IntraAlpha
Create free account Start free

HUYA Inc. HUYA

i

Market datapartial · fetched 2026-11-12T16:41:32.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T16:41:18.268960307Z

FundamentalsAlpha Vantage · unavailable

Share price$2.28
1D+1.3%
$2.23$2.24$2.26$2.27$2.285:30 AM6:30 AM9:00 AM1:00 PMHUYA
Sold putSold call

HUYA Inc. options

Live interpolated HUYA call and put midpoint premiums by absolute delta.HUYA Inc.$0.20$0.28$0.36$0.44$0.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHUYA PRICE$0.21$0.26$0.31$0.35$0.40$0.45$0.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.61147.3%38.6%
25Δ1.76139.2%34.3%
30Δ1.90131.1%29.9%
35Δ2.05123.0%25.6%
40Δ2.20114.9%21.2%
45Δ2.34106.7%16.9%
50Δ2.4998.6%12.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.61
IV
147.3%
B/E move
38.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
139.2%
B/E move
34.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
131.1%
B/E move
29.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
123.0%
B/E move
25.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
114.9%
B/E move
21.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
106.7%
B/E move
16.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.49
IV
98.6%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations