IntraAlpha
Create free account Start free

Baozun Inc. American Depositary Shares BZUN

i

Market datapartial · fetched 2026-10-22T10:08:40.093Z

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 · 2026-10-22T08:01:05.823917938Z

FundamentalsAlpha Vantage · unavailable

Share price$3.31
1D
Price history unavailable.

Baozun Inc. American Depositary Shares options

Live interpolated BZUN call and put midpoint premiums by absolute delta.Baozun Inc. American Depositary Shares$0.13$0.41$0.69$0.97$1.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBZUN PRICE$0.16$0.21$0.26$0.36$0.46$0.56$0.66$0.77$0.87$0.97$1.07$1.17
Puts——
CallsExpensive2.40×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.12178.2%89.7%
25Δ5.54179.9%73.5%
30Δ4.98181.9%58.3%
35Δ4.72187.4%53.5%
40Δ4.46193.0%48.7%
45Δ4.20198.5%43.9%
50Δ3.94204.0%39.1%
55Δ3.68209.5%34.3%
60Δ3.42215.0%29.5%
65Δ3.16220.5%24.7%
70Δ2.90226.0%19.9%
75Δ2.64231.5%15.1%
80Δ

20Δ

Calls
Pseudo strike
6.12
IV
178.2%
B/E move
89.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.54
IV
179.9%
B/E move
73.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.98
IV
181.9%
B/E move
58.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.72
IV
187.4%
B/E move
53.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.46
IV
193.0%
B/E move
48.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.20
IV
198.5%
B/E move
43.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.94
IV
204.0%
B/E move
39.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.68
IV
209.5%
B/E move
34.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.42
IV
215.0%
B/E move
29.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.16
IV
220.5%
B/E move
24.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.90
IV
226.0%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.64
IV
231.5%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations