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

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Market datapartial · fetched 2026-10-23T04:44:24.761Z

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 · 2026-10-22T23:00:00.003404309Z

FundamentalsAlpha Vantage · unavailable

Share price$10.08
1D+0.3%
AH$9.93$9.99$10.06$10.13$10.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDQ
Sold putSold callAH

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)$0.13$0.61$1.09$1.56$2.04$7.63$8.84$10.05$11.26$12.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DQ spot · $10.08DQ PRICE$0.19$0.26$0.33$0.41$0.50$0.59$0.69$0.78$0.93$1.09$1.25$1.41$1.76$0.30$0.32$0.43$0.53$0.64$0.75$0.89$1.02$1.15$1.28$1.49$1.69$1.90
PutsFair0.97×
CallsFair1.04×
SkewBearish+0.43 pp
Implied moveBearish±$1.57
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8761.9%19.6%8.4488.5%19.3%
25Δ11.6063.8%17.7%9.0568.9%13.4%
30Δ11.3365.7%15.7%9.3069.3%12.0%
35Δ11.0767.7%13.8%9.5569.7%10.5%
40Δ10.8168.0%12.2%9.8070.1%9.1%
45Δ10.5667.7%10.6%10.0570.1%7.8%
50Δ10.3067.5%9.0%10.2968.7%6.7%
55Δ10.0567.3%7.5%10.5367.3%5.6%
60Δ9.8068.0%6.4%10.7765.9%4.6%
65Δ9.5468.9%5.4%11.0164.5%3.5%
70Δ9.2869.9%4.5%11.2863.2%2.8%
75Δ9.0370.8%3.5%11.5661.9%2.1%
80Δ8.6176.0%2.8%11.8460.5%1.4%

20Δ

Calls
Pseudo strike
11.87
IV
61.9%
B/E move
19.6%
Puts
Pseudo strike
8.44
IV
88.5%
B/E move
19.3%

25Δ

Calls
Pseudo strike
11.60
IV
63.8%
B/E move
17.7%
Puts
Pseudo strike
9.05
IV
68.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
11.33
IV
65.7%
B/E move
15.7%
Puts
Pseudo strike
9.30
IV
69.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
11.07
IV
67.7%
B/E move
13.8%
Puts
Pseudo strike
9.55
IV
69.7%
B/E move
10.5%

40Δ

Calls
Pseudo strike
10.81
IV
68.0%
B/E move
12.2%
Puts
Pseudo strike
9.80
IV
70.1%
B/E move
9.1%

45Δ

Calls
Pseudo strike
10.56
IV
67.7%
B/E move
10.6%
Puts
Pseudo strike
10.05
IV
70.1%
B/E move
7.8%

50Δ

Calls
Pseudo strike
10.30
IV
67.5%
B/E move
9.0%
Puts
Pseudo strike
10.29
IV
68.7%
B/E move
6.7%

55Δ

Calls
Pseudo strike
10.05
IV
67.3%
B/E move
7.5%
Puts
Pseudo strike
10.53
IV
67.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
9.80
IV
68.0%
B/E move
6.4%
Puts
Pseudo strike
10.77
IV
65.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
9.54
IV
68.9%
B/E move
5.4%
Puts
Pseudo strike
11.01
IV
64.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
9.28
IV
69.9%
B/E move
4.5%
Puts
Pseudo strike
11.28
IV
63.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
9.03
IV
70.8%
B/E move
3.5%
Puts
Pseudo strike
11.56
IV
61.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
8.61
IV
76.0%
B/E move
2.8%
Puts
Pseudo strike
11.84
IV
60.5%
B/E move
1.4%

Options history

DQ60.1360.7361.322026-10-20: 60.21%2026-10-21: 61.24%Oct 20Oct 21
Table
DateIV
60.21%
61.24%