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

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-12T03:00:50.264Z

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 · 2026-11-12T00:00:00.003409516Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:57:58.872972+00:00

Share price$19.40
1D+0.2%
AH$19.33$19.47$19.60$19.73$19.875:30 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$0.78$1.46$2.15$2.84$3.52$16.56$18.15$19.73$21.32$22.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DAO spot · $19.40DAO PRICE$1.08$1.16$1.37$1.59$1.82$1.94$2.02$2.11$2.19$2.28$2.91$1.10$0.85$1.12$1.40$1.67$1.94$2.21$2.49$2.77$3.05$3.32
Puts——
Calls——
Skew——
Implied moveBearish±$3.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.94266.0%28.6%
25Δ
30Δ24.82225.3%33.5%17.91122.4%12.1%
35Δ22.83192.5%23.7%18.41126.0%10.9%
40Δ21.82183.8%19.5%18.90129.6%9.8%
45Δ21.01179.9%16.5%19.39133.2%8.6%
50Δ20.20176.0%13.5%19.89136.8%7.5%
55Δ19.64163.9%11.2%20.36133.6%6.4%
60Δ19.17149.0%9.3%20.83128.5%5.5%
65Δ18.70134.2%7.3%21.30123.4%4.5%
70Δ18.23119.4%5.3%21.77118.3%3.5%
75Δ17.75104.6%3.3%22.24113.1%2.5%
80Δ16.88106.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.94
IV
266.0%
B/E move
28.6%

25Δ

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

30Δ

Calls
Pseudo strike
24.82
IV
225.3%
B/E move
33.5%
Puts
Pseudo strike
17.91
IV
122.4%
B/E move
12.1%

35Δ

Calls
Pseudo strike
22.83
IV
192.5%
B/E move
23.7%
Puts
Pseudo strike
18.41
IV
126.0%
B/E move
10.9%

40Δ

Calls
Pseudo strike
21.82
IV
183.8%
B/E move
19.5%
Puts
Pseudo strike
18.90
IV
129.6%
B/E move
9.8%

45Δ

Calls
Pseudo strike
21.01
IV
179.9%
B/E move
16.5%
Puts
Pseudo strike
19.39
IV
133.2%
B/E move
8.6%

50Δ

Calls
Pseudo strike
20.20
IV
176.0%
B/E move
13.5%
Puts
Pseudo strike
19.89
IV
136.8%
B/E move
7.5%

55Δ

Calls
Pseudo strike
19.64
IV
163.9%
B/E move
11.2%
Puts
Pseudo strike
20.36
IV
133.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
19.17
IV
149.0%
B/E move
9.3%
Puts
Pseudo strike
20.83
IV
128.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
18.70
IV
134.2%
B/E move
7.3%
Puts
Pseudo strike
21.30
IV
123.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
18.23
IV
119.4%
B/E move
5.3%
Puts
Pseudo strike
21.77
IV
118.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
17.75
IV
104.6%
B/E move
3.3%
Puts
Pseudo strike
22.24
IV
113.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
16.88
IV
106.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend75.94%
Daily EOD
DAO62.8%70.3%77.9%2026-10-19: 65.10%2026-10-20: 65.25%2026-10-21: 63.80%2026-10-22: 70.89%2026-10-23: 72.34%2026-10-26: 74.33%2026-10-27: 70.10%2026-10-28: 76.55%2026-10-29: 76.89%2026-10-30: 75.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.10%
65.25%
63.80%
70.89%
72.34%
74.33%
70.10%
76.55%
76.89%
75.94%