Share price$3.43
1D-0.3%
Sold putSold callAH
EHang Holdings Limited ADS EH
i
Market datapartial · fetched 2026-10-22T22:58:48.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:56:07.616053576Z
FundamentalsAlpha Vantage · unavailable
EHang Holdings Limited ADS options
PutsExpensive1.46×
CallsExpensive2.42×
SkewBullish-48.23 pp
Implied moveBullish±$0.50
TiltBearish47.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.10 | 357.5% | 319.0% | 2.67 | 138.1% | 27.2% |
| 25Δ | 12.55 | 379.7% | 276.0% | 3.02 | 80.7% | 15.7% |
| 30Δ | 4.92 | 167.3% | 50.8% | 3.11 | 76.0% | 13.7% |
| 35Δ | 4.70 | 174.9% | 46.2% | 3.20 | 71.4% | 11.7% |
| 40Δ | 4.45 | 175.6% | 40.4% | 3.30 | 66.7% | 9.7% |
| 45Δ | 4.00 | 126.9% | 25.8% | 3.39 | 62.1% | 7.7% |
| 50Δ | 3.56 | 78.2% | 11.3% | 3.48 | 57.4% | 5.7% |
| 55Δ | 3.40 | 80.9% | 8.9% | 3.62 | 65.0% | 5.1% |
| 60Δ | 3.28 | 91.5% | 8.4% | 3.77 | 76.1% | 4.8% |
| 65Δ | 3.16 | 102.1% | 7.9% | 3.93 | 87.3% | 4.6% |
| 70Δ | 3.05 | 112.7% | 7.3% | 5.17 | 144.7% | 5.2% |
| 75Δ | 2.90 | 117.1% | 6.2% | 7.34 | 241.5% | 6.3% |
| 80Δ | 2.73 | 117.6% | 4.8% | 10.33 | 288.2% | 5.2% |
20Δ
- Pseudo strike
- 14.10
- IV
- 357.5%
- B/E move
- 319.0%
- Pseudo strike
- 2.67
- IV
- 138.1%
- B/E move
- 27.2%
25Δ
- Pseudo strike
- 12.55
- IV
- 379.7%
- B/E move
- 276.0%
- Pseudo strike
- 3.02
- IV
- 80.7%
- B/E move
- 15.7%
30Δ
- Pseudo strike
- 4.92
- IV
- 167.3%
- B/E move
- 50.8%
- Pseudo strike
- 3.11
- IV
- 76.0%
- B/E move
- 13.7%
35Δ
- Pseudo strike
- 4.70
- IV
- 174.9%
- B/E move
- 46.2%
- Pseudo strike
- 3.20
- IV
- 71.4%
- B/E move
- 11.7%
40Δ
- Pseudo strike
- 4.45
- IV
- 175.6%
- B/E move
- 40.4%
- Pseudo strike
- 3.30
- IV
- 66.7%
- B/E move
- 9.7%
45Δ
- Pseudo strike
- 4.00
- IV
- 126.9%
- B/E move
- 25.8%
- Pseudo strike
- 3.39
- IV
- 62.1%
- B/E move
- 7.7%
50Δ
- Pseudo strike
- 3.56
- IV
- 78.2%
- B/E move
- 11.3%
- Pseudo strike
- 3.48
- IV
- 57.4%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 3.40
- IV
- 80.9%
- B/E move
- 8.9%
- Pseudo strike
- 3.62
- IV
- 65.0%
- B/E move
- 5.1%
60Δ
- Pseudo strike
- 3.28
- IV
- 91.5%
- B/E move
- 8.4%
- Pseudo strike
- 3.77
- IV
- 76.1%
- B/E move
- 4.8%
65Δ
- Pseudo strike
- 3.16
- IV
- 102.1%
- B/E move
- 7.9%
- Pseudo strike
- 3.93
- IV
- 87.3%
- B/E move
- 4.6%
70Δ
- Pseudo strike
- 3.05
- IV
- 112.7%
- B/E move
- 7.3%
- Pseudo strike
- 5.17
- IV
- 144.7%
- B/E move
- 5.2%
75Δ
- Pseudo strike
- 2.90
- IV
- 117.1%
- B/E move
- 6.2%
- Pseudo strike
- 7.34
- IV
- 241.5%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- 2.73
- IV
- 117.6%
- B/E move
- 4.8%
- Pseudo strike
- 10.33
- IV
- 288.2%
- B/E move
- 5.2%
Options history
Table
| Date | IV |
|---|---|
| 90.09% | |
| 101.00% |