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Microvast Holdings, Inc. Common Stock MVST

i

Market dataready · fetched 2026-11-07T07:28:54.600Z

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 · 2026-11-07T00:50:10.669400185Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:28:54.163259+00:00

Share price$0.63
1D-1.4%
AH$0.58$0.60$0.61$0.62$0.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVST
Sold putSold callAH

Microvast Holdings, Inc. Common Stock options

Live interpolated MVST call and put midpoint premiums by absolute delta.Microvast Holdings, Inc. Common Stock$0.05$0.12$0.19$0.26$0.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMVST PRICE$0.12$0.13$0.14$0.16$0.17$0.06$0.09$0.12$0.15$0.18$0.22$0.25$0.28$0.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ0.51235.8%27.4%
30Δ0.56235.5%25.2%
35Δ0.60235.2%23.1%
40Δ0.65234.9%20.9%
45Δ0.69234.6%18.8%
50Δ0.74234.3%16.6%
55Δ0.69231.4%29.3%0.78234.0%14.5%
60Δ0.65231.9%24.3%0.83233.8%12.3%
65Δ0.60232.4%19.4%0.87233.5%10.2%
70Δ0.56232.9%14.5%
75Δ0.51233.4%9.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.51
IV
235.8%
B/E move
27.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
235.5%
B/E move
25.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
235.2%
B/E move
23.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.65
IV
234.9%
B/E move
20.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
234.6%
B/E move
18.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
234.3%
B/E move
16.6%

55Δ

Calls
Pseudo strike
0.69
IV
231.4%
B/E move
29.3%
Puts
Pseudo strike
0.78
IV
234.0%
B/E move
14.5%

60Δ

Calls
Pseudo strike
0.65
IV
231.9%
B/E move
24.3%
Puts
Pseudo strike
0.83
IV
233.8%
B/E move
12.3%

65Δ

Calls
Pseudo strike
0.60
IV
232.4%
B/E move
19.4%
Puts
Pseudo strike
0.87
IV
233.5%
B/E move
10.2%

70Δ

Calls
Pseudo strike
0.56
IV
232.9%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.51
IV
233.4%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend185.97%
Daily close
MVST142.3%249.0%355.7%2026-08-10: 243.60%2026-09-23: 297.48%2026-09-25: 296.47%2026-09-30: 337.35%2026-10-01: 341.01%2026-10-19: 157.00%2026-10-22: 185.97%Aug 10Sep 30Oct 22
7 observations2026-08-10 — 2026-10-22
Table
DateIV (%)
243.60%
297.48%
296.47%
337.35%
341.01%
157.00%
185.97%