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PDD Holdings Inc. American Depositary Shares PDD

i

Market datapartial · fetched 2026-11-05T15:27:15.746Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T15:27:17.127394048Z

FundamentalsAlpha Vantage · unavailable

Share price$82.80
1D-3.0%
$82.64$83.43$84.22$85.01$85.805:30 AM6:30 AM9:00 AM1:00 PMPDD
Sold putSold call

PDD Holdings Inc. American Depositary Shares options

Live interpolated PDD call and put midpoint premiums by absolute delta.PDD Holdings Inc. American Depositary Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPDD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.19%
Daily close
PDD24.7%40.8%56.9%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
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%