IntraAlpha
Create free account Start free

Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares) LU

i

Market datapartial · fetched 2026-11-11T13:47:27.244Z

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 · 2026-11-11T13:40:28.37776626Z

FundamentalsAlpha Vantage · unavailable

Share price$7.28
1D+0.0%
$7.28$7.28$7.28$7.28$7.295:30 AM6:30 AM9:00 AM1:00 PMLU
Sold putSold call

Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares) options

Live interpolated LU call and put midpoint premiums by absolute delta.Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares)$0.44$0.77$1.11$1.44$1.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELU PRICE$0.47$0.49$0.54$0.58$0.63$0.79$1.07$1.34$1.68$0.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.44296.8%31.8%
25Δ
30Δ9.94263.8%43.1%
35Δ
40Δ
45Δ7.78145.4%13.6%
50Δ7.56135.5%11.2%
55Δ7.33125.5%8.8%
60Δ7.11115.5%6.3%
65Δ6.85121.8%4.9%
70Δ6.55144.3%4.6%
75Δ6.25166.9%4.3%
80Δ5.89193.4%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.44
IV
296.8%
B/E move
31.8%

25Δ

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

30Δ

Calls
Pseudo strike
9.94
IV
263.8%
B/E move
43.1%
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
7.78
IV
145.4%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.56
IV
135.5%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.33
IV
125.5%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.11
IV
115.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.85
IV
121.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.55
IV
144.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.25
IV
166.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.89
IV
193.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.79%
Daily EOD
LU61.0%175.4%289.8%2026-10-19: 274.00%2026-10-26: 102.18%2026-10-27: 93.45%2026-10-28: 84.93%2026-10-29: 76.84%2026-10-30: 76.79%Oct 19Oct 27Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
274.00%
102.18%
93.45%
84.93%
76.84%
76.79%