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Microvast Holdings Inc MVST

CONSUMER CYCLICAL · AUTO PARTS
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Market dataready · fetched 2026-10-16T22:57:35.932Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:39:44.016030157Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:57:34.793278+00:00

Share price$0.51
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$1.63$3.26$4.89$6.52$-0.02$0.28$0.57$0.86$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MVST spot · $0.51MVST PRICE$0.05$0.06$0.06$0.07$0.09$0.10$0.12$0.14$0.16$0.18$0.20$0.10$0.19$0.29$0.38$0.48$0.96$2.66$4.35$6.04
PutsExpensive1.35×
CallsExpensive1.69×
SkewBullish-43.73 pp
Implied moveBearish±$0.41
TiltBearish85.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.47272.6%784.5%
25Δ3.95262.0%684.4%
30Δ2.73225.7%448.0%
35Δ1.52189.4%211.6%
40Δ0.96176.1%104.2%0.5287.6%16.5%
45Δ0.88180.1%93.1%0.62105.0%15.5%
50Δ0.81184.0%82.0%0.72122.4%14.6%
55Δ0.73187.9%70.9%0.82139.8%13.6%
60Δ0.65191.9%59.8%0.92157.2%12.6%
65Δ0.58195.8%48.7%1.42176.2%10.5%
70Δ0.50199.7%37.5%3.14200.0%4.9%
75Δ4.86223.9%0.8%
80Δ6.58247.7%6.4%

20Δ

Calls
Pseudo strike
4.47
IV
272.6%
B/E move
784.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.95
IV
262.0%
B/E move
684.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.73
IV
225.7%
B/E move
448.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.52
IV
189.4%
B/E move
211.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.96
IV
176.1%
B/E move
104.2%
Puts
Pseudo strike
0.52
IV
87.6%
B/E move
16.5%

45Δ

Calls
Pseudo strike
0.88
IV
180.1%
B/E move
93.1%
Puts
Pseudo strike
0.62
IV
105.0%
B/E move
15.5%

50Δ

Calls
Pseudo strike
0.81
IV
184.0%
B/E move
82.0%
Puts
Pseudo strike
0.72
IV
122.4%
B/E move
14.6%

55Δ

Calls
Pseudo strike
0.73
IV
187.9%
B/E move
70.9%
Puts
Pseudo strike
0.82
IV
139.8%
B/E move
13.6%

60Δ

Calls
Pseudo strike
0.65
IV
191.9%
B/E move
59.8%
Puts
Pseudo strike
0.92
IV
157.2%
B/E move
12.6%

65Δ

Calls
Pseudo strike
0.58
IV
195.8%
B/E move
48.7%
Puts
Pseudo strike
1.42
IV
176.2%
B/E move
10.5%

70Δ

Calls
Pseudo strike
0.50
IV
199.7%
B/E move
37.5%
Puts
Pseudo strike
3.14
IV
200.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
223.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
247.7%
B/E move
6.4%