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ASE Technology Holding Co., Ltd. ASX

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Market datapartial · fetched 2026-10-22T21:10:03.590Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:09:38.989528056Z

FundamentalsAlpha Vantage · unavailable

Share price$37.87
1D-6.4%
AH$37$38$40$41$435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASX
Sold putSold callAH

ASE Technology Holding Co., Ltd. options

Live interpolated ASX call and put midpoint premiums by absolute delta.ASE Technology Holding Co., Ltd.$0.48$2.43$4.38$6.34$8.29$28.56$33.94$39.31$44.68$50.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASX spot · $37.87ASX PRICE$0.69$0.92$1.16$1.46$1.77$2.11$2.48$2.84$3.34$3.88$4.42$5.29$6.18$0.95$1.24$1.53$1.94$2.36$2.81$3.36$3.91$4.52$5.17$5.85$6.78$7.73
PutsExpensive1.10×
CallsFair1.02×
SkewBearish+3.16 pp
Implied moveBearish±$5.83
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7862.5%20.1%32.6871.7%16.2%
25Δ43.5162.2%17.3%33.8469.7%13.9%
30Δ42.3062.2%14.8%35.0067.7%11.6%
35Δ41.3662.9%13.1%35.9367.9%10.3%
40Δ40.4263.6%11.4%36.8568.2%8.9%
45Δ39.5163.9%9.9%37.7868.4%7.7%
50Δ38.6363.9%8.5%38.7268.4%6.6%
55Δ37.7563.9%7.2%39.6768.5%5.6%
60Δ36.8664.5%6.1%40.6467.9%4.6%
65Δ35.9565.3%5.2%41.6267.0%3.7%
70Δ35.0566.2%4.2%42.6366.0%2.9%
75Δ33.9068.5%3.5%43.8265.3%2.2%
80Δ32.7370.8%2.7%45.0364.6%1.5%

20Δ

Calls
Pseudo strike
44.78
IV
62.5%
B/E move
20.1%
Puts
Pseudo strike
32.68
IV
71.7%
B/E move
16.2%

25Δ

Calls
Pseudo strike
43.51
IV
62.2%
B/E move
17.3%
Puts
Pseudo strike
33.84
IV
69.7%
B/E move
13.9%

30Δ

Calls
Pseudo strike
42.30
IV
62.2%
B/E move
14.8%
Puts
Pseudo strike
35.00
IV
67.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
41.36
IV
62.9%
B/E move
13.1%
Puts
Pseudo strike
35.93
IV
67.9%
B/E move
10.3%

40Δ

Calls
Pseudo strike
40.42
IV
63.6%
B/E move
11.4%
Puts
Pseudo strike
36.85
IV
68.2%
B/E move
8.9%

45Δ

Calls
Pseudo strike
39.51
IV
63.9%
B/E move
9.9%
Puts
Pseudo strike
37.78
IV
68.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
38.63
IV
63.9%
B/E move
8.5%
Puts
Pseudo strike
38.72
IV
68.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
37.75
IV
63.9%
B/E move
7.2%
Puts
Pseudo strike
39.67
IV
68.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
36.86
IV
64.5%
B/E move
6.1%
Puts
Pseudo strike
40.64
IV
67.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
35.95
IV
65.3%
B/E move
5.2%
Puts
Pseudo strike
41.62
IV
67.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
35.05
IV
66.2%
B/E move
4.2%
Puts
Pseudo strike
42.63
IV
66.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
33.90
IV
68.5%
B/E move
3.5%
Puts
Pseudo strike
43.82
IV
65.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
32.73
IV
70.8%
B/E move
2.7%
Puts
Pseudo strike
45.03
IV
64.6%
B/E move
1.5%

Options history

ASX56.1757.3258.472026-10-20: 58.31%2026-10-21: 56.33%Oct 20Oct 21
Table
DateIV
58.31%
56.33%