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FinVolution Group American depositary shares, each representing five Class A ordinary shares FINV

i

Market datapartial · fetched 2026-11-12T15:03:16.391Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:01:36.579162099Z

FundamentalsAlpha Vantage · unavailable

Share price$2.79
1D+1.3%
$2.74$2.75$2.77$2.78$2.795:30 AM6:30 AM9:00 AM1:00 PMFINV
Sold putSold call

FinVolution Group American depositary shares, each representing five Class A ordinary shares options

Live interpolated FINV call and put midpoint premiums by absolute delta.FinVolution Group American depositary shares, each representing five Class A ordinary shares$0.04$0.89$1.73$2.57$3.42$1.98$2.37$2.75$3.14$3.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FINV spot · $2.79FINV PRICE$0.20$0.23$0.26$0.29$0.32$0.35$0.38$0.41$0.44$0.14$0.35$0.56$0.77$0.98$1.19$1.40$1.61$1.82$2.03$2.24$3.17
Puts——
Calls——
Skew——
Implied moveBearish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.5759.7%12.7%
30Δ7.53190.3%177.6%2.8070.9%12.0%
35Δ6.92177.4%156.6%3.0382.1%11.2%
40Δ6.30164.5%135.7%3.2693.3%10.5%
45Δ5.69151.6%114.8%3.49104.5%9.7%
50Δ5.08138.7%93.8%3.72115.7%9.0%
55Δ4.46125.8%72.9%3.95126.9%8.2%
60Δ3.85112.9%52.0%4.19138.1%7.5%
65Δ3.24100.0%31.0%4.42149.3%6.7%
70Δ2.6287.1%10.1%4.65160.5%6.0%
75Δ4.88171.7%5.2%
80Δ5.84193.9%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.57
IV
59.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
7.53
IV
190.3%
B/E move
177.6%
Puts
Pseudo strike
2.80
IV
70.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
6.92
IV
177.4%
B/E move
156.6%
Puts
Pseudo strike
3.03
IV
82.1%
B/E move
11.2%

40Δ

Calls
Pseudo strike
6.30
IV
164.5%
B/E move
135.7%
Puts
Pseudo strike
3.26
IV
93.3%
B/E move
10.5%

45Δ

Calls
Pseudo strike
5.69
IV
151.6%
B/E move
114.8%
Puts
Pseudo strike
3.49
IV
104.5%
B/E move
9.7%

50Δ

Calls
Pseudo strike
5.08
IV
138.7%
B/E move
93.8%
Puts
Pseudo strike
3.72
IV
115.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
4.46
IV
125.8%
B/E move
72.9%
Puts
Pseudo strike
3.95
IV
126.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
3.85
IV
112.9%
B/E move
52.0%
Puts
Pseudo strike
4.19
IV
138.1%
B/E move
7.5%

65Δ

Calls
Pseudo strike
3.24
IV
100.0%
B/E move
31.0%
Puts
Pseudo strike
4.42
IV
149.3%
B/E move
6.7%

70Δ

Calls
Pseudo strike
2.62
IV
87.1%
B/E move
10.1%
Puts
Pseudo strike
4.65
IV
160.5%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
171.7%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.84
IV
193.9%
B/E move
4.2%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations