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Nano Labs Ltd Class A Ordinary Shares NA

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Market datapartial · fetched 2026-10-22T21:04:35.605Z

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 · 2026-10-22T20:00:00.371779546Z

FundamentalsAlpha Vantage · unavailable

Share price$1.68
1D-6.1%
AH$1.66$1.72$1.78$1.84$1.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNA
Sold putSold callAH

Nano Labs Ltd Class A Ordinary Shares options

Live interpolated NA call and put midpoint premiums by absolute delta.Nano Labs Ltd Class A Ordinary Shares$0.00$1.54$3.07$4.61$6.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENA PRICE$0.11$0.13$0.15$0.17$0.30$5.70
PutsExpensive4.72×
CallsExpensive2.09×
SkewBearish+405.70 pp
Implied move——
TiltBearish73.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.98296.4%262.4%
25Δ4.84267.3%195.6%
30Δ3.69238.1%128.8%
35Δ2.55208.9%61.9%
40Δ4.10370.8%162.4%6.68682.0%41.5%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.98
IV
296.4%
B/E move
262.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.84
IV
267.3%
B/E move
195.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.69
IV
238.1%
B/E move
128.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.55
IV
208.9%
B/E move
61.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.10
IV
370.8%
B/E move
162.4%
Puts
Pseudo strike
6.68
IV
682.0%
B/E move
41.5%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations