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Futu Holdings Limited American Depositary Shares FUTU

i

Market datapartial · fetched 2026-11-06T22:19:14.943Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:11:09.729661647Z

FundamentalsAlpha Vantage · unavailable

Share price$98.18
1D+3.5%
AH$94$96$97$99$1005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUTU
Sold putSold callAH

Futu Holdings Limited American Depositary Shares options

Live interpolated FUTU call and put midpoint premiums by absolute delta.Futu Holdings Limited American Depositary Shares$0.59$2.80$5.01$7.23$9.44$81.61$88.88$96.15$103.43$110.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FUTU spot · $98.18FUTU PRICE$0.82$1.17$1.34$1.69$2.05$2.54$3.26$4.07$5.30$8.80$0.99$1.40$1.68$2.02$2.51$2.96$3.47$3.82$3.94$3.96$5.99$6.63
Puts——
Calls——
Skew——
Implied moveBearish±$6.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.2356.2%8.0%91.6862.5%7.6%
25Δ104.2459.6%7.4%92.7965.8%6.9%
30Δ102.4153.3%5.7%94.2662.0%5.7%
35Δ101.4654.8%5.1%95.4959.9%4.8%
40Δ100.4755.1%4.4%96.5161.5%4.3%
45Δ99.5357.4%4.0%97.5560.9%3.7%
50Δ98.6063.0%3.7%98.6060.5%3.1%
55Δ97.5268.3%3.5%99.5357.4%2.5%
60Δ100.2451.5%1.9%
65Δ100.8045.1%1.4%
70Δ94.5558.1%1.7%102.8157.8%1.4%
75Δ103.7955.5%1.0%
80Δ90.6473.8%1.3%

20Δ

Calls
Pseudo strike
105.23
IV
56.2%
B/E move
8.0%
Puts
Pseudo strike
91.68
IV
62.5%
B/E move
7.6%

25Δ

Calls
Pseudo strike
104.24
IV
59.6%
B/E move
7.4%
Puts
Pseudo strike
92.79
IV
65.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
102.41
IV
53.3%
B/E move
5.7%
Puts
Pseudo strike
94.26
IV
62.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
101.46
IV
54.8%
B/E move
5.1%
Puts
Pseudo strike
95.49
IV
59.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
100.47
IV
55.1%
B/E move
4.4%
Puts
Pseudo strike
96.51
IV
61.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
99.53
IV
57.4%
B/E move
4.0%
Puts
Pseudo strike
97.55
IV
60.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
98.60
IV
63.0%
B/E move
3.7%
Puts
Pseudo strike
98.60
IV
60.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
97.52
IV
68.3%
B/E move
3.5%
Puts
Pseudo strike
99.53
IV
57.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.24
IV
51.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.80
IV
45.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
94.55
IV
58.1%
B/E move
1.7%
Puts
Pseudo strike
102.81
IV
57.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.79
IV
55.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
90.64
IV
73.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.94%
Daily close
FUTU38.9%57.2%75.5%2026-08-10: 57.30%2026-08-11: 66.93%2026-08-12: 55.99%2026-08-13: 69.76%2026-08-14: 61.92%2026-08-17: 66.17%2026-08-18: 68.85%2026-08-19: 72.65%2026-08-20: 72.97%2026-08-21: 51.96%2026-08-24: 53.31%2026-08-25: 64.18%2026-08-26: 65.85%2026-08-27: 55.08%2026-08-28: 48.64%2026-08-31: 48.58%2026-09-01: 48.93%2026-09-02: 52.86%2026-09-03: 49.53%2026-09-04: 46.65%2026-09-08: 57.34%2026-09-09: 63.77%2026-09-10: 64.63%2026-09-11: 50.12%2026-09-14: 57.61%2026-09-15: 59.01%2026-09-16: 60.35%2026-09-17: 66.78%2026-09-18: 41.44%2026-09-21: 51.49%2026-09-22: 49.26%2026-09-23: 50.00%2026-09-24: 47.09%2026-09-25: 44.66%2026-09-28: 52.89%2026-09-29: 53.61%2026-09-30: 54.98%2026-10-01: 61.36%2026-10-02: 48.72%2026-10-05: 49.50%2026-10-06: 50.22%2026-10-07: 57.78%2026-10-08: 59.87%2026-10-09: 56.32%2026-10-12: 51.08%2026-10-13: 54.70%2026-10-14: 56.05%2026-10-15: 58.55%2026-10-16: 49.00%2026-10-19: 48.66%2026-10-20: 46.16%2026-10-21: 49.87%2026-10-22: 59.04%2026-10-23: 49.48%2026-10-26: 54.89%2026-10-27: 57.57%2026-10-28: 62.82%2026-10-29: 65.22%2026-10-30: 54.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.30%
66.93%
55.99%
69.76%
61.92%
66.17%
68.85%
72.65%
72.97%
51.96%
53.31%
64.18%
65.85%
55.08%
48.64%
48.58%
48.93%
52.86%
49.53%
46.65%
57.34%
63.77%
64.63%
50.12%
57.61%
59.01%
60.35%
66.78%
41.44%
51.49%
49.26%
50.00%
47.09%
44.66%
52.89%
53.61%
54.98%
61.36%
48.72%
49.50%
50.22%
57.78%
59.87%
56.32%
51.08%
54.70%
56.05%
58.55%
49.00%
48.66%
46.16%
49.87%
59.04%
49.48%
54.89%
57.57%
62.82%
65.22%
54.94%