 105 | 51.4% | 0.27 | 0.2516 | -0.009 | 12 | 0.9900 | 1.17 | 229 | 41.4% | -0.73 | 0.2562 | -0.009 | |
| 0.0900 | 0.2100 | 2 | 1,026 | 52.1% | 0.18 | 0.1928 | -0.007 | 12.5 | 0.7500 | 2.30 | 3 | 44.7% | -0.83 | 0.1976 | -0.008 | |
| 0.0200 | 0.2700 | 291 | 61.4% | 0.12 | 0.1405 | -0.006 | 13 | 1.60 | 2.75 | 166 | 75.0% | -0.89 | 0.1454 | -0.006 | ||
| 0.0100 | 0.4000 | 112 | 79.0% | 0.09 | 0.1036 | -0.005 | 13.5 | 2.08 | 3.05 | 2 | 69.5% | -0.92 | 0.1092 | -0.005 | ||
| 0 | 0.1400 | 46 | 65.0% | 0.07 | 0.0792 | -0.004 | 14 | 2.84 | 3.10 | 33 | 56.1% | -0.94 | 0.0854 | -0.004 | ||
| 0 | 0.7500 | 61 | 118.2% | 0.06 | 0.0628 | -0.004 | 14.5 | 2.85 | 4.00 | -0.96 | 0.0699 | -0.004 | ||||
| 0.0100 | 0.2600 | 1,082 | 92.3% | 0.05 | 0.0512 | -0.004 | 15 | 3.35 | 4.50 | 1 | -0.96 | 0.0583 | -0.004 | |||
| 0 | 0.0700 | 96 | 74.2% | 0.04 | 0.0428 | -0.004 | 15.5 | 3.85 | 5.00 | 1 | -0.97 | 0.0493 | -0.004 | |||
| 0 | 0.7500 | 22 | 142.2% | 0.04 | 0.0365 | -0.003 | 16 | 4.35 | 5.50 | -0.98 | 0.0425 | -0.004 | ||||
| 0 | 0.7500 | 33 | 149.3% | 0.03 | 0.0316 | -0.003 | 16.5 | 4.85 | 6.00 | 1 | -0.98 | 0.0371 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs