IntraAlpha
Create free account Start free

Baozun Inc. American Depositary Shares BZUN

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-11T15:58:52.134Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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$0.14$1.02$1.89$2.77$3.64$-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 P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBZUN PRICE$0.24$0.31$0.39$0.47$0.54$0.62$0.70$0.77$0.85$0.93$1.01$2.15$2.77$3.39
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
30Δ4.9159.1%42.4%
35Δ4.7258.0%39.2%
40Δ4.5357.0%36.0%
45Δ4.3355.9%32.8%
50Δ4.1454.8%29.6%
55Δ3.9553.7%26.4%
60Δ3.7652.6%23.2%
65Δ3.5651.6%20.0%5.5085.9%7.3%
70Δ3.3750.5%16.8%6.1989.3%5.4%
75Δ3.1849.4%13.6%6.8892.7%3.5%
80Δ2.9948.3%10.4%

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
4.91
IV
59.1%
B/E move
42.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.72
IV
58.0%
B/E move
39.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.53
IV
57.0%
B/E move
36.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.33
IV
55.9%
B/E move
32.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.14
IV
54.8%
B/E move
29.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.95
IV
53.7%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.76
IV
52.6%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.56
IV
51.6%
B/E move
20.0%
Puts
Pseudo strike
5.50
IV
85.9%
B/E move
7.3%

70Δ

Calls
Pseudo strike
3.37
IV
50.5%
B/E move
16.8%
Puts
Pseudo strike
6.19
IV
89.3%
B/E move
5.4%

75Δ

Calls
Pseudo strike
3.18
IV
49.4%
B/E move
13.6%
Puts
Pseudo strike
6.88
IV
92.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
2.99
IV
48.3%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations