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Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares) DQ

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-12T16:01:08.398Z

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 · 2026-11-12T16:00:15.530480166Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:59:28.947887+00:00

Share price$11.52
1D-1.2%
$11.32$11.42$11.52$11.63$11.735:30 AM6:30 AM9:00 AM1:00 PMDQ
Sold putSold call

Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares) options

Live interpolated DQ call and put midpoint premiums by absolute delta.Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares)$0.15$0.64$1.13$1.62$2.11$7.29$9.53$11.78$14.03$16.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DQ spot · $11.52DQ PRICE$0.24$0.28$0.31$0.32$0.36$0.45$0.54$0.63$0.72$0.81$0.93$1.08$1.22$0.20$0.24$0.28$0.36$0.48$0.59$0.70$0.81$0.96$1.21$1.47$1.73$1.97
PutsCheap0.48×
CallsCheap0.40×
SkewBearish+3.20 pp
Implied moveBearish±$1.24
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.03138.3%23.9%10.22100.6%13.1%
25Δ13.30122.9%17.9%10.5491.6%10.6%
30Δ12.73105.3%13.2%10.8682.6%8.2%
35Δ12.2987.5%9.4%11.1080.1%6.8%
40Δ11.9476.3%6.7%11.2982.6%6.1%
45Δ11.7777.4%6.0%11.4885.0%5.5%
50Δ11.6078.4%5.3%11.6787.5%4.8%
55Δ11.4279.4%4.6%11.8590.0%4.2%
60Δ11.2580.5%3.9%12.0793.1%3.5%
65Δ11.0881.5%3.2%12.3898.1%3.1%
70Δ10.8980.8%2.6%12.70103.2%2.6%
75Δ10.6978.7%2.1%13.01107.9%2.1%
80Δ10.4876.5%1.6%13.31102.8%1.6%

20Δ

Calls
Pseudo strike
14.03
IV
138.3%
B/E move
23.9%
Puts
Pseudo strike
10.22
IV
100.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
13.30
IV
122.9%
B/E move
17.9%
Puts
Pseudo strike
10.54
IV
91.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
12.73
IV
105.3%
B/E move
13.2%
Puts
Pseudo strike
10.86
IV
82.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
12.29
IV
87.5%
B/E move
9.4%
Puts
Pseudo strike
11.10
IV
80.1%
B/E move
6.8%

40Δ

Calls
Pseudo strike
11.94
IV
76.3%
B/E move
6.7%
Puts
Pseudo strike
11.29
IV
82.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
11.77
IV
77.4%
B/E move
6.0%
Puts
Pseudo strike
11.48
IV
85.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
11.60
IV
78.4%
B/E move
5.3%
Puts
Pseudo strike
11.67
IV
87.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
11.42
IV
79.4%
B/E move
4.6%
Puts
Pseudo strike
11.85
IV
90.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.25
IV
80.5%
B/E move
3.9%
Puts
Pseudo strike
12.07
IV
93.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.08
IV
81.5%
B/E move
3.2%
Puts
Pseudo strike
12.38
IV
98.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
10.89
IV
80.8%
B/E move
2.6%
Puts
Pseudo strike
12.70
IV
103.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.69
IV
78.7%
B/E move
2.1%
Puts
Pseudo strike
13.01
IV
107.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.48
IV
76.5%
B/E move
1.6%
Puts
Pseudo strike
13.31
IV
102.8%
B/E move
1.6%

Options history

IV · four-Friday blend56.03%
Daily EOD
DQ55.2%59.2%63.1%2026-10-19: 57.48%2026-10-20: 60.21%2026-10-21: 61.24%2026-10-22: 61.46%2026-10-23: 61.33%2026-10-26: 62.58%2026-10-27: 58.16%2026-10-28: 56.93%2026-10-29: 55.75%2026-10-30: 56.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.48%
60.21%
61.24%
61.46%
61.33%
62.58%
58.16%
56.93%
55.75%
56.03%