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China Yuchai International Ltd. CYD

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-12T03:14:53.517Z

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 · 2026-11-12T00:00:00.003064723Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:14:52.905573+00:00

Share price$21.83
1D+3.4%
AH$20.67$21.01$21.36$21.70$22.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCYD
Sold putSold callAH

China Yuchai International Ltd. options

Live interpolated CYD call and put midpoint premiums by absolute delta.China Yuchai International Ltd.$0.51$2.42$4.33$6.24$8.15$18.64$20.24$21.84$23.44$25.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CYD spot · $21.83CYD PRICE$1.07$1.13$0.72$0.90$1.08$1.26$1.44$1.62$1.80$1.98$2.16$2.34$1.15$1.25$1.29$1.31$1.33$1.35$1.36$1.71$2.47$3.23$4.69$7.60
Puts——
Calls——
Skew——
Implied moveBullish±$2.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.42364.6%94.7%
25Δ32.12275.1%52.3%18.47200.6%20.7%
30Δ24.54118.9%15.7%19.64170.3%15.8%
35Δ23.96119.5%13.9%20.33149.4%12.8%
40Δ23.38120.1%12.0%20.81132.7%10.7%
45Δ22.79120.7%10.2%21.28116.0%8.6%
50Δ22.28118.5%8.6%21.7699.4%6.5%
55Δ21.83113.3%7.4%22.2482.7%4.4%
60Δ21.38108.1%6.2%22.8680.0%3.1%
65Δ20.93102.9%4.9%23.6694.7%3.0%
70Δ20.4897.7%3.7%24.46109.4%2.8%
75Δ20.0392.6%2.5%25.95133.3%2.6%
80Δ28.89176.6%2.5%

20Δ

Calls
Pseudo strike
41.42
IV
364.6%
B/E move
94.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
32.12
IV
275.1%
B/E move
52.3%
Puts
Pseudo strike
18.47
IV
200.6%
B/E move
20.7%

30Δ

Calls
Pseudo strike
24.54
IV
118.9%
B/E move
15.7%
Puts
Pseudo strike
19.64
IV
170.3%
B/E move
15.8%

35Δ

Calls
Pseudo strike
23.96
IV
119.5%
B/E move
13.9%
Puts
Pseudo strike
20.33
IV
149.4%
B/E move
12.8%

40Δ

Calls
Pseudo strike
23.38
IV
120.1%
B/E move
12.0%
Puts
Pseudo strike
20.81
IV
132.7%
B/E move
10.7%

45Δ

Calls
Pseudo strike
22.79
IV
120.7%
B/E move
10.2%
Puts
Pseudo strike
21.28
IV
116.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
22.28
IV
118.5%
B/E move
8.6%
Puts
Pseudo strike
21.76
IV
99.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
21.83
IV
113.3%
B/E move
7.4%
Puts
Pseudo strike
22.24
IV
82.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
21.38
IV
108.1%
B/E move
6.2%
Puts
Pseudo strike
22.86
IV
80.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.93
IV
102.9%
B/E move
4.9%
Puts
Pseudo strike
23.66
IV
94.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
20.48
IV
97.7%
B/E move
3.7%
Puts
Pseudo strike
24.46
IV
109.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
20.03
IV
92.6%
B/E move
2.5%
Puts
Pseudo strike
25.95
IV
133.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.89
IV
176.6%
B/E move
2.5%

Options history

IV · four-Friday blend65.61%
Daily EOD
CYD65.0%69.1%73.2%2026-10-19: 65.65%2026-10-20: 68.97%2026-10-21: 68.14%2026-10-22: 70.01%2026-10-23: 69.97%2026-10-26: 69.56%2026-10-27: 72.64%2026-10-28: 71.97%2026-10-29: 66.79%2026-10-30: 65.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.65%
68.97%
68.14%
70.01%
69.97%
69.56%
72.64%
71.97%
66.79%
65.61%