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Noah Holdings Limited American Depositary Shares (each representing five (5) Ordinary shares) NOAH

i

Market datapartial · fetched 2026-11-13T01:26:23.286Z

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 · 2026-11-13T00:00:00.002023384Z

FundamentalsAlpha Vantage · unavailable

Share price$6.58
1D+0.8%
AH$6.51$6.56$6.61$6.67$6.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNOAH
Sold putSold callAH

Noah Holdings Limited American Depositary Shares (each representing five (5) Ordinary shares) options

Live interpolated NOAH call and put midpoint premiums by absolute delta.Noah Holdings Limited American Depositary Shares (each representing five (5) Ordinary shares)$0.18$2.02$3.87$5.72$7.57$0.11$2.53$4.95$7.38$9.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NOAH spot · $6.58NOAH PRICE$0.38$0.38$0.38$0.38$0.49$0.63$0.77$0.92$1.06$1.20$1.35$1.49$1.64$1.70$2.05$2.50$2.95$3.41$3.86$4.32$4.77$5.22$5.68$6.13$6.58$7.04
PutsExpensive13.71×
CallsExpensive6.93×
SkewBearish+337.71 pp
Implied moveBearish±$5.09
TiltBearish67.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.78465.9%130.3%4.78757.7%53.2%
25Δ11.37355.4%78.5%5.51730.0%47.3%
30Δ9.63277.5%52.1%6.19699.0%44.0%
35Δ7.89199.6%25.7%6.86668.1%40.7%
40Δ7.30184.6%18.4%7.53637.2%37.3%
45Δ7.04188.1%16.6%8.20606.3%34.0%
50Δ6.79191.6%14.9%8.88575.3%30.7%
55Δ6.53195.1%13.2%9.55544.4%27.4%
60Δ6.28198.6%11.5%10.22513.5%24.1%
65Δ6.02202.1%9.8%10.89482.6%20.7%
70Δ5.76205.6%8.1%11.56451.6%17.4%
75Δ5.51209.1%6.3%12.24420.7%14.1%
80Δ5.25212.6%4.6%12.91389.8%10.8%

20Δ

Calls
Pseudo strike
14.78
IV
465.9%
B/E move
130.3%
Puts
Pseudo strike
4.78
IV
757.7%
B/E move
53.2%

25Δ

Calls
Pseudo strike
11.37
IV
355.4%
B/E move
78.5%
Puts
Pseudo strike
5.51
IV
730.0%
B/E move
47.3%

30Δ

Calls
Pseudo strike
9.63
IV
277.5%
B/E move
52.1%
Puts
Pseudo strike
6.19
IV
699.0%
B/E move
44.0%

35Δ

Calls
Pseudo strike
7.89
IV
199.6%
B/E move
25.7%
Puts
Pseudo strike
6.86
IV
668.1%
B/E move
40.7%

40Δ

Calls
Pseudo strike
7.30
IV
184.6%
B/E move
18.4%
Puts
Pseudo strike
7.53
IV
637.2%
B/E move
37.3%

45Δ

Calls
Pseudo strike
7.04
IV
188.1%
B/E move
16.6%
Puts
Pseudo strike
8.20
IV
606.3%
B/E move
34.0%

50Δ

Calls
Pseudo strike
6.79
IV
191.6%
B/E move
14.9%
Puts
Pseudo strike
8.88
IV
575.3%
B/E move
30.7%

55Δ

Calls
Pseudo strike
6.53
IV
195.1%
B/E move
13.2%
Puts
Pseudo strike
9.55
IV
544.4%
B/E move
27.4%

60Δ

Calls
Pseudo strike
6.28
IV
198.6%
B/E move
11.5%
Puts
Pseudo strike
10.22
IV
513.5%
B/E move
24.1%

65Δ

Calls
Pseudo strike
6.02
IV
202.1%
B/E move
9.8%
Puts
Pseudo strike
10.89
IV
482.6%
B/E move
20.7%

70Δ

Calls
Pseudo strike
5.76
IV
205.6%
B/E move
8.1%
Puts
Pseudo strike
11.56
IV
451.6%
B/E move
17.4%

75Δ

Calls
Pseudo strike
5.51
IV
209.1%
B/E move
6.3%
Puts
Pseudo strike
12.24
IV
420.7%
B/E move
14.1%

80Δ

Calls
Pseudo strike
5.25
IV
212.6%
B/E move
4.6%
Puts
Pseudo strike
12.91
IV
389.8%
B/E move
10.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations