XPEV option chain XPeng Inc.
Cboe delayed options data · as of 12:43 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 ±12.9% (8.03–10.41) · ATM IV 51.7% · P/C open interest 0.42
| 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 | |
| 2.45 | 6.40 | 155.6% | 0.96 | 0.0225 | -0.004 | 5 | 0 | 0.7500 | 207.1% | -0.04 | 0.0225 | -0.004 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 5.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 5.35 | 240.6% | 0.95 | 0.0401 | -0.004 | 6 | 0 | 2.13 | 260.3% | -0.06 | 0.0402 | -0.004 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.12 | 3.90 | 1 | 164.2% | 0.91 | 0.0752 | -0.005 | 7 | 0 | 0.1100 | 212 | 64.1% | -0.09 | 0.0755 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 7.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.09 | 2.30 | 12 | 85.9% | 0.84 | 0.1597 | -0.005 | 8 | 0.1200 | 0.1800 | 5 | 88 | 54.6% | -0.17 | 0.1609 | -0.005 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6300 | 0.8100 | 18 | 124 | 49.9% | 0.61 | 0.2572 | -0.008 | 9 | 0.4400 | 0.5000 | 353 | 927 | 53.5% | -0.39 | 0.2602 | -0.008 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1400 | 0.5600 | 11 | 2,980 | 54.1% | 0.36 | 0.2427 | -0.008 | 10 | 0.9700 | 1.13 | 19 | 2,073 | 53.0% | -0.65 | 0.2479 | -0.008 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0700 | 0.1900 | 29 | 2,874 | 52.9% | 0.19 | 0.1683 | -0.006 | 11 | 1.50 | 2.04 | 1 | 106 | 38.2% | -0.82 | 0.1752 | -0.007 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0600 | 0.0700 | 88 | 1,148 | 57.9% | 0.09 | 0.0997 | -0.004 | 12 | 2.32 | 3.00 | 19 | -0.92 | 0.1077 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.0500 | 11 | 537 | 64.0% | 0.05 | 0.0601 | -0.003 | 13 | 3.35 | 4.05 | 1 | 7 | -0.97 | 0.0636 | -0.003 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs