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Daqo New Energy Corp ADR DQ

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-24T07:36:09.154Z

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 · 2026-10-23T23:00:00.003129966Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T07:36:08.860516+00:00

Share price$10.20
1D+2.3%
AH$9.94$10.02$10.10$10.18$10.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDQ
Sold putSold callAH

Daqo New Energy Corp ADR options

Live interpolated DQ call and put midpoint premiums by absolute delta.Daqo New Energy Corp ADR$0.14$0.86$1.58$2.30$3.02$7.76$8.95$10.14$11.33$12.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DQ spot · $10.20DQ PRICE$0.22$0.25$0.32$0.39$0.47$0.55$0.63$0.71$0.81$0.95$1.08$1.22$1.36$0.23$0.29$0.36$0.43$0.51$0.71$0.96$1.21$1.43$1.59$1.76$1.93$2.81
PutsFair0.99×
CallsFair0.95×
SkewBearish+7.08 pp
Implied moveBearish±$1.59
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8380.5%27.9%8.8869.0%15.2%
25Δ11.7665.5%17.8%9.2162.9%12.5%
30Δ11.4565.4%15.5%9.4661.3%10.8%
35Δ11.1565.2%13.1%9.7059.8%9.2%
40Δ10.8864.5%11.2%9.9458.3%7.5%
45Δ10.6463.3%9.7%10.2263.3%6.8%
50Δ10.4162.0%8.2%10.5170.3%6.4%
55Δ10.1860.8%6.8%10.8077.4%5.9%
60Δ9.9459.7%5.4%11.0881.2%5.3%
65Δ9.7259.2%4.6%11.3577.9%4.3%
70Δ9.5158.7%3.8%11.6274.6%3.4%
75Δ9.2958.2%3.0%11.8871.3%2.4%
80Δ9.0757.7%2.2%12.8185.7%2.0%

20Δ

Calls
Pseudo strike
12.83
IV
80.5%
B/E move
27.9%
Puts
Pseudo strike
8.88
IV
69.0%
B/E move
15.2%

25Δ

Calls
Pseudo strike
11.76
IV
65.5%
B/E move
17.8%
Puts
Pseudo strike
9.21
IV
62.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
11.45
IV
65.4%
B/E move
15.5%
Puts
Pseudo strike
9.46
IV
61.3%
B/E move
10.8%

35Δ

Calls
Pseudo strike
11.15
IV
65.2%
B/E move
13.1%
Puts
Pseudo strike
9.70
IV
59.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
10.88
IV
64.5%
B/E move
11.2%
Puts
Pseudo strike
9.94
IV
58.3%
B/E move
7.5%

45Δ

Calls
Pseudo strike
10.64
IV
63.3%
B/E move
9.7%
Puts
Pseudo strike
10.22
IV
63.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
10.41
IV
62.0%
B/E move
8.2%
Puts
Pseudo strike
10.51
IV
70.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.18
IV
60.8%
B/E move
6.8%
Puts
Pseudo strike
10.80
IV
77.4%
B/E move
5.9%

60Δ

Calls
Pseudo strike
9.94
IV
59.7%
B/E move
5.4%
Puts
Pseudo strike
11.08
IV
81.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
9.72
IV
59.2%
B/E move
4.6%
Puts
Pseudo strike
11.35
IV
77.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
9.51
IV
58.7%
B/E move
3.8%
Puts
Pseudo strike
11.62
IV
74.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
9.29
IV
58.2%
B/E move
3.0%
Puts
Pseudo strike
11.88
IV
71.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
9.07
IV
57.7%
B/E move
2.2%
Puts
Pseudo strike
12.81
IV
85.7%
B/E move
2.0%

Options history

DQ60.1160.8461.562026-10-20: 60.21%2026-10-21: 61.24%2026-10-22: 61.46%Oct 20Oct 22
Table
DateIV
60.21%
61.24%
61.46%