XPEV option chain XPeng Inc.
Cboe delayed options data · as of 15:47 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 ±6.8% (8.62–9.88) · ATM IV 45.8% · P/C open interest 0.45
| 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 | |
| 3.30 | 5.15 | 10 | 346.9% | 0.98 | 0.0202 | -0.005 | 5.5 | 0 | 1.00 | 359.9% | -0.02 | 0.0202 | -0.005 | |||
| 2.80 | 5.40 | 4 | 401.6% | 0.97 | 0.0285 | -0.006 | 6 | 0 | 1.00 | 316.7% | -0.03 | 0.0286 | -0.006 | |||
| 2.30 | 4.15 | 8 | 265.3% | 0.96 | 0.0411 | -0.006 | 6.5 | 0 | 1.00 | 276.6% | -0.04 | 0.0412 | -0.006 | |||
| 1.95 | 3.75 | 9 | 256.8% | 0.95 | 0.0611 | -0.007 | 7 | 0 | 1.00 | 6 | 239.0% | -0.05 | 0.0613 | -0.007 | ||
| 0.5800 | 3.50 | 1 | 152.2% | 0.93 | 0.0949 | -0.008 | 7.5 | 0 | 1.00 | 3 | 203.1% | -0.07 | 0.0953 | -0.008 | ||
| 1.04 | 1.75 | 1 | 88.7% | 0.90 | 0.1573 | -0.009 | 8 | 0 | 0.6300 | 577 | 132.1% | -0.10 | 0.1582 | -0.009 | ||
| 0.3700 | 1.23 | 4 | 37.9% | 0.83 | 0.2840 | -0.010 | 8.5 | 0.0400 | 0.1000 | 45 | 51.1% | -0.17 | 0.2860 | -0.010 | ||
| 0.4200 | 0.5100 | 39 | 48.3% | 0.66 | 0.4897 | -0.012 | 9 | 0.1600 | 0.1900 | 73 | 45.5% | -0.34 | 0.4942 | -0.013 | ||
| 0.1800 | 0.2100 | 4 | 39 | 44.8% | 0.40 | 0.5332 | -0.013 | 9.5 | 0.4100 | 0.4600 | 347 | 46.7% | -0.61 | 0.5388 | -0.013 | |
| 0.0700 | 0.0800 | 87 | 740 | 46.4% | 0.20 | 0.3574 | -0.009 | 10 | 0.6100 | 1.07 | 1 | 102 | 54.0% | -0.81 | 0.3638 | -0.009 |
| 0.0300 | 0.0400 | 6 | 258 | 51.7% | 0.10 | 0.2023 | -0.006 | 10.5 | 1.08 | 1.44 | 65 | 48.2% | -0.91 | 0.2092 | -0.006 | |
| 0 | 0.0300 | 1,327 | 55.1% | 0.06 | 0.1176 | -0.005 | 11 | 1.26 | 2.32 | 1 | 20 | 74.3% | -0.95 | 0.1244 | -0.005 | |
| 0 | 0.1000 | 1 | 279 | 84.6% | 0.04 | 0.0745 | -0.004 | 11.5 | 1.83 | 2.52 | 203 | -0.97 | 0.0802 | -0.004 | ||
| 0 | 0.0200 | 43 | 301 | 72.0% | 0.03 | 0.0508 | -0.003 | 12 | 2.06 | 2.84 | 1 | 2 | -0.98 | 0.0534 | -0.003 | |
| 0 | 0.0200 | 12 | 81.4% | 0.02 | 0.0367 | -0.002 | 12.5 | 2.55 | 5.05 | 230.4% | -0.99 | 0.0373 | -0.002 | |||
| 0 | 0.0100 | 121 | 82.2% | 0.02 | 0.0277 | -0.002 | 13 | 3.05 | 5.65 | 254.4% | -0.99 | 0.0253 | -0.002 | |||
| 0 | 0.1300 | 10 | 135.9% | 0.01 | 0.0217 | -0.002 | 13.5 | 3.55 | 4.75 | -1.00 | 0.0178 | -0.002 | ||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs