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Bilibili Inc BILI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-16T00:17:16.133Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:40:47.477345824Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:14.399748+00:00

Share price$14.44
1D+2.4%
AH$14.06$14.17$14.28$14.38$14.495:30 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$0.12$1.34$2.56$3.78$5.00$11.26$12.78$14.29$15.81$17.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILI spot · $14.44BILI PRICE$0.25$0.33$0.41$0.50$0.60$0.71$0.86$1.01$1.15$1.31$1.47$1.63$1.84$0.30$0.40$0.52$0.65$0.77$0.91$1.04$1.17$1.42$1.68$2.09$3.94$4.65
PutsExpensive1.38×
CallsExpensive1.40×
SkewBearish+6.60 pp
Implied moveBearish±$1.90
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9353.3%19.0%12.7154.1%14.0%
25Δ16.4452.0%16.1%13.1452.5%11.7%
30Δ15.9750.8%13.4%13.4653.1%10.4%
35Δ15.6350.6%11.8%13.7753.7%9.1%
40Δ15.3050.4%10.2%14.0853.8%7.8%
45Δ14.9750.3%8.6%14.3852.6%6.7%
50Δ14.6851.0%7.6%14.6751.3%5.6%
55Δ14.3851.6%6.6%14.9750.0%4.5%
60Δ14.0952.3%5.6%15.3150.7%3.8%
65Δ13.8051.4%4.7%15.6751.6%3.1%
70Δ13.5249.8%3.8%16.1555.8%2.6%
75Δ13.2448.3%2.9%17.9682.4%2.9%
80Δ12.9147.8%2.1%18.7983.7%2.1%

20Δ

Calls
Pseudo strike
16.93
IV
53.3%
B/E move
19.0%
Puts
Pseudo strike
12.71
IV
54.1%
B/E move
14.0%

25Δ

Calls
Pseudo strike
16.44
IV
52.0%
B/E move
16.1%
Puts
Pseudo strike
13.14
IV
52.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
15.97
IV
50.8%
B/E move
13.4%
Puts
Pseudo strike
13.46
IV
53.1%
B/E move
10.4%

35Δ

Calls
Pseudo strike
15.63
IV
50.6%
B/E move
11.8%
Puts
Pseudo strike
13.77
IV
53.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
15.30
IV
50.4%
B/E move
10.2%
Puts
Pseudo strike
14.08
IV
53.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
14.97
IV
50.3%
B/E move
8.6%
Puts
Pseudo strike
14.38
IV
52.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
14.68
IV
51.0%
B/E move
7.6%
Puts
Pseudo strike
14.67
IV
51.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
14.38
IV
51.6%
B/E move
6.6%
Puts
Pseudo strike
14.97
IV
50.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
14.09
IV
52.3%
B/E move
5.6%
Puts
Pseudo strike
15.31
IV
50.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
13.80
IV
51.4%
B/E move
4.7%
Puts
Pseudo strike
15.67
IV
51.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
13.52
IV
49.8%
B/E move
3.8%
Puts
Pseudo strike
16.15
IV
55.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
13.24
IV
48.3%
B/E move
2.9%
Puts
Pseudo strike
17.96
IV
82.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.91
IV
47.8%
B/E move
2.1%
Puts
Pseudo strike
18.79
IV
83.7%
B/E move
2.1%