XPEV option chain XPeng Inc.
Cboe delayed options data · as of 18:40 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 ±52.8% (5.22–16.92) · ATM IV 59.8% · P/C open interest 0.23
| 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 | |
| 3.70 | 3.80 | 57 | 3,141 | 59.8% | 0.73 | 0.0430 | -0.002 | 10 | 2.05 | 2.15 | 56 | 3,275 | 59.9% | -0.29 | 0.0465 | -0.003 |
| 2.55 | 2.78 | 43 | 2,376 | 59.5% | 0.59 | 0.0494 | -0.003 | 13 | 3.85 | 4.00 | 20 | 2,605 | 59.9% | -0.44 | 0.0556 | -0.003 |
| 2.08 | 2.27 | 392 | 10.2K | 60.1% | 0.51 | 0.0503 | -0.003 | 15 | 5.20 | 5.40 | 2 | 2,320 | 58.7% | -0.53 | 0.0585 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs