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 ±13.4% (9.57–12.52) · ATM IV 48.1% · P/C open interest 0.29
| 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 | |
| 3.15 | 6.70 | 0.98 | 0.0151 | -0.002 | 6 | 0 | 0.0700 | 96.3% | -0.02 | 0.0152 | -0.002 | |||||
| 3.75 | 4.30 | 0.96 | 0.0258 | -0.002 | 7 | 0 | 0.0800 | 2 | 76.8% | -0.04 | 0.0258 | -0.003 | ||||
| 2.99 | 3.35 | 16 | 69.5% | 0.95 | 0.0456 | -0.002 | 8 | 0 | 0.1000 | 99 | 60.3% | -0.05 | 0.0458 | -0.003 | ||
| 2.08 | 2.39 | 4 | 57.5% | 0.90 | 0.0911 | -0.004 | 9 | 0.0600 | 0.1400 | 1,117 | 50.5% | -0.10 | 0.0917 | -0.004 | ||
| 1.29 | 1.49 | 108 | 49.3% | 0.76 | 0.1685 | -0.006 | 10 | 0.2300 | 0.3100 | 13 | 2,845 | 46.7% | -0.24 | 0.1700 | -0.006 | |
| 0.6800 | 0.9000 | 556 | 48.6% | 0.55 | 0.2145 | -0.008 | 11 | 0.6400 | 0.7300 | 7 | 1,524 | 47.6% | -0.45 | 0.2174 | -0.008 | |
| 0.4000 | 0.4300 | 28 | 9,113 | 49.2% | 0.35 | 0.1981 | -0.008 | 12 | 1.21 | 1.46 | 6,020 | 49.9% | -0.65 | 0.2025 | -0.008 | |
| 0.2000 | 0.4100 | 85 | 26.7K | 58.7% | 0.21 | 0.1480 | -0.006 | 13 | 1.99 | 2.20 | 3,256 | 47.8% | -0.80 | 0.1538 | -0.006 | |
| 0.1000 | 0.1200 | 6 | 8,720 | 52.6% | 0.12 | 0.0986 | -0.004 | 14 | 2.91 | 3.05 | 1,278 | 43.6% | -0.90 | 0.1044 | -0.004 | |
| 0.0600 | 0.0700 | 10 | 3,301 | 55.9% | 0.08 | 0.0655 | -0.003 | 15 | 3.85 | 4.05 | 8 | 1,863 | -0.94 | 0.0730 | -0.003 | |
| 0 | 0.1100 | 2 | 3,202 | 62.6% | 0.05 | 0.0460 | -0.003 | 16 | 4.85 | 5.10 | 1 | 1,302 | 60.3% | -0.97 | 0.0558 | -0.003 |
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs