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 ±9.1% (8.41–10.10) · ATM IV 49.3% · P/C open interest 0.25
| 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 | 5.90 | 3 | 354.0% | 0.97 | 0.0223 | -0.004 | 5.5 | 0 | 1.40 | 327.3% | -0.03 | 0.0224 | -0.004 | |||
| 2.80 | 3.95 | 4 | 144.9% | 0.97 | 0.0309 | -0.004 | 6 | 0 | 2.13 | 360.0% | -0.03 | 0.0310 | -0.004 | |||
| 2.30 | 3.50 | 131.0% | 0.96 | 0.0436 | -0.004 | 6.5 | 0 | 1.00 | 217.2% | -0.04 | 0.0437 | -0.005 | ||||
| 2.05 | 3.20 | 159.3% | 0.95 | 0.0631 | -0.005 | 7 | 0 | 1.15 | 201.0% | -0.05 | 0.0633 | -0.005 | ||||
| 1.10 | 2.65 | 82.7% | 0.93 | 0.0953 | -0.005 | 7.5 | 0 | 0.0900 | 1 | 67.7% | -0.07 | 0.0958 | -0.005 | |||
| 1.05 | 1.80 | 1 | 74.1% | 0.90 | 0.1560 | -0.005 | 8 | 0.0400 | 0.0900 | 10 | 56.8% | -0.10 | 0.1569 | -0.005 | ||
| 0.6100 | 1.51 | 1 | 74.3% | 0.80 | 0.2700 | -0.008 | 8.5 | 0.1000 | 0.1600 | 4 | 41 | 51.4% | -0.20 | 0.2720 | -0.008 | |
| 0.5000 | 0.6000 | 292 | 48.1% | 0.63 | 0.3690 | -0.011 | 9 | 0.2300 | 0.3300 | 90 | 49.7% | -0.37 | 0.3725 | -0.011 | ||
| 0.2600 | 0.3500 | 43 | 48.2% | 0.44 | 0.3810 | -0.011 | 9.5 | 0.4900 | 0.5900 | 131 | 50.3% | -0.56 | 0.3860 | -0.011 | ||
| 0.1300 | 0.2000 | 4 | 1,298 | 50.2% | 0.29 | 0.3101 | -0.010 | 10 | 0.8600 | 0.9400 | 116 | 52.5% | -0.72 | 0.3156 | -0.010 | |
| 0.0700 | 0.1300 | 60 | 54.8% | 0.18 | 0.2261 | -0.008 | 10.5 | 1.03 | 1.52 | 43 | 44.2% | -0.83 | 0.2322 | -0.008 | ||
| 0.0300 | 0.1400 | 164 | 64.3% | 0.11 | 0.1531 | -0.006 | 11 | 0.5000 | 2.69 | 5 | -0.91 | 0.1600 | -0.006 | |||
| 0 | 1.00 | 39 | 143.9% | 0.07 | 0.1047 | -0.004 | 11.5 | 1.00 | 2.62 | -0.94 | 0.1108 | -0.004 | ||||
| 0 | 0.3000 | 54 | 100.7% | 0.05 | 0.0755 | -0.004 | 12 | 2.10 | 3.50 | 58 | 83.9% | -0.96 | 0.0817 | -0.004 | ||
| 0 | 1.00 | 46 | 169.7% | 0.04 | 0.0572 | -0.003 | 12.5 | 2.55 | 3.75 | -0.97 | 0.0632 | -0.003 | ||||
| 0 | 1.00 | 181.2% | 0.03 | 0.0450 | -0.003 | 13 | 3.05 | 4.25 | -0.98 | 0.0497 | -0.003 | |||||
| 0 | 0.0500 | 2 | 35 | 88.7% | 0.03 | 0.0365 | -0.003 | 13.5 | 3.65 | 4.70 | 1 | -0.99 | 0.0404 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs