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China Automotive Systems, Inc. Ordinary Share CAAS

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Market datapartial · fetched 2026-10-22T05:14:40.412Z

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 · 2026-10-21T21:18:25.656036612Z

FundamentalsAlpha Vantage · unavailable

Share price$4.43
1D-0.6%
AH$4.42$4.44$4.46$4.48$4.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAAS
Sold putSold callAH

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$0.61$1.01$1.41$1.82$1.71$3.06$4.40$5.75$7.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAAS spot · $4.43CAAS PRICE$0.25$0.36$0.38$0.38$0.38$0.47$0.65$0.82$1.00$1.17$1.35$1.52$1.70$0.42$0.45$0.48$0.51$0.55$0.58$0.61$0.64$0.67$0.71
PutsExpensive2.97×
CallsExpensive3.17×
SkewBearish+4.29 pp
Implied moveBullish±$1.26
TiltBullish29.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.87212.3%105.9%2.80263.2%46.1%
25Δ9.89266.2%131.4%3.03243.5%41.7%
30Δ8.67230.3%104.2%3.26223.7%37.3%
35Δ7.18183.4%70.5%3.49203.9%32.8%
40Δ5.68136.5%36.8%3.72184.1%28.4%
45Δ4.86119.3%20.3%3.95164.3%23.9%
50Δ4.60127.4%18.5%4.18144.5%19.5%
55Δ4.34135.4%16.6%4.40124.7%15.1%
60Δ4.09143.5%14.7%4.63105.0%10.6%
65Δ3.83151.6%12.9%4.8685.2%6.2%
70Δ3.57159.6%11.0%
75Δ3.31167.7%9.1%
80Δ3.05175.8%7.3%

20Δ

Calls
Pseudo strike
8.87
IV
212.3%
B/E move
105.9%
Puts
Pseudo strike
2.80
IV
263.2%
B/E move
46.1%

25Δ

Calls
Pseudo strike
9.89
IV
266.2%
B/E move
131.4%
Puts
Pseudo strike
3.03
IV
243.5%
B/E move
41.7%

30Δ

Calls
Pseudo strike
8.67
IV
230.3%
B/E move
104.2%
Puts
Pseudo strike
3.26
IV
223.7%
B/E move
37.3%

35Δ

Calls
Pseudo strike
7.18
IV
183.4%
B/E move
70.5%
Puts
Pseudo strike
3.49
IV
203.9%
B/E move
32.8%

40Δ

Calls
Pseudo strike
5.68
IV
136.5%
B/E move
36.8%
Puts
Pseudo strike
3.72
IV
184.1%
B/E move
28.4%

45Δ

Calls
Pseudo strike
4.86
IV
119.3%
B/E move
20.3%
Puts
Pseudo strike
3.95
IV
164.3%
B/E move
23.9%

50Δ

Calls
Pseudo strike
4.60
IV
127.4%
B/E move
18.5%
Puts
Pseudo strike
4.18
IV
144.5%
B/E move
19.5%

55Δ

Calls
Pseudo strike
4.34
IV
135.4%
B/E move
16.6%
Puts
Pseudo strike
4.40
IV
124.7%
B/E move
15.1%

60Δ

Calls
Pseudo strike
4.09
IV
143.5%
B/E move
14.7%
Puts
Pseudo strike
4.63
IV
105.0%
B/E move
10.6%

65Δ

Calls
Pseudo strike
3.83
IV
151.6%
B/E move
12.9%
Puts
Pseudo strike
4.86
IV
85.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
3.57
IV
159.6%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.31
IV
167.7%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.05
IV
175.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations