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PDD options: IV rank, expected move and trade screens

PDD Holdings Inc. · Consumer

In the app, stock prices are live and options data is refreshed intraday.

PDD last closed at $78.97 with 30-day implied volatility of 44.4%. That is near the top of its one-year range (IV rank 76), so option premiums on PDD are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 83% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $9.99, or 12.6%.

The price is below both its 50-day (-0.7%) and 200-day (-12.2%) moving averages. It is 42.0% below its 52-week high and 7.7% above its 52-week low. The 14-day RSI of 46.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.39, about 3.0% of the price, a measure of a typical day's range.

Option volume at the close (19.7K contracts) was 0.9x its average, close to normal. A beta of 0.60 means PDD has tended to move about 0.6 times as much as the broad market. 2 of our preset screens found trades on PDD at the close, led by Bear Put Spreads Below the 200-Day with 1 trade.

PDD stats at the close

Price
$78.97
Market cap $110B
Implied volatility
44.4%
30-day, at the money
IV rank
76
IV sits 76% of the way from its one-year low to its one-year high.
IV percentile
83
IV is higher than 83% of the past year's readings.
ATR (14-day)
$2.39
3.0% of the price on a typical day
RSI (14-day)
46.9
Between 30 and 70, neutral
52-week range
-42.0% from high
+7.7% from the 52-week low
Moving averages
-0.7% vs 50-day
-12.2% vs the 200-day
Beta
0.60
Sensitivity to the broad market
Option volume
0.9x avg
19.7K contracts vs 22.8K 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
Nov 20, 20267 days65.4%±$7.15 (9.1%)$71.82 to $86.12$5.71
Dec 11, 202628 days45.7%±$9.99 (12.6%)$68.98 to $88.96$7.96
Jan 15, 202763 days36.3%±$11.91 (15.1%)$67.06 to $90.88$9.53

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 last close, PDD's IV rank was 76 with 30-day implied volatility of 44.4%. IV sits 76% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.
What is the expected move for PDD?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $9.99 (12.6%), a range of $68.98 to $88.96. 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 last close, these OptionClaws preset screens had passing trades on PDD: Bear Put Spreads Below the 200-Day (1), Long Call Butterflies for Pinning (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is PDD option volume above average?
At the last close, PDD option volume was 0.9x its average, close to normal.

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.