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Bilibili Inc. American Depositary Shares BILI

i

Market datapartial · fetched 2026-11-07T08:11:06.593Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T23:54:51.857811349Z

FundamentalsAlpha Vantage · unavailable

Share price$14.61
1D+1.1%
AH$14.38$14.49$14.59$14.70$14.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILI
Sold putSold callAH

Bilibili Inc. American Depositary Shares options

Live interpolated BILI call and put midpoint premiums by absolute delta.Bilibili Inc. American Depositary Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBILI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 blend51.57%
Daily close
BILI40.2%62.3%84.4%2026-08-10: 56.88%2026-08-11: 51.17%2026-08-12: 58.25%2026-08-13: 81.34%2026-08-14: 52.54%2026-08-17: 63.60%2026-08-18: 51.99%2026-08-19: 62.30%2026-08-20: 71.42%2026-08-21: 65.22%2026-08-24: 70.27%2026-08-25: 68.32%2026-08-26: 72.28%2026-08-27: 55.54%2026-08-28: 43.24%2026-08-31: 47.72%2026-09-01: 46.79%2026-09-02: 46.82%2026-09-03: 47.57%2026-09-04: 45.78%2026-09-08: 49.63%2026-09-09: 48.56%2026-09-10: 50.38%2026-09-11: 49.09%2026-09-16: 61.33%2026-09-18: 49.91%2026-09-21: 51.28%2026-09-22: 51.74%2026-09-23: 50.98%2026-09-24: 50.07%2026-09-25: 49.29%2026-09-28: 48.93%2026-09-29: 49.98%2026-09-30: 47.58%2026-10-01: 48.94%2026-10-02: 48.69%2026-10-05: 48.26%2026-10-06: 48.07%2026-10-07: 50.27%2026-10-08: 48.63%2026-10-09: 48.89%2026-10-12: 51.59%2026-10-13: 50.20%2026-10-16: 50.32%2026-10-19: 49.33%2026-10-20: 49.94%2026-10-21: 50.71%2026-10-22: 51.76%2026-10-23: 51.77%2026-10-26: 53.14%2026-10-27: 50.21%2026-10-28: 49.19%2026-10-29: 51.80%2026-10-30: 51.57%Aug 10Sep 21Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.88%
51.17%
58.25%
81.34%
52.54%
63.60%
51.99%
62.30%
71.42%
65.22%
70.27%
68.32%
72.28%
55.54%
43.24%
47.72%
46.79%
46.82%
47.57%
45.78%
49.63%
48.56%
50.38%
49.09%
61.33%
49.91%
51.28%
51.74%
50.98%
50.07%
49.29%
48.93%
49.98%
47.58%
48.94%
48.69%
48.26%
48.07%
50.27%
48.63%
48.89%
51.59%
50.20%
50.32%
49.33%
49.94%
50.71%
51.76%
51.77%
53.14%
50.21%
49.19%
51.80%
51.57%