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 ±17.6% (7.63–10.88) · ATM IV 54.2% · P/C open interest 0.91
| 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 | |
| 4.05 | 4.60 | 2 | 76.6% | 0.97 | 0.0219 | -0.002 | 5 | 0 | 0.0700 | 86.4% | -0.04 | 0.0220 | -0.002 | |||
| 3.05 | 3.60 | 51.3% | 0.95 | 0.0389 | -0.002 | 6 | 0 | 0.0900 | 67.4% | -0.05 | 0.0391 | -0.003 | ||||
| 2.14 | 2.64 | 52.0% | 0.91 | 0.0742 | -0.003 | 7 | 0.0600 | 0.0900 | 10 | 53.5% | -0.09 | 0.0748 | -0.003 | |||
| 1.52 | 1.81 | 60.2% | 0.79 | 0.1410 | -0.005 | 8 | 0.2100 | 0.3000 | 3 | 10 | 52.9% | -0.21 | 0.1425 | -0.005 | ||
| 0.9200 | 1.02 | 21 | 53.6% | 0.61 | 0.1881 | -0.006 | 9 | 0.6100 | 0.7000 | 5 | 54.9% | -0.39 | 0.1912 | -0.006 | ||
| 0.5200 | 0.6000 | 6 | 54.5% | 0.42 | 0.1900 | -0.007 | 10 | 1.12 | 1.27 | 5 | 52.5% | -0.58 | 0.1949 | -0.007 | ||
| 0.2700 | 0.3300 | 126 | 3 | 54.7% | 0.27 | 0.1587 | -0.006 | 11 | 1.90 | 2.05 | 1 | 55.3% | -0.74 | 0.1658 | -0.006 | |
| 0.1300 | 0.2300 | 57.8% | 0.16 | 0.1168 | -0.004 | 12 | 2.62 | 2.93 | 46.9% | -0.86 | 0.1263 | -0.004 | ||||
| 0.0700 | 0.1600 | 3 | 1 | 61.1% | 0.11 | 0.0821 | -0.003 | 13 | 3.55 | 3.90 | -0.92 | 0.0932 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs