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Jiayin Group Inc. American Depositary Shares JFIN

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Market datapartial · fetched 2026-10-22T23:47:30.458Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:44:59.688271901Z

FundamentalsAlpha Vantage · unavailable

Share price$1.35
1D+3.2%
AH$1.26$1.29$1.31$1.33$1.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJFIN
Sold putSold callAH

Jiayin Group Inc. American Depositary Shares options

Live interpolated JFIN call and put midpoint premiums by absolute delta.Jiayin Group Inc. American Depositary Shares$0.00$1.75$3.51$5.26$7.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJFIN PRICE$0.11$0.16$0.21$0.26$0.30$0.35$0.42$1.96$2.71$3.46$4.29$6.51
PutsExpensive4.16×
CallsExpensive2.52×
SkewBearish+193.54 pp
Implied move——
TiltBearish82.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.13178.6%140.2%
25Δ3.47217.7%169.1%2.54502.6%57.1%
30Δ3.81256.8%198.1%3.37495.0%50.9%
35Δ4.16295.9%227.0%4.21487.3%44.8%
40Δ4.50335.0%255.9%5.11481.0%38.8%
45Δ4.84374.1%284.8%7.36498.8%37.1%
50Δ6.19437.7%390.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
3.13
IV
178.6%
B/E move
140.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.47
IV
217.7%
B/E move
169.1%
Puts
Pseudo strike
2.54
IV
502.6%
B/E move
57.1%

30Δ

Calls
Pseudo strike
3.81
IV
256.8%
B/E move
198.1%
Puts
Pseudo strike
3.37
IV
495.0%
B/E move
50.9%

35Δ

Calls
Pseudo strike
4.16
IV
295.9%
B/E move
227.0%
Puts
Pseudo strike
4.21
IV
487.3%
B/E move
44.8%

40Δ

Calls
Pseudo strike
4.50
IV
335.0%
B/E move
255.9%
Puts
Pseudo strike
5.11
IV
481.0%
B/E move
38.8%

45Δ

Calls
Pseudo strike
4.84
IV
374.1%
B/E move
284.8%
Puts
Pseudo strike
7.36
IV
498.8%
B/E move
37.1%

50Δ

Calls
Pseudo strike
6.19
IV
437.7%
B/E move
390.0%
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
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

No recorded observations