IntraAlpha
Create free account Start free

ChipMOS TECHNOLOGIES INC. American Depositary Shares IMOS

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-11T13:47:04.287Z

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 · 2026-11-11T12:37:24.96260652Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:03.622906+00:00

Share price$53.00
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$0.49$11.70$22.92$34.14$45.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIMOS PRICE$1.70$1.75$1.80$1.84$2.00$2.39$3.00$3.60$4.78$6.09$7.64$10.62$15.21$23.64$42.12
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.98224.8%56.0%43.01186.5%22.6%
25Δ45.92164.7%17.9%
30Δ59.85120.5%16.2%47.80161.6%15.5%
35Δ57.68101.9%12.2%49.68158.5%13.0%
40Δ55.5283.4%8.2%51.55165.8%11.8%
45Δ53.41175.3%10.7%
50Δ55.48187.2%9.7%
55Δ58.71212.9%9.3%
60Δ63.48247.3%8.9%
65Δ71.99303.2%8.8%
70Δ90.47397.1%8.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
80.98
IV
224.8%
B/E move
56.0%
Puts
Pseudo strike
43.01
IV
186.5%
B/E move
22.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.92
IV
164.7%
B/E move
17.9%

30Δ

Calls
Pseudo strike
59.85
IV
120.5%
B/E move
16.2%
Puts
Pseudo strike
47.80
IV
161.6%
B/E move
15.5%

35Δ

Calls
Pseudo strike
57.68
IV
101.9%
B/E move
12.2%
Puts
Pseudo strike
49.68
IV
158.5%
B/E move
13.0%

40Δ

Calls
Pseudo strike
55.52
IV
83.4%
B/E move
8.2%
Puts
Pseudo strike
51.55
IV
165.8%
B/E move
11.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.41
IV
175.3%
B/E move
10.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.48
IV
187.2%
B/E move
9.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.71
IV
212.9%
B/E move
9.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.48
IV
247.3%
B/E move
8.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.99
IV
303.2%
B/E move
8.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.47
IV
397.1%
B/E move
8.8%

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 blend73.28%
Daily close
IMOS52.4%81.1%109.7%2026-08-13: 72.77%2026-08-14: 70.73%2026-08-17: 77.94%2026-08-18: 83.60%2026-08-19: 97.56%2026-08-20: 104.69%2026-08-21: 61.81%2026-08-24: 61.12%2026-08-25: 59.72%2026-08-26: 60.30%2026-08-27: 58.68%2026-08-28: 59.80%2026-08-31: 58.69%2026-09-01: 58.62%2026-09-02: 58.90%2026-09-03: 58.79%2026-09-04: 56.38%2026-09-08: 59.37%2026-09-09: 64.93%2026-09-10: 64.22%2026-09-11: 61.47%2026-09-15: 97.28%2026-09-16: 68.23%2026-09-17: 105.74%2026-09-18: 58.11%2026-09-21: 60.05%2026-09-22: 62.94%2026-09-23: 63.03%2026-09-24: 63.18%2026-09-25: 63.72%2026-09-28: 62.37%2026-09-29: 62.87%2026-09-30: 62.86%2026-10-01: 62.44%2026-10-02: 62.27%2026-10-05: 64.66%2026-10-06: 63.72%2026-10-07: 63.36%2026-10-08: 64.90%2026-10-09: 65.12%2026-10-12: 69.48%2026-10-13: 72.61%2026-10-14: 76.75%2026-10-15: 83.55%2026-10-16: 68.26%2026-10-19: 65.58%2026-10-20: 68.44%2026-10-21: 67.02%2026-10-22: 72.38%2026-10-23: 71.33%2026-10-26: 68.67%2026-10-27: 69.69%2026-10-28: 69.98%2026-10-29: 70.62%2026-10-30: 73.28%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
72.77%
70.73%
77.94%
83.60%
97.56%
104.69%
61.81%
61.12%
59.72%
60.30%
58.68%
59.80%
58.69%
58.62%
58.90%
58.79%
56.38%
59.37%
64.93%
64.22%
61.47%
97.28%
68.23%
105.74%
58.11%
60.05%
62.94%
63.03%
63.18%
63.72%
62.37%
62.87%
62.86%
62.44%
62.27%
64.66%
63.72%
63.36%
64.90%
65.12%
69.48%
72.61%
76.75%
83.55%
68.26%
65.58%
68.44%
67.02%
72.38%
71.33%
68.67%
69.69%
69.98%
70.62%
73.28%