IntraAlpha
Create free account Start free

iQIYI Inc IQ

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T16:59:05.080Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:32.089394626Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:03.444011+00:00

Share price$0.91
1D-1.6%
$0.90$0.91$0.92$0.93$0.945:30 AM6:30 AM9:00 AM1:00 PMIQ
Sold putSold call

iQIYI Inc options

Live interpolated IQ call and put midpoint premiums by absolute delta.iQIYI Inc$0.20$0.50$0.80$1.10$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIQ PRICE$0.23$0.29$0.35$0.40$0.46$1.31
PutsExpensive5.70×
CallsExpensive8.77×
SkewBullish-121.26 pp
Implied move——
TiltBullish13.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ0.92415.8%26.6%
65Δ0.84467.8%24.2%1.83398.6%42.5%
70Δ0.76519.8%21.7%
75Δ0.68571.8%19.2%
80Δ0.60623.9%16.8%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
0.92
IV
415.8%
B/E move
26.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.84
IV
467.8%
B/E move
24.2%
Puts
Pseudo strike
1.83
IV
398.6%
B/E move
42.5%

70Δ

Calls
Pseudo strike
0.76
IV
519.8%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.68
IV
571.8%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.60
IV
623.9%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations