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Jiayin Group Inc. American Depositary Shares JFIN

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Market datapartial · fetched 2026-11-12T02:42:53.980Z

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 · 2026-11-11T21:00:00.542605034Z

FundamentalsAlpha Vantage · unavailable

Share price$1.40
1D-0.7%
AH$1.39$1.42$1.44$1.47$1.505:30 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$1.58$2.82$4.06$5.29$6.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEJFIN PRICE$1.72$2.29$2.86$3.43$4.01$5.04$6.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.62800.0%35.7%
50Δ3.19800.0%35.7%
55Δ3.76800.0%35.7%
60Δ4.33800.0%35.7%
65Δ4.91800.0%35.7%
70Δ5.94800.0%35.7%
75Δ7.07800.0%35.7%
80Δ

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
2.62
IV
800.0%
B/E move
35.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
800.0%
B/E move
35.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
800.0%
B/E move
35.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
800.0%
B/E move
35.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
800.0%
B/E move
35.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
800.0%
B/E move
35.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.07
IV
800.0%
B/E move
35.7%

80Δ

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

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations