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Baozun Inc. American Depositary Shares BZUN

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-11T15:57:49.234Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:55:11.711314698Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:53:02.219282+00:00

Share price$3.62
1D+2.0%
$3.54$3.56$3.58$3.60$3.635:30 AM6:30 AM9:00 AM1:00 PMBZUN
Sold putSold call

Baozun Inc. American Depositary Shares options

Live interpolated BZUN call and put midpoint premiums by absolute delta.Baozun Inc. American Depositary Shares$0.08$0.44$0.80$1.17$1.53$2.16$2.88$3.60$4.33$5.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZUN spot · $3.62BZUN PRICE$0.12$0.18$0.25$0.31$0.38$0.44$0.51$0.57$0.64$0.71$0.77$0.84$0.90$0.26$0.36$0.45$0.55$0.65$0.75$0.84$0.94$1.04$1.14$1.23$1.33$1.43
PutsFair1.04×
CallsCheap0.84×
SkewBearish+13.81 pp
Implied moveBearish±$1.35
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.9672.2%40.5%2.8381.6%28.8%
25Δ4.8070.7%37.9%3.0180.9%26.5%
30Δ4.6469.3%35.2%3.1980.1%24.3%
35Δ4.4867.8%32.6%3.3779.4%22.1%
40Δ4.3266.3%30.0%3.5478.7%19.9%
45Δ4.1664.9%27.4%3.7277.9%17.7%
50Δ4.0063.4%24.8%3.9077.2%15.5%
55Δ3.8461.9%22.2%4.0876.5%13.3%
60Δ3.6860.5%19.6%4.2575.8%11.1%
65Δ3.5259.0%16.9%4.4375.0%8.9%
70Δ3.3657.6%14.3%4.6174.3%6.7%
75Δ3.2056.1%11.7%4.7873.6%4.5%
80Δ3.0454.6%9.1%4.9672.8%2.3%

20Δ

Calls
Pseudo strike
4.96
IV
72.2%
B/E move
40.5%
Puts
Pseudo strike
2.83
IV
81.6%
B/E move
28.8%

25Δ

Calls
Pseudo strike
4.80
IV
70.7%
B/E move
37.9%
Puts
Pseudo strike
3.01
IV
80.9%
B/E move
26.5%

30Δ

Calls
Pseudo strike
4.64
IV
69.3%
B/E move
35.2%
Puts
Pseudo strike
3.19
IV
80.1%
B/E move
24.3%

35Δ

Calls
Pseudo strike
4.48
IV
67.8%
B/E move
32.6%
Puts
Pseudo strike
3.37
IV
79.4%
B/E move
22.1%

40Δ

Calls
Pseudo strike
4.32
IV
66.3%
B/E move
30.0%
Puts
Pseudo strike
3.54
IV
78.7%
B/E move
19.9%

45Δ

Calls
Pseudo strike
4.16
IV
64.9%
B/E move
27.4%
Puts
Pseudo strike
3.72
IV
77.9%
B/E move
17.7%

50Δ

Calls
Pseudo strike
4.00
IV
63.4%
B/E move
24.8%
Puts
Pseudo strike
3.90
IV
77.2%
B/E move
15.5%

55Δ

Calls
Pseudo strike
3.84
IV
61.9%
B/E move
22.2%
Puts
Pseudo strike
4.08
IV
76.5%
B/E move
13.3%

60Δ

Calls
Pseudo strike
3.68
IV
60.5%
B/E move
19.6%
Puts
Pseudo strike
4.25
IV
75.8%
B/E move
11.1%

65Δ

Calls
Pseudo strike
3.52
IV
59.0%
B/E move
16.9%
Puts
Pseudo strike
4.43
IV
75.0%
B/E move
8.9%

70Δ

Calls
Pseudo strike
3.36
IV
57.6%
B/E move
14.3%
Puts
Pseudo strike
4.61
IV
74.3%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.20
IV
56.1%
B/E move
11.7%
Puts
Pseudo strike
4.78
IV
73.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.04
IV
54.6%
B/E move
9.1%
Puts
Pseudo strike
4.96
IV
72.8%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations