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Youdao, Inc. American Depositary Shares, each representing one Class A Ordinary Share DAO

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Market datapartial · fetched 2026-10-23T00:20:05.810Z

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 · 2026-10-22T23:00:00.003389223Z

FundamentalsAlpha Vantage · unavailable

Share price$19.35
1D-16.2%
AH$15$16$17$19$205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAO
Sold putSold callAH

Youdao, Inc. American Depositary Shares, each representing one Class A Ordinary Share options

Live interpolated DAO call and put midpoint premiums by absolute delta.Youdao, Inc. American Depositary Shares, each representing one Class A Ordinary Share$0.33$1.71$3.09$4.46$5.84$10.66$14.33$17.99$21.66$25.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAO spot · $19.35DAO PRICE$0.48$0.54$0.70$0.90$1.10$1.29$1.47$1.61$1.74$1.88$2.01$2.14$1.25$1.41$1.57$1.67$1.74$1.81$1.87$2.36$3.08$3.80$5.44
PutsCheap0.79×
CallsCheap0.85×
SkewBearish+34.81 pp
Implied moveBearish±$3.35
TiltBearish24.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8089.3%30.6%14.60164.9%31.0%
25Δ22.9074.0%21.1%15.93142.9%24.9%
30Δ22.0772.1%17.7%17.10125.5%19.7%
35Δ21.5373.7%15.9%17.91111.8%16.1%
40Δ20.9875.4%14.1%18.53100.0%13.2%
45Δ20.4477.1%12.3%19.1588.2%10.4%
50Δ19.9277.6%10.6%19.7776.4%7.5%
55Δ19.5072.8%9.1%20.5376.5%6.1%
60Δ19.0968.0%7.6%21.3783.4%5.5%
65Δ18.6763.3%6.2%22.2190.4%4.9%
70Δ18.2558.5%4.7%23.92107.0%4.5%
75Δ17.8453.7%3.3%
80Δ

20Δ

Calls
Pseudo strike
24.80
IV
89.3%
B/E move
30.6%
Puts
Pseudo strike
14.60
IV
164.9%
B/E move
31.0%

25Δ

Calls
Pseudo strike
22.90
IV
74.0%
B/E move
21.1%
Puts
Pseudo strike
15.93
IV
142.9%
B/E move
24.9%

30Δ

Calls
Pseudo strike
22.07
IV
72.1%
B/E move
17.7%
Puts
Pseudo strike
17.10
IV
125.5%
B/E move
19.7%

35Δ

Calls
Pseudo strike
21.53
IV
73.7%
B/E move
15.9%
Puts
Pseudo strike
17.91
IV
111.8%
B/E move
16.1%

40Δ

Calls
Pseudo strike
20.98
IV
75.4%
B/E move
14.1%
Puts
Pseudo strike
18.53
IV
100.0%
B/E move
13.2%

45Δ

Calls
Pseudo strike
20.44
IV
77.1%
B/E move
12.3%
Puts
Pseudo strike
19.15
IV
88.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
19.92
IV
77.6%
B/E move
10.6%
Puts
Pseudo strike
19.77
IV
76.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
19.50
IV
72.8%
B/E move
9.1%
Puts
Pseudo strike
20.53
IV
76.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
19.09
IV
68.0%
B/E move
7.6%
Puts
Pseudo strike
21.37
IV
83.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
18.67
IV
63.3%
B/E move
6.2%
Puts
Pseudo strike
22.21
IV
90.4%
B/E move
4.9%

70Δ

Calls
Pseudo strike
18.25
IV
58.5%
B/E move
4.7%
Puts
Pseudo strike
23.92
IV
107.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
17.84
IV
53.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

DAO63.6964.5365.372026-10-20: 65.25%2026-10-21: 63.80%Oct 20Oct 21
Table
DateIV
65.25%
63.80%