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PDD options: IV rank, expected move and trade screens

PDD Holdings Inc.

As of the close on . In the app, data is refreshed intraday.

PDD closed at $78.49 on Sep 28, 2026 with 30-day implied volatility of 30.8%. That is in the lower half of its one-year range (IV rank 28), so premiums are on the modest side for PDD. Measured by IV percentile, IV is higher than 19% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $7.02, or 8.9%.

The price is below both its 50-day (-7.0%) and 200-day (-17.6%) moving averages. It is 43.2% below its 52-week high and 7.1% above its 52-week low. The 14-day RSI of 40.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.85, about 2.4% of the price, a measure of a typical day's range.

Option volume at the close (18.3K contracts) was 0.8x its average, quieter than usual. A beta of 0.96 means PDD has tended to move about 1.0 times as much as the broad market. 4 of our preset screens found trades on PDD at the close, led by Bear Put Spreads Below the 200-Day with 10 trades.

PDD stats at the close

Price
$78.49
Market cap $110B
Implied volatility
30.8%
30-day, at the money
IV rank
28
IV sits 28% of the way from its one-year low to its one-year high.
IV percentile
19
IV is higher than 19% of the past year's readings.
ATR (14-day)
$1.85
2.4% of the price on a typical day
RSI (14-day)
40.9
Between 30 and 70, neutral
52-week range
-43.2% from high
+7.1% from the 52-week low
Moving averages
-7.0% vs 50-day
-17.6% vs the 200-day
Beta
0.96
Sensitivity to the broad market
Option volume
0.8x avg
18.3K contracts vs 24.5K average

PDD expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days32.3%±$2.66 (3.4%)$75.83 to $81.15$2.16
Oct 30, 202632 days30.2%±$7.02 (8.9%)$71.47 to $85.51$5.61
Nov 20, 202653 days35.3%±$10.55 (13.4%)$67.94 to $89.04$8.50
Dec 18, 202681 days35.9%±$13.28 (16.9%)$65.21 to $91.77$10.65

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for PDD from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

PDD options FAQ

What is PDD's IV rank?
At the close on Sep 28, 2026, PDD's IV rank was 28 with 30-day implied volatility of 30.8%. IV sits 28% of the way from its one-year low to its one-year high. Its IV percentile was 19: IV is higher than 19% of the past year's readings.
What is the expected move for PDD?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.02 (8.9%), a range of $71.47 to $85.51. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on PDD?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on PDD: Bear Put Spreads Below the 200-Day (10), Married Put Protection (5), Long Call Butterflies for Pinning (4), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is PDD option volume above average?
On Sep 28, 2026, PDD option volume was 0.8x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.