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Microvast Holdings Inc MVST

CONSUMER CYCLICAL · AUTO PARTS
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Market dataready · fetched 2026-10-15T20:03:03.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:51.000139668Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:41.283211+00:00

Share price$0.57
1D+11.4%
AH$0.51$0.52$0.54$0.56$0.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVST
Sold putSold callAH

Microvast Holdings Inc options

Live interpolated MVST call and put midpoint premiums by absolute delta.Microvast Holdings Inc$0.00$0.11$0.23$0.34$0.46$0.35$0.45$0.56$0.66$0.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.57OPTION PRICELive MVST spot · $0.57MVST PRICE$0.03$0.03$0.04$0.04$0.04$0.05$0.05$0.05$0.06$0.06$0.06$0.07$0.07$0.01$0.02$0.06$0.09$0.13$0.17$0.20$0.24$0.28$0.31$0.35$0.39$0.42
PutsExpensive6.02×
CallsExpensive3.63×
SkewBearish+85.78 pp
Implied moveBearish±$0.25
TiltBearish60.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.95745.4%72.2%0.45444.5%21.3%
25Δ0.92707.4%66.8%0.49470.9%16.8%
30Δ0.88669.4%61.5%0.53497.4%16.0%
35Δ0.85631.4%56.1%0.58523.8%15.3%
40Δ0.82593.4%50.8%0.62550.3%14.6%
45Δ0.78555.4%45.5%0.66576.8%13.9%
50Δ0.75517.4%40.1%0.70603.2%13.2%
55Δ0.71479.4%34.8%0.74629.7%12.5%
60Δ0.68441.5%29.4%0.78656.1%11.8%
65Δ0.65403.5%24.1%0.82682.6%11.0%
70Δ0.61365.5%18.7%0.86709.0%10.3%
75Δ0.58327.5%13.4%0.90735.5%9.6%
80Δ0.55289.5%8.0%0.94761.9%8.9%

20Δ

Calls
Pseudo strike
0.95
IV
745.4%
B/E move
72.2%
Puts
Pseudo strike
0.45
IV
444.5%
B/E move
21.3%

25Δ

Calls
Pseudo strike
0.92
IV
707.4%
B/E move
66.8%
Puts
Pseudo strike
0.49
IV
470.9%
B/E move
16.8%

30Δ

Calls
Pseudo strike
0.88
IV
669.4%
B/E move
61.5%
Puts
Pseudo strike
0.53
IV
497.4%
B/E move
16.0%

35Δ

Calls
Pseudo strike
0.85
IV
631.4%
B/E move
56.1%
Puts
Pseudo strike
0.58
IV
523.8%
B/E move
15.3%

40Δ

Calls
Pseudo strike
0.82
IV
593.4%
B/E move
50.8%
Puts
Pseudo strike
0.62
IV
550.3%
B/E move
14.6%

45Δ

Calls
Pseudo strike
0.78
IV
555.4%
B/E move
45.5%
Puts
Pseudo strike
0.66
IV
576.8%
B/E move
13.9%

50Δ

Calls
Pseudo strike
0.75
IV
517.4%
B/E move
40.1%
Puts
Pseudo strike
0.70
IV
603.2%
B/E move
13.2%

55Δ

Calls
Pseudo strike
0.71
IV
479.4%
B/E move
34.8%
Puts
Pseudo strike
0.74
IV
629.7%
B/E move
12.5%

60Δ

Calls
Pseudo strike
0.68
IV
441.5%
B/E move
29.4%
Puts
Pseudo strike
0.78
IV
656.1%
B/E move
11.8%

65Δ

Calls
Pseudo strike
0.65
IV
403.5%
B/E move
24.1%
Puts
Pseudo strike
0.82
IV
682.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
0.61
IV
365.5%
B/E move
18.7%
Puts
Pseudo strike
0.86
IV
709.0%
B/E move
10.3%

75Δ

Calls
Pseudo strike
0.58
IV
327.5%
B/E move
13.4%
Puts
Pseudo strike
0.90
IV
735.5%
B/E move
9.6%

80Δ

Calls
Pseudo strike
0.55
IV
289.5%
B/E move
8.0%
Puts
Pseudo strike
0.94
IV
761.9%
B/E move
8.9%