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GDS Holdings Limited ADS GDS

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Market datapartial · fetched 2026-10-22T21:05:51.023Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:51:47.415819955Z

FundamentalsAlpha Vantage · unavailable

Share price$22.05
1D-1.5%
AH$21.61$21.93$22.24$22.55$22.865:30 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$0.58$2.69$4.80$6.90$9.01$14.79$19.97$25.16$30.35$35.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GDS spot · $22.05GDS PRICE$1.02$1.03$0.86$1.06$1.25$1.48$1.69$1.87$2.20$2.55$2.92$3.21$3.46$0.91$0.81$1.05$1.35$1.61$1.85$2.24$2.67$3.13$3.55$4.37$6.26$8.40
PutsFair1.02×
CallsExpensive1.23×
SkewBullish-4.94 pp
Implied moveBearish±$3.93
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.80186.1%85.1%17.82112.2%23.3%
25Δ31.26136.0%46.4%19.5377.5%15.1%
30Δ25.6081.0%20.0%20.2077.9%13.2%
35Δ24.8481.8%17.5%20.8080.4%11.8%
40Δ24.0179.7%14.6%21.4179.2%10.2%
45Δ23.3479.6%12.6%22.0376.4%8.4%
50Δ22.6877.6%10.5%22.6777.7%7.4%
55Δ22.0273.7%8.3%23.3278.8%6.3%
60Δ21.4375.1%7.2%24.0179.6%5.3%
65Δ20.8376.3%6.0%24.6677.8%4.3%
70Δ20.2176.4%4.9%25.6481.4%3.5%
75Δ19.6873.1%3.8%27.6493.9%3.0%
80Δ19.1967.9%2.7%29.90107.3%2.5%

20Δ

Calls
Pseudo strike
39.80
IV
186.1%
B/E move
85.1%
Puts
Pseudo strike
17.82
IV
112.2%
B/E move
23.3%

25Δ

Calls
Pseudo strike
31.26
IV
136.0%
B/E move
46.4%
Puts
Pseudo strike
19.53
IV
77.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
25.60
IV
81.0%
B/E move
20.0%
Puts
Pseudo strike
20.20
IV
77.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
24.84
IV
81.8%
B/E move
17.5%
Puts
Pseudo strike
20.80
IV
80.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
24.01
IV
79.7%
B/E move
14.6%
Puts
Pseudo strike
21.41
IV
79.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
23.34
IV
79.6%
B/E move
12.6%
Puts
Pseudo strike
22.03
IV
76.4%
B/E move
8.4%

50Δ

Calls
Pseudo strike
22.68
IV
77.6%
B/E move
10.5%
Puts
Pseudo strike
22.67
IV
77.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
22.02
IV
73.7%
B/E move
8.3%
Puts
Pseudo strike
23.32
IV
78.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
21.43
IV
75.1%
B/E move
7.2%
Puts
Pseudo strike
24.01
IV
79.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
20.83
IV
76.3%
B/E move
6.0%
Puts
Pseudo strike
24.66
IV
77.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
20.21
IV
76.4%
B/E move
4.9%
Puts
Pseudo strike
25.64
IV
81.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
19.68
IV
73.1%
B/E move
3.8%
Puts
Pseudo strike
27.64
IV
93.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
19.19
IV
67.9%
B/E move
2.7%
Puts
Pseudo strike
29.90
IV
107.3%
B/E move
2.5%

Options history

No recorded observations