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

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-13T02:49:17.502Z

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 · 2026-11-13T00:00:00.003796085Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:49:17.161009+00:00

Share price$2.46
1D-0.3%
AH$2.45$2.46$2.48$2.50$2.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGOTU
Sold putSold callAH

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$0.12$0.55$0.98$1.41$1.84$0.99$1.48$1.96$2.44$2.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GOTU spot · $2.46GOTU PRICE$0.17$0.20$0.23$0.26$0.30$0.33$0.36$0.39$0.43$0.46$0.23$0.27$0.31$0.35$0.39$0.44$0.48$0.52$0.56$0.60$0.64$1.14$1.72
PutsExpensive5.64×
Calls——
Skew——
Implied moveBearish±$0.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.39558.6%52.7%
25Δ1.55523.0%48.0%
30Δ1.71487.3%43.2%
35Δ2.70121.1%16.6%1.87451.6%38.4%
40Δ2.63122.9%15.2%2.03415.9%33.7%
45Δ2.57124.8%13.7%2.18380.2%28.9%
50Δ2.50126.7%12.3%2.34344.6%24.2%
55Δ2.43128.6%10.8%2.50308.9%19.4%
60Δ2.36130.5%9.3%2.66273.2%14.7%
65Δ2.29132.3%7.9%2.82237.5%9.9%
70Δ2.23134.2%6.4%2.98201.9%5.1%
75Δ2.16136.1%5.0%3.51216.1%3.8%
80Δ2.09138.0%3.5%4.11238.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
558.6%
B/E move
52.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
523.0%
B/E move
48.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.71
IV
487.3%
B/E move
43.2%

35Δ

Calls
Pseudo strike
2.70
IV
121.1%
B/E move
16.6%
Puts
Pseudo strike
1.87
IV
451.6%
B/E move
38.4%

40Δ

Calls
Pseudo strike
2.63
IV
122.9%
B/E move
15.2%
Puts
Pseudo strike
2.03
IV
415.9%
B/E move
33.7%

45Δ

Calls
Pseudo strike
2.57
IV
124.8%
B/E move
13.7%
Puts
Pseudo strike
2.18
IV
380.2%
B/E move
28.9%

50Δ

Calls
Pseudo strike
2.50
IV
126.7%
B/E move
12.3%
Puts
Pseudo strike
2.34
IV
344.6%
B/E move
24.2%

55Δ

Calls
Pseudo strike
2.43
IV
128.6%
B/E move
10.8%
Puts
Pseudo strike
2.50
IV
308.9%
B/E move
19.4%

60Δ

Calls
Pseudo strike
2.36
IV
130.5%
B/E move
9.3%
Puts
Pseudo strike
2.66
IV
273.2%
B/E move
14.7%

65Δ

Calls
Pseudo strike
2.29
IV
132.3%
B/E move
7.9%
Puts
Pseudo strike
2.82
IV
237.5%
B/E move
9.9%

70Δ

Calls
Pseudo strike
2.23
IV
134.2%
B/E move
6.4%
Puts
Pseudo strike
2.98
IV
201.9%
B/E move
5.1%

75Δ

Calls
Pseudo strike
2.16
IV
136.1%
B/E move
5.0%
Puts
Pseudo strike
3.51
IV
216.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
2.09
IV
138.0%
B/E move
3.5%
Puts
Pseudo strike
4.11
IV
238.7%
B/E move
3.0%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations