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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 2026-10-23T19:40:10.072Z

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 · 2026-10-23T19:39:43.754225311Z

FundamentalsAlpha Vantage · unavailable

Share price$2.57
1D+3.0%
$2.48$2.51$2.54$2.56$2.595:30 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$0.32$0.93$1.54$2.14$2.75$-0.40$0.73$1.85$2.97$4.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOTU spot · $2.56GOTU PRICE$0.39$0.43$0.48$0.52$0.57$0.61$0.66$0.71$0.86$1.02$1.17$1.32$1.48$1.63$1.79$1.94$2.09$2.25$2.40$2.58
PutsExpensive5.33×
CallsExpensive2.28×
SkewBearish+201.32 pp
Implied moveBearish±$2.02
TiltBearish70.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.65500.7%63.2%
25Δ1.93476.6%58.3%
30Δ2.21452.5%53.4%
35Δ2.49428.3%48.5%
40Δ2.77404.2%43.6%
45Δ3.05380.1%38.7%
50Δ2.95182.3%30.2%3.33356.0%33.8%
55Δ2.80173.1%26.1%3.61331.8%28.9%
60Δ2.65163.9%22.1%3.89307.7%23.9%
65Δ2.50154.7%18.0%4.17283.6%19.0%
70Δ2.35145.5%13.9%4.45259.5%14.1%
75Δ2.20136.4%9.8%4.73235.4%9.2%
80Δ2.05127.2%5.7%5.03212.3%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
500.7%
B/E move
63.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.93
IV
476.6%
B/E move
58.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
452.5%
B/E move
53.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
428.3%
B/E move
48.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.77
IV
404.2%
B/E move
43.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
380.1%
B/E move
38.7%

50Δ

Calls
Pseudo strike
2.95
IV
182.3%
B/E move
30.2%
Puts
Pseudo strike
3.33
IV
356.0%
B/E move
33.8%

55Δ

Calls
Pseudo strike
2.80
IV
173.1%
B/E move
26.1%
Puts
Pseudo strike
3.61
IV
331.8%
B/E move
28.9%

60Δ

Calls
Pseudo strike
2.65
IV
163.9%
B/E move
22.1%
Puts
Pseudo strike
3.89
IV
307.7%
B/E move
23.9%

65Δ

Calls
Pseudo strike
2.50
IV
154.7%
B/E move
18.0%
Puts
Pseudo strike
4.17
IV
283.6%
B/E move
19.0%

70Δ

Calls
Pseudo strike
2.35
IV
145.5%
B/E move
13.9%
Puts
Pseudo strike
4.45
IV
259.5%
B/E move
14.1%

75Δ

Calls
Pseudo strike
2.20
IV
136.4%
B/E move
9.8%
Puts
Pseudo strike
4.73
IV
235.4%
B/E move
9.2%

80Δ

Calls
Pseudo strike
2.05
IV
127.2%
B/E move
5.7%
Puts
Pseudo strike
5.03
IV
212.3%
B/E move
4.4%

Options history

No recorded observations