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PDD Holdings Inc. PDD

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:14:44.071Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:59.975056689Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:43.317810+00:00

Share price$82.60
1D+2.9%
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.$0.72$3.69$6.65$9.62$12.58$69.78$76.06$82.34$88.61$94.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDD spot · $82.60PDD PRICE$1.04$1.37$1.77$2.19$2.62$3.10$3.78$4.46$5.15$5.90$6.84$7.78$8.73$1.21$1.64$2.07$2.50$3.12$3.79$4.45$5.12$6.46$7.90$9.31$10.52$11.73
PutsExpensive1.41×
CallsExpensive1.31×
SkewBearish+2.04 pp
Implied moveBearish±$8.23
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.3637.1%13.1%75.3238.9%10.3%
25Δ90.4137.2%11.1%76.7938.6%9.0%
30Δ88.8937.2%9.8%78.2638.4%7.8%
35Δ87.4937.2%8.6%79.7238.1%6.5%
40Δ86.0937.2%7.4%81.0338.2%5.7%
45Δ84.7237.4%6.3%82.3038.5%4.9%
50Δ83.4638.0%5.6%83.5738.7%4.2%
55Δ82.2038.6%4.9%84.8438.9%3.5%
60Δ80.9339.2%4.2%86.5940.9%3.0%
65Δ79.6339.6%3.5%88.4043.1%2.5%
70Δ78.2139.3%3.0%90.1944.9%2.1%
75Δ76.7939.0%2.4%91.8443.2%1.5%
80Δ75.3738.6%1.8%93.5041.6%1.0%

20Δ

Calls
Pseudo strike
92.36
IV
37.1%
B/E move
13.1%
Puts
Pseudo strike
75.32
IV
38.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
90.41
IV
37.2%
B/E move
11.1%
Puts
Pseudo strike
76.79
IV
38.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
88.89
IV
37.2%
B/E move
9.8%
Puts
Pseudo strike
78.26
IV
38.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
87.49
IV
37.2%
B/E move
8.6%
Puts
Pseudo strike
79.72
IV
38.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
86.09
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
81.03
IV
38.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
84.72
IV
37.4%
B/E move
6.3%
Puts
Pseudo strike
82.30
IV
38.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
83.46
IV
38.0%
B/E move
5.6%
Puts
Pseudo strike
83.57
IV
38.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
82.20
IV
38.6%
B/E move
4.9%
Puts
Pseudo strike
84.84
IV
38.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
80.93
IV
39.2%
B/E move
4.2%
Puts
Pseudo strike
86.59
IV
40.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
79.63
IV
39.6%
B/E move
3.5%
Puts
Pseudo strike
88.40
IV
43.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
78.21
IV
39.3%
B/E move
3.0%
Puts
Pseudo strike
90.19
IV
44.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
76.79
IV
39.0%
B/E move
2.4%
Puts
Pseudo strike
91.84
IV
43.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
75.37
IV
38.6%
B/E move
1.8%
Puts
Pseudo strike
93.50
IV
41.6%
B/E move
1.0%