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iQIYI Inc IQ

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T17:47:51.856Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-21T17:47:46.681697186Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:51.093762+00:00

Share price$0.91
1D-1.6%
$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$0.00$0.80$1.60$2.39$3.19$-0.31$0.25$0.81$1.37$1.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQ spot · $0.91IQ PRICE$0.08$0.16$0.25$0.34$0.43$0.52$2.96$2.66$2.35$2.04$1.74$1.43$1.13$0.82
PutsExpensive7.78×
CallsExpensive6.59×
SkewBearish+105.54 pp
Implied moveBearish±$3.00
TiltBearish78.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ1.08139.4%27.1%
40Δ1.24251.3%53.9%
45Δ1.39363.2%80.8%2.99796.5%96.7%
50Δ1.55475.0%107.6%2.80718.8%84.5%
55Δ1.70586.9%134.4%2.60641.1%72.2%
60Δ1.86698.7%161.3%2.41563.5%60.0%
65Δ2.21485.8%47.7%
70Δ2.02408.1%35.5%
75Δ1.83330.5%23.3%
80Δ1.63252.8%11.0%

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
1.08
IV
139.4%
B/E move
27.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.24
IV
251.3%
B/E move
53.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.39
IV
363.2%
B/E move
80.8%
Puts
Pseudo strike
2.99
IV
796.5%
B/E move
96.7%

50Δ

Calls
Pseudo strike
1.55
IV
475.0%
B/E move
107.6%
Puts
Pseudo strike
2.80
IV
718.8%
B/E move
84.5%

55Δ

Calls
Pseudo strike
1.70
IV
586.9%
B/E move
134.4%
Puts
Pseudo strike
2.60
IV
641.1%
B/E move
72.2%

60Δ

Calls
Pseudo strike
1.86
IV
698.7%
B/E move
161.3%
Puts
Pseudo strike
2.41
IV
563.5%
B/E move
60.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.21
IV
485.8%
B/E move
47.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
408.1%
B/E move
35.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.83
IV
330.5%
B/E move
23.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
252.8%
B/E move
11.0%

Options history

No recorded observations