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ChipMOS TECHNOLOGIES INC. American Depositary Shares IMOS

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Market datapartial · fetched 2026-10-22T09:00:00.157Z

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 · 2026-10-22T08:48:53.405379073Z

FundamentalsAlpha Vantage · unavailable

Share price$59.60
1D
Price history unavailable.

ChipMOS TECHNOLOGIES INC. American Depositary Shares options

Live interpolated IMOS call and put midpoint premiums by absolute delta.ChipMOS TECHNOLOGIES INC. American Depositary Shares$1.48$5.77$10.06$14.35$18.64$41.64$53.23$64.83$76.42$88.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMOS spot · $59.60IMOS PRICE$2.09$2.05$2.80$3.29$3.78$4.54$5.46$6.38$7.73$9.08$11.19$13.64$17.40$1.94$2.16$2.40$2.81$3.22$3.62$4.11$4.69$5.27$5.84$6.42
PutsCheap0.77×
CallsExpensive1.43×
SkewBullish-45.61 pp
Implied moveBullish±$9.56
TiltBullish35.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.76130.9%50.8%49.7590.8%19.8%
25Δ74.7394.3%28.8%52.5178.5%15.5%
30Δ72.79101.1%26.8%55.0867.6%11.6%
35Δ69.4895.9%22.1%56.4664.3%10.0%
40Δ66.1790.8%17.4%57.8560.9%8.3%
45Δ63.7790.8%14.6%59.2357.6%6.7%
50Δ61.8693.7%13.0%60.4855.0%5.4%
55Δ59.9596.5%11.3%61.5553.3%4.6%
60Δ57.81101.1%10.0%62.6251.5%3.8%
65Δ55.66105.6%8.6%63.6949.7%2.9%
70Δ52.97115.6%7.6%64.7648.0%2.1%
75Δ50.02128.1%6.8%
80Δ45.78148.9%6.0%

20Δ

Calls
Pseudo strike
87.76
IV
130.9%
B/E move
50.8%
Puts
Pseudo strike
49.75
IV
90.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
74.73
IV
94.3%
B/E move
28.8%
Puts
Pseudo strike
52.51
IV
78.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
72.79
IV
101.1%
B/E move
26.8%
Puts
Pseudo strike
55.08
IV
67.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
69.48
IV
95.9%
B/E move
22.1%
Puts
Pseudo strike
56.46
IV
64.3%
B/E move
10.0%

40Δ

Calls
Pseudo strike
66.17
IV
90.8%
B/E move
17.4%
Puts
Pseudo strike
57.85
IV
60.9%
B/E move
8.3%

45Δ

Calls
Pseudo strike
63.77
IV
90.8%
B/E move
14.6%
Puts
Pseudo strike
59.23
IV
57.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
61.86
IV
93.7%
B/E move
13.0%
Puts
Pseudo strike
60.48
IV
55.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
59.95
IV
96.5%
B/E move
11.3%
Puts
Pseudo strike
61.55
IV
53.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
57.81
IV
101.1%
B/E move
10.0%
Puts
Pseudo strike
62.62
IV
51.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
55.66
IV
105.6%
B/E move
8.6%
Puts
Pseudo strike
63.69
IV
49.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
52.97
IV
115.6%
B/E move
7.6%
Puts
Pseudo strike
64.76
IV
48.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
50.02
IV
128.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.78
IV
148.9%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations