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Lufax Holding Ltd. American Depositary Shares, each representing two (2) Ordinary Shares LU

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Market datapartial · fetched 2026-10-22T21:09:36.039Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003395609Z

FundamentalsAlpha Vantage · unavailable

Share price$0.84
1D+1.2%
AH$0.83$0.83$0.84$0.85$0.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLU
Sold putSold callAH

Lufax Holding Ltd. American Depositary Shares, each representing two (2) Ordinary Shares options

Live interpolated LU call and put midpoint premiums by absolute delta.Lufax Holding Ltd. American Depositary Shares, each representing two (2) Ordinary Shares$0.08$0.90$1.71$2.52$3.34$-0.19$0.44$1.07$1.70$2.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LU spot · $0.84LU PRICE$0.17$0.22$0.26$0.31$0.36$0.38$0.38$0.39$0.41$0.54$0.80$1.05$1.31$1.57$1.82$2.08$2.33$2.59$2.85$3.10$2.71$1.73
PutsExpensive3.93×
CallsExpensive7.35×
SkewBullish-192.94 pp
Implied moveBearish±$2.34
TiltBearish79.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.06222.0%38.2%
25Δ1.34243.2%35.6%
30Δ1.62264.3%33.0%
35Δ1.89285.5%30.4%
40Δ2.36421.3%201.0%2.17306.7%27.8%
45Δ2.73494.8%250.9%2.45327.9%25.2%
50Δ3.10568.3%300.9%2.73349.0%22.6%
55Δ3.48641.8%350.8%3.01370.2%20.0%
60Δ3.85715.3%400.7%3.28391.4%17.4%
65Δ2.45634.1%236.7%3.56412.6%14.8%
70Δ1.05473.1%69.4%3.84433.8%12.2%
75Δ0.84412.3%46.4%3.47401.6%9.1%
80Δ0.67355.1%28.6%2.52295.9%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.06
IV
222.0%
B/E move
38.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
243.2%
B/E move
35.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
264.3%
B/E move
33.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
285.5%
B/E move
30.4%

40Δ

Calls
Pseudo strike
2.36
IV
421.3%
B/E move
201.0%
Puts
Pseudo strike
2.17
IV
306.7%
B/E move
27.8%

45Δ

Calls
Pseudo strike
2.73
IV
494.8%
B/E move
250.9%
Puts
Pseudo strike
2.45
IV
327.9%
B/E move
25.2%

50Δ

Calls
Pseudo strike
3.10
IV
568.3%
B/E move
300.9%
Puts
Pseudo strike
2.73
IV
349.0%
B/E move
22.6%

55Δ

Calls
Pseudo strike
3.48
IV
641.8%
B/E move
350.8%
Puts
Pseudo strike
3.01
IV
370.2%
B/E move
20.0%

60Δ

Calls
Pseudo strike
3.85
IV
715.3%
B/E move
400.7%
Puts
Pseudo strike
3.28
IV
391.4%
B/E move
17.4%

65Δ

Calls
Pseudo strike
2.45
IV
634.1%
B/E move
236.7%
Puts
Pseudo strike
3.56
IV
412.6%
B/E move
14.8%

70Δ

Calls
Pseudo strike
1.05
IV
473.1%
B/E move
69.4%
Puts
Pseudo strike
3.84
IV
433.8%
B/E move
12.2%

75Δ

Calls
Pseudo strike
0.84
IV
412.3%
B/E move
46.4%
Puts
Pseudo strike
3.47
IV
401.6%
B/E move
9.1%

80Δ

Calls
Pseudo strike
0.67
IV
355.1%
B/E move
28.6%
Puts
Pseudo strike
2.52
IV
295.9%
B/E move
5.9%

Options history

No recorded observations