EH · EHang Holdings Ltd

Track EH — free Ask ALVIS about EH

$5.16 +0.22 (+4.35%)

Market Cap

$374.68M

75.85M

Options Chain

15-min delayed Underlying $5.16 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 28 contracts

Put / call OI

0.35

Call-heavy positioning

Open interest

7,562

contracts outstanding

Volume

505

traded today

Max pain

$6.00

$0.85 above spot

ATM implied vol

81%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Oct 16 78d Nov 20 113d Jan 15 169d Jan 21 540d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	—	—	$4.63		$0.02	—	—	2	1
Call · $1 In the money Last $4.63 Breakeven $5.63 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $1 Last $0.02 Breakeven $0.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
2	1	—	—	$3.26		—	—	—	—	0
Call · $2 In the money Last $3.26 Breakeven $5.26 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	1	—	—	$2.31		—	—	—	—	0
Call · $3 In the money Last $2.31 Breakeven $5.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $3 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	1	71.1%	0.939	$1.42		$0.10	-0.132	103.5%	5	82
Call · $4 In the money Last $1.42 Breakeven $5.42 Implied vol 71.1% Delta 0.939 ≈94% ITM Gamma 0.136 Theta -0.003 Vega 0.002 Open interest 7 Model this call Put · $4 Last $0.10 Breakeven $3.90 Implied vol 103.5% Delta -0.132 ≈13% ITM Gamma 0.163 Theta -0.006 Vega 0.003 Open interest 82 Model this put
71	6	73.4%	0.601	$0.50		$0.40	-0.404	88.7%	420	1.6k
Call · $5 In the money Last $0.50 Breakeven $5.50 Implied vol 73.4% Delta 0.601 ≈60% ITM Gamma 0.417 Theta -0.008 Vega 0.005 Open interest 71 Model this call Put · $5 Last $0.40 Breakeven $4.60 Implied vol 88.7% Delta -0.404 ≈40% ITM Gamma 0.347 Theta -0.01 Vega 0.005 Open interest 1.6k Model this put
Underlying $5.16
1.2k	4	83.3%	0.259	$0.15		$0.96	-0.664	110.4%	4	213
Call · $6 Last $0.15 Breakeven $6.15 Implied vol 83.3% Delta 0.259 ≈26% ITM Gamma 0.312 Theta -0.008 Vega 0.004 Open interest 1.2k Model this call Put · $6 In the money Last $0.96 Breakeven $5.04 Implied vol 110.4% Delta -0.664 ≈66% ITM Gamma 0.263 Theta -0.011 Vega 0.005 Open interest 213 Model this put
166	12	99.1%	0.129	$0.08		$1.96	-0.825	117.2%	20	25
Call · $7 Last $0.08 Breakeven $7.08 Implied vol 99.1% Delta 0.129 ≈13% ITM Gamma 0.168 Theta -0.006 Vega 0.003 Open interest 166 Model this call Put · $7 In the money Last $1.96 Breakeven $5.04 Implied vol 117.2% Delta -0.825 ≈83% ITM Gamma 0.178 Theta -0.008 Vega 0.004 Open interest 25 Model this put
138	2	137%	0.129	$0.04		$2.98	-0.922	117.3%	10	31
Call · $8 Last $0.04 Breakeven $8.04 Implied vol 137% Delta 0.129 ≈13% ITM Gamma 0.121 Theta -0.008 Vega 0.003 Open interest 138 Model this call Put · $8 In the money Last $2.98 Breakeven $5.02 Implied vol 117.3% Delta -0.922 ≈92% ITM Gamma 0.105 Theta -0.004 Vega 0.002 Open interest 31 Model this put
4k	1	246.3%	0.272	$0.05		$3.55	-0.931	139.3%	1	6
Call · $9 Last $0.05 Breakeven $9.05 Implied vol 246.3% Delta 0.272 ≈27% ITM Gamma 0.106 Theta -0.023 Vega 0.004 Open interest 4k Model this call Put · $9 In the money Last $3.55 Breakeven $5.45 Implied vol 139.3% Delta -0.931 ≈93% ITM Gamma 0.08 Theta -0.005 Vega 0.002 Open interest 6 Model this put
2	1	209.4%	0.154	$0.05		—	-0.937	158.9%	—	0
Call · $10 Last $0.05 Breakeven $10.05 Implied vol 209.4% Delta 0.154 ≈15% ITM Gamma 0.089 Theta -0.014 Vega 0.003 Open interest 2 Model this call Put · $10 In the money Last — Breakeven — Implied vol 158.9% Delta -0.937 ≈94% ITM Gamma 0.066 Theta -0.005 Vega 0.002 Open interest 0 Model this put
49	3	213.2%	0.115	$0.02		$5.74	-0.901	204.4%	1	0
Call · $11 Last $0.02 Breakeven $11.02 Implied vol 213.2% Delta 0.115 ≈12% ITM Gamma 0.072 Theta -0.012 Vega 0.003 Open interest 49 Model this call Put · $11 In the money Last $5.74 Breakeven $5.26 Implied vol 204.4% Delta -0.901 ≈90% ITM Gamma 0.07 Theta -0.01 Vega 0.002 Open interest 0 Model this put
6	6	315.1%	0.237	$0.10		$6.66	-0.906	219.8%	1	0
Call · $12 Last $0.10 Breakeven $12.10 Implied vol 315.1% Delta 0.237 ≈24% ITM Gamma 0.078 Theta -0.028 Vega 0.005 Open interest 6 Model this call Put · $12 In the money Last $6.66 Breakeven $5.34 Implied vol 219.8% Delta -0.906 ≈91% ITM Gamma 0.063 Theta -0.01 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		—	-0.768	333.8%	—	0
Call · $13 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $13 In the money Last — Breakeven — Implied vol 333.8% Delta -0.768 ≈77% ITM Gamma 0.073 Theta -0.029 Vega 0.003 Open interest 0 Model this put
1	1	—	—	$0.04		—	-0.912	247.3%	—	0
Call · $14 Last $0.04 Breakeven $14.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $14 In the money Last — Breakeven — Implied vol 247.3% Delta -0.912 ≈91% ITM Gamma 0.053 Theta -0.01 Vega 0.002 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1759783 CUSIP 26853E102 13F (30d) 14 filings 14 filers Visit website Investor relations