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Futu Holdings Ltd FUTU

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T21:55:40.661Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:20:45.486892921Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:55:38.357157+00:00

Share price$109.50
1D+2.0%
AH$106$107$108$109$1105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUTU
Sold putSold callAH

Futu Holdings Ltd options

Live interpolated FUTU call and put midpoint premiums by absolute delta.Futu Holdings Ltd$0.21$2.71$5.21$7.72$10.22$99.20$103.50$107.80$112.10$116.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTU spot · $109.50FUTU PRICE$0.90$0.48$0.62$0.74$0.85$1.14$2.04$2.98$4.01$4.17$4.82$5.10$5.60$3.64$2.08$0.90$0.99$1.30$1.64$2.46$3.27$4.39$4.51$4.41$5.71$9.50
PutsExpensive2.45×
CallsExpensive1.31×
SkewBearish+61.87 pp
Implied moveBearish±$4.50
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.78154.7%9.3%89.11565.3%21.9%
25Δ111.7655.9%2.5%99.23294.5%11.3%
30Δ111.2956.6%2.2%107.1984.0%2.9%
35Δ110.8255.9%1.9%108.0274.8%2.3%
40Δ110.3653.1%1.6%108.5279.7%2.1%
45Δ109.8957.4%1.4%109.0385.2%1.9%
50Δ109.4286.6%1.8%109.73103.4%2.0%
55Δ108.86115.9%2.1%110.59117.0%2.0%
60Δ107.84136.6%2.1%111.79134.9%1.9%
65Δ107.07122.6%1.6%112.34123.1%1.5%
70Δ106.08123.4%1.3%112.74104.8%1.1%
75Δ105.44113.3%0.9%114.34112.0%0.8%
80Δ104.62107.0%0.7%118.07164.5%0.9%

20Δ

Calls
Pseudo strike
118.78
IV
154.7%
B/E move
9.3%
Puts
Pseudo strike
89.11
IV
565.3%
B/E move
21.9%

25Δ

Calls
Pseudo strike
111.76
IV
55.9%
B/E move
2.5%
Puts
Pseudo strike
99.23
IV
294.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
111.29
IV
56.6%
B/E move
2.2%
Puts
Pseudo strike
107.19
IV
84.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
110.82
IV
55.9%
B/E move
1.9%
Puts
Pseudo strike
108.02
IV
74.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
110.36
IV
53.1%
B/E move
1.6%
Puts
Pseudo strike
108.52
IV
79.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
109.89
IV
57.4%
B/E move
1.4%
Puts
Pseudo strike
109.03
IV
85.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
109.42
IV
86.6%
B/E move
1.8%
Puts
Pseudo strike
109.73
IV
103.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
108.86
IV
115.9%
B/E move
2.1%
Puts
Pseudo strike
110.59
IV
117.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
107.84
IV
136.6%
B/E move
2.1%
Puts
Pseudo strike
111.79
IV
134.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
107.07
IV
122.6%
B/E move
1.6%
Puts
Pseudo strike
112.34
IV
123.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
106.08
IV
123.4%
B/E move
1.3%
Puts
Pseudo strike
112.74
IV
104.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
105.44
IV
113.3%
B/E move
0.9%
Puts
Pseudo strike
114.34
IV
112.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
104.62
IV
107.0%
B/E move
0.7%
Puts
Pseudo strike
118.07
IV
164.5%
B/E move
0.9%