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ASE Technology Holding Co., Ltd. ASX

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-11T13:54:39.420Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:54:02.572198638Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:38.765997+00:00

Share price$37.61
1D+0.2%
$37.59$37.64$37.68$37.72$37.775:30 AM6:30 AM9:00 AM1:00 PMASX
Sold putSold call

ASE Technology Holding Co., Ltd. options

Live interpolated ASX call and put midpoint premiums by absolute delta.ASE Technology Holding Co., Ltd.$0.00$4.32$8.64$12.95$17.27$27.54$32.60$37.66$42.72$47.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ASX spot · $37.61ASX PRICE$0.33$0.41$0.51$0.60$0.69$0.79$0.88$0.81$1.12$1.42$1.89$2.39$2.90$4.10$5.38$7.08$9.45$16.02
Puts——
Calls——
Skew——
Implied moveBearish±$4.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7053.6%9.1%32.99110.2%14.4%
25Δ39.8348.7%7.0%33.91111.9%12.8%
30Δ39.4346.7%6.2%34.82113.6%11.2%
35Δ39.0244.7%5.4%35.71117.8%10.1%
40Δ38.6242.7%4.5%36.58122.6%9.1%
45Δ38.2140.7%3.7%37.46127.4%8.1%
50Δ37.8138.7%2.9%38.79145.1%7.8%
55Δ40.20163.3%7.4%
60Δ42.13180.0%6.8%
65Δ44.73201.2%6.2%
70Δ51.24262.4%6.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
40.70
IV
53.6%
B/E move
9.1%
Puts
Pseudo strike
32.99
IV
110.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
39.83
IV
48.7%
B/E move
7.0%
Puts
Pseudo strike
33.91
IV
111.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
39.43
IV
46.7%
B/E move
6.2%
Puts
Pseudo strike
34.82
IV
113.6%
B/E move
11.2%

35Δ

Calls
Pseudo strike
39.02
IV
44.7%
B/E move
5.4%
Puts
Pseudo strike
35.71
IV
117.8%
B/E move
10.1%

40Δ

Calls
Pseudo strike
38.62
IV
42.7%
B/E move
4.5%
Puts
Pseudo strike
36.58
IV
122.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
38.21
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
37.46
IV
127.4%
B/E move
8.1%

50Δ

Calls
Pseudo strike
37.81
IV
38.7%
B/E move
2.9%
Puts
Pseudo strike
38.79
IV
145.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.20
IV
163.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.13
IV
180.0%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.73
IV
201.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.24
IV
262.4%
B/E move
6.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.66%
Daily EOD
ASX56.0%58.3%60.6%2026-10-19: 56.42%2026-10-20: 58.31%2026-10-21: 56.33%2026-10-22: 60.30%2026-10-23: 59.39%2026-10-26: 58.73%2026-10-27: 58.08%2026-10-28: 58.02%2026-10-29: 57.62%2026-10-30: 59.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.42%
58.31%
56.33%
60.30%
59.39%
58.73%
58.08%
58.02%
57.62%
59.66%