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Gaotu Techedu Inc. American Depositary Shares, three of which representing two Class A Ordinary Shares GOTU

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Market datapartial · fetched 2026-10-22T15:51:50.991Z

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 · 2026-10-22T15:51:32.220034573Z

FundamentalsAlpha Vantage · unavailable

Share price$2.59
1D+1.6%
$2.54$2.56$2.58$2.59$2.615:30 AM6:30 AM9:00 AM1:00 PMGOTU
Sold putSold call

Gaotu Techedu Inc. American Depositary Shares, three of which representing two Class A Ordinary Shares options

Live interpolated GOTU call and put midpoint premiums by absolute delta.Gaotu Techedu Inc. American Depositary Shares, three of which representing two Class A Ordinary Shares$0.30$1.12$1.93$2.75$3.57$1.15$1.86$2.56$3.26$3.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOTU spot · $2.59GOTU PRICE$0.39$0.44$0.48$0.53$0.58$0.63$0.68$0.54$0.77$1.00$1.24$1.47$1.70$1.94$2.17$2.40$2.63$2.87$3.10$3.33
PutsExpensive2.42×
CallsExpensive2.16×
SkewBearish+7.85 pp
Implied moveBearish±$2.32
TiltBearish74.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.5997.5%20.8%
25Δ2.86107.8%19.4%
30Δ3.13118.0%18.0%
35Δ3.40128.2%16.7%
40Δ3.66138.5%15.3%
45Δ3.93148.7%14.0%
50Δ2.96175.2%29.2%4.20158.9%12.6%
55Δ2.81167.1%25.4%4.47169.2%11.2%
60Δ2.66159.1%21.5%4.74179.4%9.9%
65Δ2.51151.1%17.6%5.00189.6%8.5%
70Δ2.36143.0%13.7%5.27199.9%7.2%
75Δ2.22135.0%9.9%5.54210.1%5.8%
80Δ2.07127.0%6.0%5.81220.3%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
97.5%
B/E move
20.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
107.8%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
118.0%
B/E move
18.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.40
IV
128.2%
B/E move
16.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
138.5%
B/E move
15.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.93
IV
148.7%
B/E move
14.0%

50Δ

Calls
Pseudo strike
2.96
IV
175.2%
B/E move
29.2%
Puts
Pseudo strike
4.20
IV
158.9%
B/E move
12.6%

55Δ

Calls
Pseudo strike
2.81
IV
167.1%
B/E move
25.4%
Puts
Pseudo strike
4.47
IV
169.2%
B/E move
11.2%

60Δ

Calls
Pseudo strike
2.66
IV
159.1%
B/E move
21.5%
Puts
Pseudo strike
4.74
IV
179.4%
B/E move
9.9%

65Δ

Calls
Pseudo strike
2.51
IV
151.1%
B/E move
17.6%
Puts
Pseudo strike
5.00
IV
189.6%
B/E move
8.5%

70Δ

Calls
Pseudo strike
2.36
IV
143.0%
B/E move
13.7%
Puts
Pseudo strike
5.27
IV
199.9%
B/E move
7.2%

75Δ

Calls
Pseudo strike
2.22
IV
135.0%
B/E move
9.9%
Puts
Pseudo strike
5.54
IV
210.1%
B/E move
5.8%

80Δ

Calls
Pseudo strike
2.07
IV
127.0%
B/E move
6.0%
Puts
Pseudo strike
5.81
IV
220.3%
B/E move
4.4%

Options history

No recorded observations