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LexinFintech Holdings Ltd. American Depositary Shares LX

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-12T02:54:14.449Z

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 · 2026-11-11T22:57:55.672024469Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:54:14.108099+00:00

Share price$0.63
1D+1.4%
AH$0.60$0.61$0.63$0.64$0.665:30 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$0.23$0.46$0.70$0.93$0.45$0.54$0.62$0.71$0.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LX spot · $0.63LX PRICE$0.03$0.06$0.09$0.11$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.35$0.07$0.15$0.22$0.29$0.36$0.43$0.50$0.57$0.65$0.72$0.79$0.86
Puts——
Calls——
Skew——
Implied moveBearish±$0.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.00282.7%63.1%
25Δ0.96326.6%61.1%0.53299.7%27.7%
30Δ0.91370.5%59.1%0.61311.6%25.7%
35Δ0.87414.4%57.1%0.70323.5%23.7%
40Δ0.83458.3%55.0%0.78335.4%21.6%
45Δ0.79502.2%53.0%0.86347.3%19.6%
50Δ0.74546.1%51.0%0.95359.2%17.6%
55Δ0.70590.0%49.0%1.03371.0%15.6%
60Δ0.66633.9%47.0%1.12382.9%13.6%
65Δ0.62677.8%44.9%1.20394.8%11.6%
70Δ0.58721.7%42.9%1.29406.7%9.6%
75Δ0.53765.6%40.9%1.37418.6%7.6%
80Δ1.45430.5%5.6%

20Δ

Calls
Pseudo strike
1.00
IV
282.7%
B/E move
63.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
0.96
IV
326.6%
B/E move
61.1%
Puts
Pseudo strike
0.53
IV
299.7%
B/E move
27.7%

30Δ

Calls
Pseudo strike
0.91
IV
370.5%
B/E move
59.1%
Puts
Pseudo strike
0.61
IV
311.6%
B/E move
25.7%

35Δ

Calls
Pseudo strike
0.87
IV
414.4%
B/E move
57.1%
Puts
Pseudo strike
0.70
IV
323.5%
B/E move
23.7%

40Δ

Calls
Pseudo strike
0.83
IV
458.3%
B/E move
55.0%
Puts
Pseudo strike
0.78
IV
335.4%
B/E move
21.6%

45Δ

Calls
Pseudo strike
0.79
IV
502.2%
B/E move
53.0%
Puts
Pseudo strike
0.86
IV
347.3%
B/E move
19.6%

50Δ

Calls
Pseudo strike
0.74
IV
546.1%
B/E move
51.0%
Puts
Pseudo strike
0.95
IV
359.2%
B/E move
17.6%

55Δ

Calls
Pseudo strike
0.70
IV
590.0%
B/E move
49.0%
Puts
Pseudo strike
1.03
IV
371.0%
B/E move
15.6%

60Δ

Calls
Pseudo strike
0.66
IV
633.9%
B/E move
47.0%
Puts
Pseudo strike
1.12
IV
382.9%
B/E move
13.6%

65Δ

Calls
Pseudo strike
0.62
IV
677.8%
B/E move
44.9%
Puts
Pseudo strike
1.20
IV
394.8%
B/E move
11.6%

70Δ

Calls
Pseudo strike
0.58
IV
721.7%
B/E move
42.9%
Puts
Pseudo strike
1.29
IV
406.7%
B/E move
9.6%

75Δ

Calls
Pseudo strike
0.53
IV
765.6%
B/E move
40.9%
Puts
Pseudo strike
1.37
IV
418.6%
B/E move
7.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.45
IV
430.5%
B/E move
5.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations