IntraAlpha
Create free account Start free

PDD Holdings Inc. American Depositary Shares PDD

i

Market datapartial · fetched 2026-11-04T03:03:14.103Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:52:14.600759433Z

FundamentalsAlpha Vantage · unavailable

Share price$80.04
1D-3.5%
AH$79.76$80.63$81.50$82.36$83.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDD
Sold putSold callAH

PDD Holdings Inc. American Depositary Shares options

Live interpolated PDD call and put midpoint premiums by absolute delta.PDD Holdings Inc. American Depositary Shares$0.21$1.39$2.58$3.76$4.95$76.50$78.43$80.37$82.31$84.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PDD spot · $80.04PDD PRICE$0.34$0.44$0.58$0.72$0.88$1.07$1.27$1.55$1.87$2.25$2.71$4.34$4.60$0.33$0.44$0.55$0.66$0.80$0.94$1.10$1.30$1.49$1.68$1.85$2.02
Puts——
CallsExpensive1.24×
Skew——
Implied moveBullish±$2.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.7942.4%3.9%77.6740.1%3.4%
25Δ82.2241.7%3.3%78.1839.6%2.9%
30Δ81.7541.8%2.8%78.6338.6%2.4%
35Δ81.3342.5%2.5%79.0637.7%2.0%
40Δ80.9343.1%2.2%79.4137.4%1.8%
45Δ80.5343.8%1.9%79.7737.1%1.5%
50Δ80.1344.5%1.7%80.1236.9%1.3%
55Δ79.6946.3%1.5%80.4636.9%1.1%
60Δ79.2348.7%1.3%80.8036.9%0.9%
65Δ78.7151.2%1.2%81.1336.2%0.7%
70Δ78.1254.0%1.0%81.4234.5%0.6%
75Δ76.6176.5%1.1%81.7232.8%0.4%
80Δ76.0570.1%0.8%

20Δ

Calls
Pseudo strike
82.79
IV
42.4%
B/E move
3.9%
Puts
Pseudo strike
77.67
IV
40.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
82.22
IV
41.7%
B/E move
3.3%
Puts
Pseudo strike
78.18
IV
39.6%
B/E move
2.9%

30Δ

Calls
Pseudo strike
81.75
IV
41.8%
B/E move
2.8%
Puts
Pseudo strike
78.63
IV
38.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
81.33
IV
42.5%
B/E move
2.5%
Puts
Pseudo strike
79.06
IV
37.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
80.93
IV
43.1%
B/E move
2.2%
Puts
Pseudo strike
79.41
IV
37.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
80.53
IV
43.8%
B/E move
1.9%
Puts
Pseudo strike
79.77
IV
37.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
80.13
IV
44.5%
B/E move
1.7%
Puts
Pseudo strike
80.12
IV
36.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
79.69
IV
46.3%
B/E move
1.5%
Puts
Pseudo strike
80.46
IV
36.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
79.23
IV
48.7%
B/E move
1.3%
Puts
Pseudo strike
80.80
IV
36.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.71
IV
51.2%
B/E move
1.2%
Puts
Pseudo strike
81.13
IV
36.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
78.12
IV
54.0%
B/E move
1.0%
Puts
Pseudo strike
81.42
IV
34.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.61
IV
76.5%
B/E move
1.1%
Puts
Pseudo strike
81.72
IV
32.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.05
IV
70.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.19%
Daily close
PDD24.7%40.8%56.9%2026-08-05: 34.30%2026-08-06: 32.93%2026-08-07: 36.78%2026-08-10: 37.98%2026-08-11: 40.98%2026-08-12: 37.74%2026-08-13: 38.44%2026-08-14: 39.47%2026-08-17: 45.48%2026-08-18: 48.91%2026-08-19: 51.18%2026-08-20: 48.49%2026-08-21: 54.66%2026-08-24: 38.22%2026-08-25: 32.83%2026-08-26: 33.09%2026-08-27: 32.58%2026-08-28: 30.70%2026-08-31: 29.48%2026-09-01: 30.05%2026-09-02: 30.30%2026-09-03: 29.25%2026-09-04: 26.92%2026-09-08: 31.40%2026-09-09: 32.77%2026-09-10: 31.95%2026-09-11: 29.26%2026-09-14: 33.24%2026-09-15: 34.39%2026-09-16: 32.64%2026-09-17: 31.13%2026-09-18: 31.88%2026-09-21: 35.59%2026-09-22: 33.42%2026-09-23: 32.04%2026-09-24: 32.53%2026-09-25: 29.42%2026-09-28: 30.95%2026-09-29: 29.55%2026-09-30: 31.77%2026-10-01: 28.10%2026-10-02: 28.82%2026-10-05: 31.50%2026-10-06: 31.02%2026-10-07: 31.47%2026-10-08: 32.71%2026-10-09: 29.36%2026-10-12: 30.40%2026-10-13: 33.46%2026-10-14: 33.38%2026-10-15: 32.18%2026-10-16: 31.05%2026-10-19: 31.42%2026-10-20: 31.82%2026-10-21: 32.15%2026-10-22: 35.01%2026-10-23: 34.96%2026-10-26: 36.16%2026-10-27: 36.13%2026-10-28: 35.02%2026-10-29: 36.88%2026-10-30: 37.19%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.30%
32.93%
36.78%
37.98%
40.98%
37.74%
38.44%
39.47%
45.48%
48.91%
51.18%
48.49%
54.66%
38.22%
32.83%
33.09%
32.58%
30.70%
29.48%
30.05%
30.30%
29.25%
26.92%
31.40%
32.77%
31.95%
29.26%
33.24%
34.39%
32.64%
31.13%
31.88%
35.59%
33.42%
32.04%
32.53%
29.42%
30.95%
29.55%
31.77%
28.10%
28.82%
31.50%
31.02%
31.47%
32.71%
29.36%
30.40%
33.46%
33.38%
32.18%
31.05%
31.42%
31.82%
32.15%
35.01%
34.96%
36.16%
36.13%
35.02%
36.88%
37.19%