Home Options NTESChain

NTES

NetEase, Inc.Close $124.75EOD only

Max Pain

$130.00

Next expiry Aug 21, 2026

Expected Move

±$7.05

5.7% from close

Price Gap

+5.25

Distance to max pain

IV Rank

Low premium

P/C OI

0.84

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Aug 18, 2026 close

End-of-day snapshot

This page reflects NTES options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Aug 18, 2026 close

NTES Options Chain

Data as of market close Aug 18, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
100.00	24.80	23.90	26.50	0.00	0	1	138.7%	0.966	0.0048	-0.209	0.009	0.008
105.00	20.44	18.90	21.50	0.00	1	1	113.8%	0.958	0.0070	-0.205	0.010	0.008
110.00	15.10	14.60	17.10	2.66	2	2	115.8%	0.895	0.0139	-0.408	0.021	0.008
115.00	8.80	9.50	12.00	0.00	1	3	83.7%	0.867	0.0226	-0.350	0.024	0.008
120.00	7.28	5.10	7.90	0.93	4	28	71.3%	0.738	0.0404	-0.447	0.037	0.007
125.00	4.10	2.40	4.20	0.70	54	72	65.7%	0.501	0.0537	-0.501	0.045	0.005
130.00	1.90	1.50	2.10	-0.25	6	886	72.8%	0.279	0.0408	-0.465	0.038	0.003
135.00	0.75	0.60	0.90	0.02	7	184	72.2%	0.121	0.0247	-0.276	0.023	0.001
140.00	0.75	0.25	0.55	0.37	1	350	78.7%	0.058	0.0130	-0.172	0.013	0.001
145.00	0.20	0.00	0.30	-0.03	1	473	78.9%	0.020	0.0053	-0.071	0.005	0.000
150.00	0.05	0.05	0.10	0.00	1	167	83.4%	0.008	0.0024	-0.036	0.003	0.000
155.00	0.10	0.00	0.15	0.00	1	251	95.7%	0.007	0.0018	-0.035	0.002	0.000
160.00	0.04	0.00	1.75	0.00	1	38	167.8%	0.060	0.0062	-0.376	0.013	0.001
165.00	0.05	0.00	1.75	0.00	2	40	182.8%	0.055	0.0053	-0.382	0.013	0.001
170.00	0.50	0.00	1.75	0.00	3	29	197.0%	0.050	0.0047	-0.386	0.012	0.000
175.00	0.30	0.00	1.00	0.00	1	9	187.7%	0.029	0.0031	-0.232	0.007	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
90.00	0.32	0.00	0.25	0.00	1	2	152.3%	-0.007	0.0012	-0.059	0.002	-0.000
95.00	0.37	0.00	0.95	0.00	0	5	166.2%	-0.030	0.0036	-0.211	0.008	-0.000
100.00	0.05	0.00	0.10	-0.16	1	45	94.9%	-0.004	0.0012	-0.023	0.001	-0.000
105.00	0.19	0.00	1.20	0.00	8	32	122.2%	-0.053	0.0078	-0.249	0.012	-0.001
110.00	0.25	0.15	0.70	-0.03	20	48	88.0%	-0.052	0.0108	-0.177	0.012	-0.001
115.00	0.65	0.50	1.50	0.00	1	96	83.7%	-0.133	0.0226	-0.336	0.024	-0.001
120.00	1.50	1.25	2.65	-0.25	46	358	75.8%	-0.273	0.0388	-0.470	0.038	-0.003
125.00	3.50	1.90	5.60	-1.00	58	114	69.5%	-0.498	0.0508	-0.515	0.045	-0.005
130.00	6.72	4.80	8.00	-0.93	1	158	58.2%	-0.773	0.0458	-0.318	0.034	-0.008
135.00	5.86	8.80	12.30	0.00	1	33	55.4%	-0.938	0.0194	-0.112	0.014	-0.010
145.00	25.35	18.30	22.30	0.00	1	1	66.4%	-0.993	0.0026	-0.007	0.002	-0.012

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.