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PDD Holdings Inc. PDD

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T20:02:50.719Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:17.713252369Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:39.845182+00:00

Share price$82.27
1D+2.6%
AH$79.95$80.67$81.38$82.09$82.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDD
Sold putSold callAH

PDD Holdings Inc. options

Live interpolated PDD call and put midpoint premiums by absolute delta.PDD Holdings Inc.$0.10$0.71$1.33$1.94$2.55$79.43$80.91$82.38$83.86$85.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.27OPTION PRICELive PDD spot · $82.27PDD PRICE$0.20$0.28$0.35$0.42$0.53$0.65$0.76$0.87$1.06$1.28$1.50$1.84$2.37$0.17$0.22$0.28$0.34$0.40$0.46$0.53$0.59$0.66$0.72$0.79$0.85$2.02
PutsCheap0.74×
CallsCheap0.78×
SkewBullish-14.41 pp
Implied moveBullish±$1.28
TiltBullish20.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8441.2%2.1%81.0633.8%1.7%
25Δ83.5641.5%1.9%81.2833.3%1.5%
30Δ83.2841.7%1.6%81.5032.8%1.3%
35Δ83.0042.0%1.4%81.7132.3%1.1%
40Δ82.7642.4%1.2%81.9331.8%0.9%
45Δ82.5342.9%1.1%82.1030.8%0.8%
50Δ82.3043.3%1.0%82.2529.7%0.7%
55Δ82.0643.8%0.8%82.3928.5%0.6%
60Δ81.7845.1%0.7%82.5427.3%0.5%
65Δ81.4846.9%0.6%82.6826.1%0.4%
70Δ81.1848.6%0.5%82.8324.9%0.3%
75Δ80.7852.1%0.4%82.9823.8%0.2%
80Δ80.1958.6%0.4%84.0747.7%0.3%

20Δ

Calls
Pseudo strike
83.84
IV
41.2%
B/E move
2.1%
Puts
Pseudo strike
81.06
IV
33.8%
B/E move
1.7%

25Δ

Calls
Pseudo strike
83.56
IV
41.5%
B/E move
1.9%
Puts
Pseudo strike
81.28
IV
33.3%
B/E move
1.5%

30Δ

Calls
Pseudo strike
83.28
IV
41.7%
B/E move
1.6%
Puts
Pseudo strike
81.50
IV
32.8%
B/E move
1.3%

35Δ

Calls
Pseudo strike
83.00
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
81.71
IV
32.3%
B/E move
1.1%

40Δ

Calls
Pseudo strike
82.76
IV
42.4%
B/E move
1.2%
Puts
Pseudo strike
81.93
IV
31.8%
B/E move
0.9%

45Δ

Calls
Pseudo strike
82.53
IV
42.9%
B/E move
1.1%
Puts
Pseudo strike
82.10
IV
30.8%
B/E move
0.8%

50Δ

Calls
Pseudo strike
82.30
IV
43.3%
B/E move
1.0%
Puts
Pseudo strike
82.25
IV
29.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
82.06
IV
43.8%
B/E move
0.8%
Puts
Pseudo strike
82.39
IV
28.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
81.78
IV
45.1%
B/E move
0.7%
Puts
Pseudo strike
82.54
IV
27.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
81.48
IV
46.9%
B/E move
0.6%
Puts
Pseudo strike
82.68
IV
26.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
81.18
IV
48.6%
B/E move
0.5%
Puts
Pseudo strike
82.83
IV
24.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
80.78
IV
52.1%
B/E move
0.4%
Puts
Pseudo strike
82.98
IV
23.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.19
IV
58.6%
B/E move
0.4%
Puts
Pseudo strike
84.07
IV
47.7%
B/E move
0.3%