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GDS Holdings Limited ADS GDS

i

Market datapartial · fetched 2026-11-12T02:45:51.437Z

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 · 2026-11-11T23:11:38.652378434Z

FundamentalsAlpha Vantage · unavailable

Share price$22.35
1D+1.8%
AH$22.06$22.43$22.80$23.17$23.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGDS
Sold putSold callAH

GDS Holdings Limited ADS options

Live interpolated GDS call and put midpoint premiums by absolute delta.GDS Holdings Limited ADS$0.25$1.14$2.03$2.92$3.81$17.25$19.82$22.38$24.95$27.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GDS spot · $22.35GDS PRICE$0.35$0.41$0.51$0.64$0.79$0.94$1.11$1.29$1.63$2.18$2.66$3.11$3.55$0.40$0.45$0.52$0.61$0.70$0.81$0.93$1.05$1.17$1.37$1.58$1.78
Puts——
CallsCheap0.80×
Skew——
Implied moveBullish±$2.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7297.3%16.7%19.9794.3%12.4%
25Δ24.6783.2%12.2%20.6582.2%9.6%
30Δ24.1181.5%10.2%21.1874.1%7.6%
35Δ23.7082.5%8.9%21.5470.0%6.4%
40Δ23.3384.1%7.9%21.9065.9%5.2%
45Δ22.9685.5%6.9%22.1963.5%4.3%
50Δ22.5885.3%6.0%22.4661.7%3.7%
55Δ22.2085.1%5.1%22.7259.9%3.0%
60Δ21.7493.6%4.6%22.9958.1%2.4%
65Δ21.20111.4%4.6%23.2857.5%2.0%
70Δ20.60120.7%4.1%23.5757.0%1.6%
75Δ19.98124.9%3.3%23.8656.6%1.2%
80Δ19.36123.1%2.5%

20Δ

Calls
Pseudo strike
25.72
IV
97.3%
B/E move
16.7%
Puts
Pseudo strike
19.97
IV
94.3%
B/E move
12.4%

25Δ

Calls
Pseudo strike
24.67
IV
83.2%
B/E move
12.2%
Puts
Pseudo strike
20.65
IV
82.2%
B/E move
9.6%

30Δ

Calls
Pseudo strike
24.11
IV
81.5%
B/E move
10.2%
Puts
Pseudo strike
21.18
IV
74.1%
B/E move
7.6%

35Δ

Calls
Pseudo strike
23.70
IV
82.5%
B/E move
8.9%
Puts
Pseudo strike
21.54
IV
70.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
23.33
IV
84.1%
B/E move
7.9%
Puts
Pseudo strike
21.90
IV
65.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
22.96
IV
85.5%
B/E move
6.9%
Puts
Pseudo strike
22.19
IV
63.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
22.58
IV
85.3%
B/E move
6.0%
Puts
Pseudo strike
22.46
IV
61.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
22.20
IV
85.1%
B/E move
5.1%
Puts
Pseudo strike
22.72
IV
59.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
21.74
IV
93.6%
B/E move
4.6%
Puts
Pseudo strike
22.99
IV
58.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.20
IV
111.4%
B/E move
4.6%
Puts
Pseudo strike
23.28
IV
57.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
20.60
IV
120.7%
B/E move
4.1%
Puts
Pseudo strike
23.57
IV
57.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
19.98
IV
124.9%
B/E move
3.3%
Puts
Pseudo strike
23.86
IV
56.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
19.36
IV
123.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.06%
Daily EOD
GDS61.0%68.0%75.0%2026-10-19: 70.40%2026-10-20: 74.01%2026-10-21: 70.05%2026-10-22: 69.37%2026-10-23: 69.56%2026-10-26: 72.15%2026-10-27: 71.47%2026-10-28: 61.97%2026-10-29: 71.71%2026-10-30: 68.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.40%
74.01%
70.05%
69.37%
69.56%
72.15%
71.47%
61.97%
71.71%
68.06%