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Baozun Inc. American Depositary Shares BZUN

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Market datapartial · fetched 2026-10-22T21:13:25.836Z

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 · 2026-10-22T20:42:58.357223058Z

FundamentalsAlpha Vantage · unavailable

Share price$3.52
1D+2.6%
AH$3.41$3.47$3.53$3.59$3.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBZUN
Sold putSold callAH

Baozun Inc. American Depositary Shares options

Live interpolated BZUN call and put midpoint premiums by absolute delta.Baozun Inc. American Depositary Shares$0.12$0.46$0.81$1.15$1.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBZUN PRICE$0.16$0.20$0.25$0.24$0.34$0.43$0.53$0.63$0.72$0.82$0.91$1.01$1.11$1.20$1.30$1.40
PutsExpensive1.20×
CallsExpensive1.83×
SkewBullish-56.28 pp
Implied move——
TiltBearish89.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.15164.1%79.3%2.79115.5%27.7%
25Δ5.58164.3%64.5%2.95114.3%25.7%
30Δ5.02164.4%49.7%3.12113.0%23.7%
35Δ3.28111.7%21.7%
40Δ3.45110.5%19.7%
45Δ3.62109.2%17.7%
50Δ3.78108.0%15.8%
55Δ3.95106.7%13.8%
60Δ4.11105.5%11.8%
65Δ4.28104.2%9.8%
70Δ4.45103.0%7.8%
75Δ4.61101.7%5.9%
80Δ4.78100.4%3.9%

20Δ

Calls
Pseudo strike
6.15
IV
164.1%
B/E move
79.3%
Puts
Pseudo strike
2.79
IV
115.5%
B/E move
27.7%

25Δ

Calls
Pseudo strike
5.58
IV
164.3%
B/E move
64.5%
Puts
Pseudo strike
2.95
IV
114.3%
B/E move
25.7%

30Δ

Calls
Pseudo strike
5.02
IV
164.4%
B/E move
49.7%
Puts
Pseudo strike
3.12
IV
113.0%
B/E move
23.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
111.7%
B/E move
21.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
110.5%
B/E move
19.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
109.2%
B/E move
17.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
108.0%
B/E move
15.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
106.7%
B/E move
13.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
105.5%
B/E move
11.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
104.2%
B/E move
9.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
103.0%
B/E move
7.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
101.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
100.4%
B/E move
3.9%

Options history

No recorded observations