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 ±27.0% (8.11–14.11) · ATM IV 92.2% · P/C open interest —
| 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 | |
| 4.85 | 6.15 | 7 | 156.7% | 0.97 | 0.0154 | 0.000 | 6 | 0 | 2.13 | 250.5% | -0.03 | 0.0154 | -0.002 | |||
| 4.25 | 6.60 | 193.2% | 0.97 | 0.0199 | 0.000 | 6.5 | 0 | 2.13 | 227.5% | -0.03 | 0.0199 | -0.002 | ||||
| 2.13 | 6.10 | 0.96 | 0.0257 | -0.000 | 7 | 0 | 2.13 | 206.4% | -0.04 | 0.0258 | -0.003 | |||||
| 1.64 | 5.60 | 0.95 | 0.0337 | -0.001 | 7.5 | 0 | 2.14 | 187.3% | -0.05 | 0.0338 | -0.003 | |||||
| 1.16 | 5.10 | 0.94 | 0.0449 | -0.001 | 8 | 0 | 2.15 | 169.3% | -0.06 | 0.0452 | -0.003 | |||||
| 0.6800 | 4.65 | 0.92 | 0.0624 | -0.002 | 8.5 | 0 | 2.18 | 153.2% | -0.08 | 0.0627 | -0.003 | |||||
| 0.5000 | 4.20 | 56.9% | 0.88 | 0.0879 | -0.003 | 9 | 0 | 1.52 | 110.7% | -0.12 | 0.0885 | -0.004 | ||||
| 0.0600 | 3.80 | 54.3% | 0.82 | 0.1171 | -0.005 | 9.5 | 0 | 2.30 | 1 | 124.6% | -0.18 | 0.1180 | -0.006 | |||
| 0 | 3.45 | 65.6% | 0.75 | 0.1439 | -0.006 | 10 | 0 | 2.43 | 1 | 113.0% | -0.25 | 0.1452 | -0.007 | |||
| 0.4700 | 2.51 | 69.7% | 0.67 | 0.1654 | -0.007 | 10.5 | 0 | 2.60 | 102.4% | -0.34 | 0.1670 | -0.008 | ||||
| 0.2700 | 2.89 | 1 | 91.1% | 0.58 | 0.1787 | -0.008 | 11 | 0 | 2.84 | 93.3% | -0.43 | 0.1809 | -0.008 | |||
| 0 | 2.69 | 89.7% | 0.49 | 0.1815 | -0.008 | 11.5 | 0 | 3.10 | 83.8% | -0.52 | 0.1842 | -0.008 | ||||
| 0 | 2.54 | 96.6% | 0.40 | 0.1744 | -0.008 | 12 | 0 | 3.45 | 75.5% | -0.60 | 0.1777 | -0.008 | ||||
| 0.0200 | 2.42 | 103.7% | 0.33 | 0.1610 | -0.008 | 12.5 | 1.23 | 3.80 | 103.5% | -0.68 | 0.1649 | -0.007 | ||||
| 0.2500 | 2.34 | 6 | 117.5% | 0.27 | 0.1446 | -0.007 | 13 | 0.2400 | 4.25 | 63.1% | -0.74 | 0.1490 | -0.006 | |||
| 0 | 2.29 | 116.6% | 0.21 | 0.1264 | -0.006 | 13.5 | 0.5600 | 4.65 | 59.9% | -0.80 | 0.1316 | -0.005 | ||||
| 0 | 2.25 | 123.0% | 0.16 | 0.1075 | -0.005 | 14 | 1.02 | 4.95 | 55.2% | -0.85 | 0.1133 | -0.004 | ||||
| 0.0800 | 0.1600 | 1 | 54.4% | 0.12 | 0.0891 | -0.004 | 14.5 | 1.50 | 5.55 | 65.1% | -0.89 | 0.0954 | -0.003 | |||
| 0 | 2.20 | 135.3% | 0.09 | 0.0730 | -0.004 | 15 | 1.99 | 6.05 | 70.0% | -0.92 | 0.0789 | -0.002 | ||||
| 0 | 2.18 | 140.9% | 0.07 | 0.0600 | -0.003 | 15.5 | 2.48 | 6.50 | 71.8% | -0.94 | 0.0648 | -0.001 | ||||
| 0 | 2.17 | 146.5% | 0.06 | 0.0498 | -0.003 | 16 | 4.05 | 7.00 | 122.8% | -0.96 | 0.0527 | 0.000 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs