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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 2026-10-22T23:24:12.141Z

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 · 2026-10-22T23:00:00.003111367Z

FundamentalsAlpha Vantage · unavailable

Share price$2.52
1D-1.2%
AH$2.45$2.49$2.54$2.58$2.625:30 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$0.06$0.76$1.46$2.16$2.85$1.13$1.89$2.65$3.41$4.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GOTU spot · $2.52GOTU PRICE$0.14$0.18$0.22$0.27$0.31$0.35$0.41$0.50$0.58$0.67$0.76$0.84$1.00$0.40$0.59$0.77$0.96$1.14$1.33$1.51$1.70$1.89$2.07$2.26$2.44$2.65
PutsExpensive2.32×
CallsExpensive2.73×
SkewBullish-37.12 pp
Implied moveBearish±$1.92
TiltBearish52.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.35157.5%78.2%2.4491.3%19.2%
25Δ4.11163.4%70.2%2.66101.9%17.9%
30Δ3.87169.2%62.3%2.87112.4%16.7%
35Δ3.63175.0%54.4%3.09122.9%15.5%
40Δ3.38180.9%46.5%3.30133.5%14.3%
45Δ3.14186.7%38.6%3.52144.0%13.1%
50Δ2.93192.4%32.4%3.74154.5%11.9%
55Δ2.74197.8%28.6%3.95165.1%10.7%
60Δ2.56203.3%24.8%4.17175.6%9.4%
65Δ2.38208.7%21.0%4.38186.1%8.2%
70Δ2.20214.1%17.2%4.60196.6%7.0%
75Δ2.02219.6%13.4%4.82207.2%5.8%
80Δ1.78219.5%10.5%5.06214.5%4.5%

20Δ

Calls
Pseudo strike
4.35
IV
157.5%
B/E move
78.2%
Puts
Pseudo strike
2.44
IV
91.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
4.11
IV
163.4%
B/E move
70.2%
Puts
Pseudo strike
2.66
IV
101.9%
B/E move
17.9%

30Δ

Calls
Pseudo strike
3.87
IV
169.2%
B/E move
62.3%
Puts
Pseudo strike
2.87
IV
112.4%
B/E move
16.7%

35Δ

Calls
Pseudo strike
3.63
IV
175.0%
B/E move
54.4%
Puts
Pseudo strike
3.09
IV
122.9%
B/E move
15.5%

40Δ

Calls
Pseudo strike
3.38
IV
180.9%
B/E move
46.5%
Puts
Pseudo strike
3.30
IV
133.5%
B/E move
14.3%

45Δ

Calls
Pseudo strike
3.14
IV
186.7%
B/E move
38.6%
Puts
Pseudo strike
3.52
IV
144.0%
B/E move
13.1%

50Δ

Calls
Pseudo strike
2.93
IV
192.4%
B/E move
32.4%
Puts
Pseudo strike
3.74
IV
154.5%
B/E move
11.9%

55Δ

Calls
Pseudo strike
2.74
IV
197.8%
B/E move
28.6%
Puts
Pseudo strike
3.95
IV
165.1%
B/E move
10.7%

60Δ

Calls
Pseudo strike
2.56
IV
203.3%
B/E move
24.8%
Puts
Pseudo strike
4.17
IV
175.6%
B/E move
9.4%

65Δ

Calls
Pseudo strike
2.38
IV
208.7%
B/E move
21.0%
Puts
Pseudo strike
4.38
IV
186.1%
B/E move
8.2%

70Δ

Calls
Pseudo strike
2.20
IV
214.1%
B/E move
17.2%
Puts
Pseudo strike
4.60
IV
196.6%
B/E move
7.0%

75Δ

Calls
Pseudo strike
2.02
IV
219.6%
B/E move
13.4%
Puts
Pseudo strike
4.82
IV
207.2%
B/E move
5.8%

80Δ

Calls
Pseudo strike
1.78
IV
219.5%
B/E move
10.5%
Puts
Pseudo strike
5.06
IV
214.5%
B/E move
4.5%

Options history

No recorded observations