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Microvast Holdings Inc MVST

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-17T02:58:25.911Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:53:42.202728271Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T02:58:24.863975+00:00

Share price$0.52
1D-9.7%
AH$0.51$0.52$0.54$0.56$0.585:30 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$1.92$3.83$5.75$7.67$-0.07$0.24$0.55$0.85$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVST spot · $0.52MVST PRICE$0.05$0.06$0.06$0.07$0.09$0.11$0.12$0.14$0.16$0.18$0.20$0.14$0.23$0.33$0.43$0.53$1.87$3.62$5.36$7.10
PutsExpensive1.50×
CallsExpensive1.64×
SkewBullish-20.14 pp
Implied moveBearish±$0.46
TiltBearish88.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.66277.5%803.5%
25Δ3.89257.5%658.6%
30Δ2.69221.1%428.3%
35Δ1.48184.6%198.1%
40Δ0.95172.1%99.9%0.5799.2%17.8%
45Δ0.88175.3%89.1%0.67117.6%16.8%
50Δ0.80178.6%78.3%0.77135.9%15.8%
55Δ0.73181.8%67.4%0.87154.3%14.8%
60Δ0.65185.1%56.6%0.98172.7%13.8%
65Δ0.58188.4%45.8%2.35197.4%9.3%
70Δ0.50191.6%35.0%4.12224.2%3.6%
75Δ5.89250.9%2.1%
80Δ7.66277.7%7.7%

20Δ

Calls
Pseudo strike
4.66
IV
277.5%
B/E move
803.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.89
IV
257.5%
B/E move
658.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.69
IV
221.1%
B/E move
428.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.48
IV
184.6%
B/E move
198.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.95
IV
172.1%
B/E move
99.9%
Puts
Pseudo strike
0.57
IV
99.2%
B/E move
17.8%

45Δ

Calls
Pseudo strike
0.88
IV
175.3%
B/E move
89.1%
Puts
Pseudo strike
0.67
IV
117.6%
B/E move
16.8%

50Δ

Calls
Pseudo strike
0.80
IV
178.6%
B/E move
78.3%
Puts
Pseudo strike
0.77
IV
135.9%
B/E move
15.8%

55Δ

Calls
Pseudo strike
0.73
IV
181.8%
B/E move
67.4%
Puts
Pseudo strike
0.87
IV
154.3%
B/E move
14.8%

60Δ

Calls
Pseudo strike
0.65
IV
185.1%
B/E move
56.6%
Puts
Pseudo strike
0.98
IV
172.7%
B/E move
13.8%

65Δ

Calls
Pseudo strike
0.58
IV
188.4%
B/E move
45.8%
Puts
Pseudo strike
2.35
IV
197.4%
B/E move
9.3%

70Δ

Calls
Pseudo strike
0.50
IV
191.6%
B/E move
35.0%
Puts
Pseudo strike
4.12
IV
224.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.89
IV
250.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.66
IV
277.7%
B/E move
7.7%