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LexinFintech Holdings Ltd. American Depositary Shares LX

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Market datapartial · fetched 2026-10-23T01:39:35.361Z

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 · 2026-10-22T22:59:19.924131126Z

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$1.14$2.27$3.41$4.55$-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$0.67$0.99$1.32$1.64$1.96$2.28$2.60$2.93$3.25$3.57$3.89$4.21$2.93
PutsExpensive6.27×
CallsExpensive7.84×
SkewBullish-75.14 pp
Implied moveBearish±$2.97
TiltBearish79.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.16484.0%705.5%0.91646.7%63.6%
25Δ5.53534.4%770.5%1.26633.7%58.8%
30Δ5.91584.7%835.4%1.61620.6%53.9%
35Δ6.28635.1%900.4%1.97607.6%49.1%
40Δ6.65685.5%965.4%2.32594.6%44.3%
45Δ7.02735.9%1030.3%2.67581.5%39.4%
50Δ7.40786.3%1095.3%3.03568.5%34.6%
55Δ6.65763.1%981.8%3.38555.4%29.7%
60Δ5.48712.3%801.4%3.74542.4%24.9%
65Δ4.31661.6%621.0%4.09529.4%20.1%
70Δ3.13610.8%440.6%4.44516.3%15.2%
75Δ1.96560.1%260.1%4.80503.3%10.4%
80Δ0.79509.3%79.7%3.54386.2%6.0%

20Δ

Calls
Pseudo strike
5.16
IV
484.0%
B/E move
705.5%
Puts
Pseudo strike
0.91
IV
646.7%
B/E move
63.6%

25Δ

Calls
Pseudo strike
5.53
IV
534.4%
B/E move
770.5%
Puts
Pseudo strike
1.26
IV
633.7%
B/E move
58.8%

30Δ

Calls
Pseudo strike
5.91
IV
584.7%
B/E move
835.4%
Puts
Pseudo strike
1.61
IV
620.6%
B/E move
53.9%

35Δ

Calls
Pseudo strike
6.28
IV
635.1%
B/E move
900.4%
Puts
Pseudo strike
1.97
IV
607.6%
B/E move
49.1%

40Δ

Calls
Pseudo strike
6.65
IV
685.5%
B/E move
965.4%
Puts
Pseudo strike
2.32
IV
594.6%
B/E move
44.3%

45Δ

Calls
Pseudo strike
7.02
IV
735.9%
B/E move
1030.3%
Puts
Pseudo strike
2.67
IV
581.5%
B/E move
39.4%

50Δ

Calls
Pseudo strike
7.40
IV
786.3%
B/E move
1095.3%
Puts
Pseudo strike
3.03
IV
568.5%
B/E move
34.6%

55Δ

Calls
Pseudo strike
6.65
IV
763.1%
B/E move
981.8%
Puts
Pseudo strike
3.38
IV
555.4%
B/E move
29.7%

60Δ

Calls
Pseudo strike
5.48
IV
712.3%
B/E move
801.4%
Puts
Pseudo strike
3.74
IV
542.4%
B/E move
24.9%

65Δ

Calls
Pseudo strike
4.31
IV
661.6%
B/E move
621.0%
Puts
Pseudo strike
4.09
IV
529.4%
B/E move
20.1%

70Δ

Calls
Pseudo strike
3.13
IV
610.8%
B/E move
440.6%
Puts
Pseudo strike
4.44
IV
516.3%
B/E move
15.2%

75Δ

Calls
Pseudo strike
1.96
IV
560.1%
B/E move
260.1%
Puts
Pseudo strike
4.80
IV
503.3%
B/E move
10.4%

80Δ

Calls
Pseudo strike
0.79
IV
509.3%
B/E move
79.7%
Puts
Pseudo strike
3.54
IV
386.2%
B/E move
6.0%

Options history

No recorded observations