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China Automotive Systems, Inc. Ordinary Share CAAS

i

Market datapartial · fetched 2026-11-11T13:55:04.481Z

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: 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 · 2026-11-11T13:37:45.043405639Z

FundamentalsAlpha Vantage · unavailable

Share price$4.39
1D+0.0%
$4.39$4.39$4.39$4.39$4.405:30 AM6:30 AM9:00 AM1:00 PMCAAS
Sold putSold call

China Automotive Systems, Inc. Ordinary Share options

Live interpolated CAAS call and put midpoint premiums by absolute delta.China Automotive Systems, Inc. Ordinary Share$0.21$1.71$3.22$4.73$6.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECAAS PRICE$0.37$0.43$0.49$0.44$0.48$0.53$0.58$0.62$0.67$0.72$0.76$0.81$5.80
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.82468.0%45.8%
25Δ3.06433.8%41.2%
30Δ3.31399.7%36.6%
35Δ5.82256.7%41.1%3.56365.6%32.1%
40Δ5.44257.3%33.7%3.81331.5%27.5%
45Δ5.06258.0%26.4%4.05297.4%22.9%
50Δ4.30263.3%18.3%
55Δ4.55229.1%13.8%
60Δ4.80195.0%9.2%
65Δ
70Δ
75Δ
80Δ9.95431.0%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
468.0%
B/E move
45.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.06
IV
433.8%
B/E move
41.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
399.7%
B/E move
36.6%

35Δ

Calls
Pseudo strike
5.82
IV
256.7%
B/E move
41.1%
Puts
Pseudo strike
3.56
IV
365.6%
B/E move
32.1%

40Δ

Calls
Pseudo strike
5.44
IV
257.3%
B/E move
33.7%
Puts
Pseudo strike
3.81
IV
331.5%
B/E move
27.5%

45Δ

Calls
Pseudo strike
5.06
IV
258.0%
B/E move
26.4%
Puts
Pseudo strike
4.05
IV
297.4%
B/E move
22.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
263.3%
B/E move
18.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
229.1%
B/E move
13.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
195.0%
B/E move
9.2%

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.95
IV
431.0%
B/E move
5.5%

Options history

IV · four-Friday blend87.79%
Daily close
CAAS68.0%98.4%128.7%2026-08-28: 91.75%2026-09-17: 124.53%2026-09-18: 80.50%2026-09-21: 81.05%2026-09-24: 72.17%2026-09-28: 74.85%2026-09-30: 87.79%Aug 28Sep 21Sep 30
7 observations2026-08-28 — 2026-09-30
Table
DateIV (%)
91.75%
124.53%
80.50%
81.05%
72.17%
74.85%
87.79%