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PDD Holdings Inc. PDD

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T20:33:39.420Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:13:59.992794991Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:38.677343+00:00

Share price$82.29
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$0.69$1.28$1.87$2.46$79.44$80.89$82.35$83.81$85.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.29OPTION PRICELive PDD spot · $82.29PDD PRICE$0.20$0.27$0.34$0.42$0.53$0.64$0.75$0.86$1.04$1.25$1.47$1.76$2.29$0.17$0.23$0.28$0.34$0.40$0.47$0.54$0.60$0.67$0.74$0.81$1.05$2.19
PutsCheap0.76×
CallsCheap0.78×
SkewBullish-12.51 pp
Implied moveBullish±$1.28
TiltBullish16.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8440.9%2.1%81.0734.1%1.7%
25Δ83.5741.1%1.9%81.2933.6%1.5%
30Δ83.2941.3%1.6%81.5133.2%1.3%
35Δ83.0141.5%1.4%81.7332.7%1.1%
40Δ82.7841.9%1.2%81.9532.3%0.9%
45Δ82.5542.3%1.1%82.1231.3%0.8%
50Δ82.3242.7%0.9%82.2730.2%0.7%
55Δ82.0843.1%0.8%82.4229.0%0.6%
60Δ81.8144.2%0.7%82.5727.9%0.5%
65Δ81.5245.8%0.6%82.7226.8%0.4%
70Δ81.2247.4%0.5%82.8725.6%0.3%
75Δ80.8650.1%0.4%83.1728.7%0.2%
80Δ80.2856.3%0.3%84.2550.7%0.3%

20Δ

Calls
Pseudo strike
83.84
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
81.07
IV
34.1%
B/E move
1.7%

25Δ

Calls
Pseudo strike
83.57
IV
41.1%
B/E move
1.9%
Puts
Pseudo strike
81.29
IV
33.6%
B/E move
1.5%

30Δ

Calls
Pseudo strike
83.29
IV
41.3%
B/E move
1.6%
Puts
Pseudo strike
81.51
IV
33.2%
B/E move
1.3%

35Δ

Calls
Pseudo strike
83.01
IV
41.5%
B/E move
1.4%
Puts
Pseudo strike
81.73
IV
32.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
82.78
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
81.95
IV
32.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
82.55
IV
42.3%
B/E move
1.1%
Puts
Pseudo strike
82.12
IV
31.3%
B/E move
0.8%

50Δ

Calls
Pseudo strike
82.32
IV
42.7%
B/E move
0.9%
Puts
Pseudo strike
82.27
IV
30.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
82.08
IV
43.1%
B/E move
0.8%
Puts
Pseudo strike
82.42
IV
29.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
81.81
IV
44.2%
B/E move
0.7%
Puts
Pseudo strike
82.57
IV
27.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
81.52
IV
45.8%
B/E move
0.6%
Puts
Pseudo strike
82.72
IV
26.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
81.22
IV
47.4%
B/E move
0.5%
Puts
Pseudo strike
82.87
IV
25.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
80.86
IV
50.1%
B/E move
0.4%
Puts
Pseudo strike
83.17
IV
28.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.28
IV
56.3%
B/E move
0.3%
Puts
Pseudo strike
84.25
IV
50.7%
B/E move
0.3%