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Nano Labs Ltd Class A Ordinary Shares NA

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Market datapartial · fetched 2026-11-12T01:42:44.268Z

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 · 2026-11-11T21:00:00.58075351Z

FundamentalsAlpha Vantage · unavailable

Share price$1.38
1D+0.0%
AH$1.30$1.34$1.37$1.41$1.455:30 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$0.06$1.11$2.17$3.23$4.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENA PRICE$0.17$0.26$0.35$1.87$2.40$2.93$3.45$3.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.81719.5%406.1%
25Δ6.16748.5%365.4%
30Δ5.51777.4%324.7%
35Δ
40Δ
45Δ2.58800.0%48.8%
50Δ3.15800.0%45.5%
55Δ3.72800.0%42.2%
60Δ4.30800.0%38.8%
65Δ4.87800.0%35.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.81
IV
719.5%
B/E move
406.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.16
IV
748.5%
B/E move
365.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.51
IV
777.4%
B/E move
324.7%
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
800.0%
B/E move
48.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
800.0%
B/E move
45.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
800.0%
B/E move
42.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
800.0%
B/E move
38.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
800.0%
B/E move
35.5%

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

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations