XPEV option chain XPeng Inc.
Cboe delayed options data · as of 15:39 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 ±7.3% (10.16–11.75) · ATM IV 44.3% · P/C open interest 0.38
| 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 | |
| 4.70 | 5.10 | 0.99 | 0.0108 | -0.001 | 6 | 0 | 0.0700 | 161.8% | -0.01 | 0.0108 | -0.003 | |||||
| 4.20 | 4.60 | 0.98 | 0.0144 | -0.001 | 6.5 | 0 | 0.0700 | 142.9% | -0.02 | 0.0144 | -0.004 | |||||
| 3.70 | 4.10 | 0.98 | 0.0192 | -0.002 | 7 | 0 | 0.0700 | 4 | 125.2% | -0.02 | 0.0193 | -0.004 | ||||
| 3.20 | 3.60 | 1 | 0.97 | 0.0261 | -0.002 | 7.5 | 0 | 0.0700 | 108.6% | -0.03 | 0.0262 | -0.004 | ||||
| 2.69 | 3.15 | 2 | 0.97 | 0.0362 | -0.003 | 8 | 0 | 0.0700 | 100 | 93.0% | -0.03 | 0.0363 | -0.004 | |||
| 2.21 | 2.61 | 0.96 | 0.0516 | -0.003 | 8.5 | 0 | 0.0700 | 2 | 78.0% | -0.04 | 0.0518 | -0.004 | ||||
| 1.72 | 2.11 | 5 | 0.95 | 0.0770 | -0.004 | 9 | 0 | 0.0500 | 116 | 59.2% | -0.05 | 0.0773 | -0.005 | |||
| 1.25 | 1.64 | 6 | 0.92 | 0.1260 | -0.005 | 9.5 | 0.0100 | 0.0600 | 63 | 49.4% | -0.08 | 0.1266 | -0.005 | |||
| 0.6900 | 1.16 | 227 | 0.85 | 0.2258 | -0.007 | 10 | 0.0600 | 0.1200 | 12.2K | 47.3% | -0.15 | 0.2271 | -0.008 | |||
| 0.4900 | 0.7100 | 20 | 13 | 34.6% | 0.71 | 0.3502 | -0.011 | 10.5 | 0.1700 | 0.2000 | 3 | 220 | 43.0% | -0.30 | 0.3526 | -0.011 |
| 0.3600 | 0.4000 | 27 | 286 | 43.6% | 0.51 | 0.4053 | -0.013 | 11 | 0.4000 | 0.4300 | 121 | 9,380 | 45.0% | -0.49 | 0.4089 | -0.013 |
| 0.1900 | 0.2300 | 17 | 241 | 45.9% | 0.32 | 0.3566 | -0.012 | 11.5 | 0.6900 | 0.9300 | 61 | 55.1% | -0.68 | 0.3610 | -0.012 | |
| 0.0900 | 0.1100 | 24 | 7,020 | 46.1% | 0.18 | 0.2592 | -0.009 | 12 | 1.08 | 1.25 | 5 | 2,323 | 52.4% | -0.82 | 0.2636 | -0.008 |
| 0.0400 | 0.0500 | 77 | 3,158 | 46.8% | 0.10 | 0.1651 | -0.006 | 12.5 | 1.46 | 1.96 | 810 | 73.1% | -0.91 | 0.1687 | -0.005 | |
| 0.0200 | 0.0300 | 5 | 19.3K | 50.1% | 0.07 | 0.1074 | -0.005 | 13 | 1.96 | 2.35 | 2 | 1,391 | 75.9% | -0.94 | 0.1157 | -0.004 |
| 0 | 0.0900 | 250 | 66.2% | 0.05 | 0.0753 | -0.004 | 13.5 | 2.42 | 2.88 | 6 | 85.9% | -0.96 | 0.0858 | -0.003 | ||
| 0.0100 | 0.0500 | 8 | 9,610 | 69.1% | 0.04 | 0.0560 | -0.004 | 14 | 3.00 | 3.20 | 5,594 | 83.5% | -0.97 | 0.0668 | -0.003 | |
| 0 | 0.0800 | 26 | 81.1% | 0.03 | 0.0436 | -0.003 | 14.5 | 3.40 | 3.80 | 92.3% | -0.98 | 0.0519 | -0.003 | |||
| 0 | 0.0400 | 10 | 11.3K | 78.6% | 0.03 | 0.0351 | -0.003 | 15 | 3.95 | 4.20 | 1,597 | 91.5% | -0.98 | 0.0407 | -0.003 | |
| 0 | 0.0700 | 93.7% | 0.02 | 0.0290 | -0.003 | 15.5 | 4.40 | 4.85 | 1 | 116.2% | -0.99 | 0.0328 | -0.003 | |||
| 0 | 0.0300 | 9,811 | 87.7% | 0.02 | 0.0245 | -0.003 | 16 | 4.95 | 5.35 | 3,292 | 130.8% | -0.99 | 0.0272 | -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 — Sep 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