IntraAlpha
Create free account Start free

Bilibili Inc BILI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-10-16T21:50:27.966Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:19.700153958Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:27.467507+00:00

Share price$14.07
1D-1.5%
AH$13.94$14.04$14.15$14.25$14.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILI
Sold putSold callAH

Bilibili Inc options

Live interpolated BILI call and put midpoint premiums by absolute delta.Bilibili Inc$0.16$0.90$1.64$2.38$3.12$11.21$12.70$14.19$15.68$17.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILI spot · $14.07BILI PRICE$0.24$0.31$0.42$0.52$0.63$0.74$0.85$0.96$1.18$1.40$1.62$2.19$2.91$0.27$0.36$0.46$0.57$0.69$0.80$1.01$1.21$1.42$1.77$2.16$2.44$2.67
PutsExpensive1.24×
CallsExpensive1.61×
SkewBullish-5.60 pp
Implied moveBearish±$1.86
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.4251.7%18.4%12.5548.5%12.7%
25Δ15.9552.0%15.6%12.8650.0%11.1%
30Δ15.6253.2%14.0%13.1650.4%9.8%
35Δ15.3054.3%12.4%13.4550.0%8.5%
40Δ14.9755.3%10.8%13.7349.6%7.3%
45Δ14.6554.4%9.4%14.0249.2%6.1%
50Δ14.3453.5%8.0%14.3350.6%5.3%
55Δ14.0252.6%6.5%14.6352.0%4.6%
60Δ13.7054.6%5.7%14.9453.4%3.9%
65Δ13.3756.9%5.0%15.3756.1%3.3%
70Δ13.0459.3%4.2%15.8459.2%2.8%
75Δ12.4370.9%3.9%16.2158.0%2.1%
80Δ11.6885.7%3.7%16.5354.5%1.4%

20Δ

Calls
Pseudo strike
16.42
IV
51.7%
B/E move
18.4%
Puts
Pseudo strike
12.55
IV
48.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
15.95
IV
52.0%
B/E move
15.6%
Puts
Pseudo strike
12.86
IV
50.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
15.62
IV
53.2%
B/E move
14.0%
Puts
Pseudo strike
13.16
IV
50.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
15.30
IV
54.3%
B/E move
12.4%
Puts
Pseudo strike
13.45
IV
50.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
14.97
IV
55.3%
B/E move
10.8%
Puts
Pseudo strike
13.73
IV
49.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
14.65
IV
54.4%
B/E move
9.4%
Puts
Pseudo strike
14.02
IV
49.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
14.34
IV
53.5%
B/E move
8.0%
Puts
Pseudo strike
14.33
IV
50.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
14.02
IV
52.6%
B/E move
6.5%
Puts
Pseudo strike
14.63
IV
52.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
13.70
IV
54.6%
B/E move
5.7%
Puts
Pseudo strike
14.94
IV
53.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
13.37
IV
56.9%
B/E move
5.0%
Puts
Pseudo strike
15.37
IV
56.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
13.04
IV
59.3%
B/E move
4.2%
Puts
Pseudo strike
15.84
IV
59.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.43
IV
70.9%
B/E move
3.9%
Puts
Pseudo strike
16.21
IV
58.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
11.68
IV
85.7%
B/E move
3.7%
Puts
Pseudo strike
16.53
IV
54.5%
B/E move
1.4%