iQIYI Inc IQ
COMMUNICATION SERVICES · ENTERTAINMENTi
Market dataready · fetched 2026-10-21T17:47:51.856Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:46.681697186Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:51.093762+00:00
Share price$0.91
1D-1.6%
Sold putSold call
iQIYI Inc options
PutsExpensive7.78×
CallsExpensive6.59×
SkewBearish+105.54 pp
Implied moveBearish±$3.00
TiltBearish78.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 1.08 | 139.4% | 27.1% | |||
| 40Δ | 1.24 | 251.3% | 53.9% | |||
| 45Δ | 1.39 | 363.2% | 80.8% | 2.99 | 796.5% | 96.7% |
| 50Δ | 1.55 | 475.0% | 107.6% | 2.80 | 718.8% | 84.5% |
| 55Δ | 1.70 | 586.9% | 134.4% | 2.60 | 641.1% | 72.2% |
| 60Δ | 1.86 | 698.7% | 161.3% | 2.41 | 563.5% | 60.0% |
| 65Δ | 2.21 | 485.8% | 47.7% | |||
| 70Δ | 2.02 | 408.1% | 35.5% | |||
| 75Δ | 1.83 | 330.5% | 23.3% | |||
| 80Δ | 1.63 | 252.8% | 11.0% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 1.08
- IV
- 139.4%
- B/E move
- 27.1%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 1.24
- IV
- 251.3%
- B/E move
- 53.9%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 1.39
- IV
- 363.2%
- B/E move
- 80.8%
- Pseudo strike
- 2.99
- IV
- 796.5%
- B/E move
- 96.7%
50Δ
- Pseudo strike
- 1.55
- IV
- 475.0%
- B/E move
- 107.6%
- Pseudo strike
- 2.80
- IV
- 718.8%
- B/E move
- 84.5%
55Δ
- Pseudo strike
- 1.70
- IV
- 586.9%
- B/E move
- 134.4%
- Pseudo strike
- 2.60
- IV
- 641.1%
- B/E move
- 72.2%
60Δ
- Pseudo strike
- 1.86
- IV
- 698.7%
- B/E move
- 161.3%
- Pseudo strike
- 2.41
- IV
- 563.5%
- B/E move
- 60.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.21
- IV
- 485.8%
- B/E move
- 47.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.02
- IV
- 408.1%
- B/E move
- 35.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.83
- IV
- 330.5%
- B/E move
- 23.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.63
- IV
- 252.8%
- B/E move
- 11.0%
Options history
No recorded observations