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China Yuchai International Ltd. CYD

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Market datapartial · fetched 2026-10-22T20:23:10.495Z

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 · 2026-10-22T20:11:07.221683848Z

FundamentalsAlpha Vantage · unavailable

Share price$23.87
1D-2.8%
AH$23.45$23.81$24.17$24.52$24.885:30 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.$0.13$4.04$7.95$11.86$15.77$16.97$21.70$26.43$31.16$35.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CYD spot · $23.87CYD PRICE$0.90$1.02$1.18$1.34$1.50$1.66$1.96$2.35$2.74$3.14$3.60$4.05$4.51$0.56$0.74$0.92$1.14$1.45$1.76$2.07$2.38$4.71$7.19$9.67$12.16$14.64
PutsExpensive1.09×
CallsExpensive1.75×
SkewBullish-21.91 pp
Implied moveBearish±$4.03
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.98143.4%58.7%20.7664.9%15.4%
25Δ33.31124.2%43.8%21.4364.3%13.3%
30Δ31.42114.4%36.6%22.0963.7%11.3%
35Δ29.54104.5%29.3%22.7263.7%9.6%
40Δ27.6594.6%22.1%23.2864.4%8.6%
45Δ25.7684.7%14.8%23.8465.2%7.5%
50Δ24.5782.1%11.1%24.4065.9%6.5%
55Δ23.8684.5%9.8%24.9666.7%5.4%
60Δ23.1586.8%8.5%27.4574.9%4.7%
65Δ22.4488.8%7.1%30.0983.6%4.1%
70Δ21.6787.3%5.9%32.7492.4%3.4%
75Δ20.9185.9%4.6%35.38101.2%2.7%
80Δ20.1584.4%3.3%38.02110.0%2.1%

20Δ

Calls
Pseudo strike
36.98
IV
143.4%
B/E move
58.7%
Puts
Pseudo strike
20.76
IV
64.9%
B/E move
15.4%

25Δ

Calls
Pseudo strike
33.31
IV
124.2%
B/E move
43.8%
Puts
Pseudo strike
21.43
IV
64.3%
B/E move
13.3%

30Δ

Calls
Pseudo strike
31.42
IV
114.4%
B/E move
36.6%
Puts
Pseudo strike
22.09
IV
63.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
29.54
IV
104.5%
B/E move
29.3%
Puts
Pseudo strike
22.72
IV
63.7%
B/E move
9.6%

40Δ

Calls
Pseudo strike
27.65
IV
94.6%
B/E move
22.1%
Puts
Pseudo strike
23.28
IV
64.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
25.76
IV
84.7%
B/E move
14.8%
Puts
Pseudo strike
23.84
IV
65.2%
B/E move
7.5%

50Δ

Calls
Pseudo strike
24.57
IV
82.1%
B/E move
11.1%
Puts
Pseudo strike
24.40
IV
65.9%
B/E move
6.5%

55Δ

Calls
Pseudo strike
23.86
IV
84.5%
B/E move
9.8%
Puts
Pseudo strike
24.96
IV
66.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
23.15
IV
86.8%
B/E move
8.5%
Puts
Pseudo strike
27.45
IV
74.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
22.44
IV
88.8%
B/E move
7.1%
Puts
Pseudo strike
30.09
IV
83.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
21.67
IV
87.3%
B/E move
5.9%
Puts
Pseudo strike
32.74
IV
92.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
20.91
IV
85.9%
B/E move
4.6%
Puts
Pseudo strike
35.38
IV
101.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
20.15
IV
84.4%
B/E move
3.3%
Puts
Pseudo strike
38.02
IV
110.0%
B/E move
2.1%

Options history

CYD68.0768.5669.042026-10-20: 68.97%2026-10-21: 68.14%Oct 20Oct 21
Table
DateIV
68.97%
68.14%