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LexinFintech Holdings Ltd. American Depositary Shares LX

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Market datapartial · fetched 2026-10-22T22:08:34.529Z

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 · 2026-10-22T22:02:10.229340935Z

FundamentalsAlpha Vantage · unavailable

Share price$0.65
1D+0.1%
AH$0.63$0.64$0.64$0.65$0.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLX
Sold putSold callAH

LexinFintech Holdings Ltd. American Depositary Shares options

Live interpolated LX call and put midpoint premiums by absolute delta.LexinFintech Holdings Ltd. American Depositary Shares$0.00$1.13$2.26$3.39$4.51$-0.63$0.04$0.72$1.39$2.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LX spot · $0.65LX PRICE$0.07$0.12$0.17$0.22$0.26$0.31$0.36$0.38$0.38$0.38$0.38$0.38$0.38$0.66$0.98$1.31$1.63$1.95$2.27$2.59$2.91$3.23$3.55$3.87$4.19$3.33
PutsExpensive6.28×
CallsExpensive7.87×
SkewBullish-76.08 pp
Implied moveBearish±$2.95
TiltBearish79.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.16482.9%707.7%0.90644.3%63.6%
25Δ5.53533.2%772.6%1.25631.2%58.8%
30Δ5.90583.5%837.6%1.60618.1%53.9%
35Δ6.27633.8%902.5%1.95605.0%49.1%
40Δ6.64684.1%967.4%2.31591.8%44.3%
45Δ7.01734.3%1032.4%2.66578.7%39.5%
50Δ7.39784.6%1097.3%3.01565.6%34.6%
55Δ6.68764.8%990.9%3.36552.4%29.8%
60Δ5.51714.2%809.1%3.71539.3%25.0%
65Δ4.33663.6%627.3%4.06526.2%20.2%
70Δ3.15612.9%445.4%4.41513.1%15.3%
75Δ1.98562.3%263.6%4.76499.9%10.5%
80Δ0.80511.7%81.8%3.94411.1%6.1%

20Δ

Calls
Pseudo strike
5.16
IV
482.9%
B/E move
707.7%
Puts
Pseudo strike
0.90
IV
644.3%
B/E move
63.6%

25Δ

Calls
Pseudo strike
5.53
IV
533.2%
B/E move
772.6%
Puts
Pseudo strike
1.25
IV
631.2%
B/E move
58.8%

30Δ

Calls
Pseudo strike
5.90
IV
583.5%
B/E move
837.6%
Puts
Pseudo strike
1.60
IV
618.1%
B/E move
53.9%

35Δ

Calls
Pseudo strike
6.27
IV
633.8%
B/E move
902.5%
Puts
Pseudo strike
1.95
IV
605.0%
B/E move
49.1%

40Δ

Calls
Pseudo strike
6.64
IV
684.1%
B/E move
967.4%
Puts
Pseudo strike
2.31
IV
591.8%
B/E move
44.3%

45Δ

Calls
Pseudo strike
7.01
IV
734.3%
B/E move
1032.4%
Puts
Pseudo strike
2.66
IV
578.7%
B/E move
39.5%

50Δ

Calls
Pseudo strike
7.39
IV
784.6%
B/E move
1097.3%
Puts
Pseudo strike
3.01
IV
565.6%
B/E move
34.6%

55Δ

Calls
Pseudo strike
6.68
IV
764.8%
B/E move
990.9%
Puts
Pseudo strike
3.36
IV
552.4%
B/E move
29.8%

60Δ

Calls
Pseudo strike
5.51
IV
714.2%
B/E move
809.1%
Puts
Pseudo strike
3.71
IV
539.3%
B/E move
25.0%

65Δ

Calls
Pseudo strike
4.33
IV
663.6%
B/E move
627.3%
Puts
Pseudo strike
4.06
IV
526.2%
B/E move
20.2%

70Δ

Calls
Pseudo strike
3.15
IV
612.9%
B/E move
445.4%
Puts
Pseudo strike
4.41
IV
513.1%
B/E move
15.3%

75Δ

Calls
Pseudo strike
1.98
IV
562.3%
B/E move
263.6%
Puts
Pseudo strike
4.76
IV
499.9%
B/E move
10.5%

80Δ

Calls
Pseudo strike
0.80
IV
511.7%
B/E move
81.8%
Puts
Pseudo strike
3.94
IV
411.1%
B/E move
6.1%

Options history

No recorded observations