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iQIYI, Inc. American Depositary Shares IQ

i

Market datapartial · fetched 2026-11-10T22:19:59.947Z

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 · 2026-11-10T21:14:49.345790551Z

FundamentalsAlpha Vantage · unavailable

Share price$0.89
1D-1.7%
AH$0.87$0.88$0.89$0.90$0.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQ
Sold putSold callAH

iQIYI, Inc. American Depositary Shares options

Live interpolated IQ call and put midpoint premiums by absolute delta.iQIYI, Inc. American Depositary Shares$0.03$0.22$0.41$0.60$0.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ 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 PRICEIQ PRICE$0.05$0.07$0.09$0.11$0.11$0.11$0.45$0.46$0.48$0.54$0.61$0.67$0.74
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.83368.4%110.8%0.69770.8%72.9%
25Δ1.72387.1%100.3%0.83748.1%58.3%
30Δ1.61405.8%89.8%0.98725.4%43.8%
35Δ1.50423.7%79.3%1.09692.4%37.8%
40Δ1.31363.5%59.0%1.20657.9%33.2%
45Δ1.13303.4%38.6%1.31623.3%28.6%
50Δ1.42588.7%24.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
1.83
IV
368.4%
B/E move
110.8%
Puts
Pseudo strike
0.69
IV
770.8%
B/E move
72.9%

25Δ

Calls
Pseudo strike
1.72
IV
387.1%
B/E move
100.3%
Puts
Pseudo strike
0.83
IV
748.1%
B/E move
58.3%

30Δ

Calls
Pseudo strike
1.61
IV
405.8%
B/E move
89.8%
Puts
Pseudo strike
0.98
IV
725.4%
B/E move
43.8%

35Δ

Calls
Pseudo strike
1.50
IV
423.7%
B/E move
79.3%
Puts
Pseudo strike
1.09
IV
692.4%
B/E move
37.8%

40Δ

Calls
Pseudo strike
1.31
IV
363.5%
B/E move
59.0%
Puts
Pseudo strike
1.20
IV
657.9%
B/E move
33.2%

45Δ

Calls
Pseudo strike
1.13
IV
303.4%
B/E move
38.6%
Puts
Pseudo strike
1.31
IV
623.3%
B/E move
28.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.42
IV
588.7%
B/E move
24.0%

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 blend488.62%
Daily close
IQ488.1%488.6%489.1%2026-08-21: 488.62%Aug 21
1 observations2026-08-21 — 2026-08-21
Table
DateIV (%)
488.62%