NTES implied volatility

NTES implied volatility: the term structure across expirations and the front expiry's smile by strike.

• NTES options traded $139.34K in premium on 2026-11-06: $139.34K in calls and $0.00 in puts, a net bullish lean of $139.34K.
• Put/call ratio 0.00, implied volatility 40.2%.
• Options price a move of about ±$10.68 by 2026-11-20.
• Max pain for 2026-11-20 is $125.0.

Updated 2026-11-11 15:53 UTC