Share price$6.82
1D-2.6%
Sold putSold call
Noah Holdings Limited American Depositary Shares (each representing five (5) Ordinary shares) NOAH
i
Market datapartial · fetched 2026-10-23T15:50:28.468Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T15:43:14.09505522Z
FundamentalsAlpha Vantage · unavailable
Noah Holdings Limited American Depositary Shares (each representing five (5) Ordinary shares) options
PutsExpensive1.91×
CallsExpensive5.33×
SkewBullish-114.64 pp
Implied move——
TiltBearish88.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.77 | 187.1% | 151.9% | 5.08 | 113.0% | 31.2% |
| 25Δ | 5.24 | 106.2% | 29.0% | |||
| 30Δ | 5.41 | 99.5% | 26.8% | |||
| 35Δ | 5.58 | 92.7% | 24.6% | |||
| 40Δ | 5.75 | 86.0% | 22.4% | |||
| 45Δ | 5.92 | 79.2% | 20.2% | |||
| 50Δ | 6.09 | 72.5% | 18.0% | |||
| 55Δ | 6.26 | 65.7% | 15.8% | |||
| 60Δ | 6.43 | 59.0% | 13.6% | |||
| 65Δ | 6.59 | 52.2% | 11.4% | |||
| 70Δ | 6.76 | 45.4% | 9.2% | |||
| 75Δ | 6.93 | 38.7% | 7.0% | |||
| 80Δ | 7.10 | 31.9% | 4.8% | |||
20Δ
- Pseudo strike
- 16.77
- IV
- 187.1%
- B/E move
- 151.9%
- Pseudo strike
- 5.08
- IV
- 113.0%
- B/E move
- 31.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.24
- IV
- 106.2%
- B/E move
- 29.0%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.41
- IV
- 99.5%
- B/E move
- 26.8%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.58
- IV
- 92.7%
- B/E move
- 24.6%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.75
- IV
- 86.0%
- B/E move
- 22.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.92
- IV
- 79.2%
- B/E move
- 20.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.09
- IV
- 72.5%
- B/E move
- 18.0%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.26
- IV
- 65.7%
- B/E move
- 15.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.43
- IV
- 59.0%
- B/E move
- 13.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.59
- IV
- 52.2%
- B/E move
- 11.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.76
- IV
- 45.4%
- B/E move
- 9.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.93
- IV
- 38.7%
- B/E move
- 7.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.10
- IV
- 31.9%
- B/E move
- 4.8%
Options history
No recorded observations