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EHang Holdings Limited ADS EH

i

Market datapartial · fetched 2026-11-12T15:28:35.503Z

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 · 2026-11-12T15:28:24.754966104Z

FundamentalsAlpha Vantage · unavailable

Share price$3.81
1D-4.0%
$3.81$3.85$3.90$3.95$3.995:30 AM6:30 AM9:00 AM1:00 PMEH
Sold putSold call

EHang Holdings Limited ADS options

Live interpolated EH call and put midpoint premiums by absolute delta.EHang Holdings Limited ADS$0.10$0.28$0.46$0.65$0.83$3.04$3.43$3.83$4.22$4.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EH spot · $3.81EH PRICE$0.12$0.14$0.16$0.19$0.23$0.31$0.40$0.48$0.57$0.64$0.71$0.78$0.13$0.13$0.13$0.13$0.14$0.15$0.15$0.16$0.17$0.17$0.18$0.19$0.19
PutsCheap0.81×
Calls——
Skew——
Implied moveBullish±$0.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.13180.5%21.2%
25Δ4.62157.5%24.4%3.36139.5%15.1%
30Δ4.40144.6%19.2%3.52112.0%11.0%
35Δ4.25136.5%15.8%3.56104.5%10.0%
40Δ4.10128.4%12.4%3.6197.1%9.0%
45Δ3.96128.8%10.0%3.6589.6%8.1%
50Δ3.86144.5%9.5%3.7082.1%7.1%
55Δ3.75160.3%8.9%3.7474.6%6.1%
60Δ3.65176.0%8.4%3.7867.2%5.1%
65Δ3.54191.7%7.8%3.8359.7%4.1%
70Δ3.43191.6%6.7%3.8752.2%3.1%
75Δ3.30181.2%5.3%3.9244.7%2.1%
80Δ3.18170.8%3.8%3.9637.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
180.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
4.62
IV
157.5%
B/E move
24.4%
Puts
Pseudo strike
3.36
IV
139.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
4.40
IV
144.6%
B/E move
19.2%
Puts
Pseudo strike
3.52
IV
112.0%
B/E move
11.0%

35Δ

Calls
Pseudo strike
4.25
IV
136.5%
B/E move
15.8%
Puts
Pseudo strike
3.56
IV
104.5%
B/E move
10.0%

40Δ

Calls
Pseudo strike
4.10
IV
128.4%
B/E move
12.4%
Puts
Pseudo strike
3.61
IV
97.1%
B/E move
9.0%

45Δ

Calls
Pseudo strike
3.96
IV
128.8%
B/E move
10.0%
Puts
Pseudo strike
3.65
IV
89.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
3.86
IV
144.5%
B/E move
9.5%
Puts
Pseudo strike
3.70
IV
82.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
3.75
IV
160.3%
B/E move
8.9%
Puts
Pseudo strike
3.74
IV
74.6%
B/E move
6.1%

60Δ

Calls
Pseudo strike
3.65
IV
176.0%
B/E move
8.4%
Puts
Pseudo strike
3.78
IV
67.2%
B/E move
5.1%

65Δ

Calls
Pseudo strike
3.54
IV
191.7%
B/E move
7.8%
Puts
Pseudo strike
3.83
IV
59.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
3.43
IV
191.6%
B/E move
6.7%
Puts
Pseudo strike
3.87
IV
52.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
3.30
IV
181.2%
B/E move
5.3%
Puts
Pseudo strike
3.92
IV
44.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
3.18
IV
170.8%
B/E move
3.8%
Puts
Pseudo strike
3.96
IV
37.3%
B/E move
1.1%

Options history

IV · four-Friday blend88.59%
Daily close
EH70.1%92.0%113.9%2026-08-14: 92.28%2026-08-21: 85.28%2026-08-24: 83.95%2026-08-25: 84.54%2026-08-26: 77.18%2026-08-27: 97.34%2026-08-31: 93.16%2026-09-18: 79.08%2026-09-22: 73.51%2026-09-23: 78.11%2026-09-24: 81.50%2026-09-25: 78.85%2026-10-01: 92.26%2026-10-05: 90.49%2026-10-06: 107.29%2026-10-07: 103.81%2026-10-08: 99.62%2026-10-09: 110.87%2026-10-12: 80.65%2026-10-16: 92.62%2026-10-19: 73.09%2026-10-20: 89.79%2026-10-21: 101.00%2026-10-22: 77.14%2026-10-23: 81.76%2026-10-26: 78.20%2026-10-27: 96.55%2026-10-28: 83.67%2026-10-29: 81.51%2026-10-30: 88.59%Aug 14Oct 6Oct 30
30 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
92.28%
85.28%
83.95%
84.54%
77.18%
97.34%
93.16%
79.08%
73.51%
78.11%
81.50%
78.85%
92.26%
90.49%
107.29%
103.81%
99.62%
110.87%
80.65%
92.62%
73.09%
89.79%
101.00%
77.14%
81.76%
78.20%
96.55%
83.67%
81.51%
88.59%