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NetEase, Inc. American Depositary Shares NTES

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Market datapartial · fetched 2026-11-12T02:47:35.383Z

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 · 2026-11-11T21:00:00.683919424Z

FundamentalsAlpha Vantage · unavailable

Share price$122.13
1D-2.1%
AH$121.55$122.42$123.28$124.14$125.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTES
Sold putSold callAH

NetEase, Inc. American Depositary Shares options

Live interpolated NTES call and put midpoint premiums by absolute delta.NetEase, Inc. American Depositary Shares$0.83$3.55$6.27$8.98$11.70$109.51$116.00$122.50$129.00$135.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTES spot · $122.13NTES PRICE$1.13$1.47$1.93$2.40$2.86$3.55$4.32$5.09$5.88$6.85$7.82$8.79$10.92$1.45$1.74$2.29$2.83$3.38$3.83$4.28$4.72$5.17$6.12$7.10$8.08$9.68
PutsExpensive1.39×
CallsExpensive1.12×
SkewBullish-3.93 pp
Implied moveBalanced±$8.60
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.1054.4%9.1%112.4665.7%9.1%
25Δ129.7953.1%7.5%115.4757.4%6.9%
30Δ128.3353.6%6.7%116.9657.8%6.1%
35Δ126.8854.1%5.9%118.4558.1%5.3%
40Δ125.4254.6%5.0%119.9458.5%4.6%
45Δ124.0255.9%4.5%121.1955.8%3.9%
50Δ122.6457.5%4.0%122.4353.1%3.3%
55Δ121.2759.1%3.5%123.6750.3%2.6%
60Δ119.8760.5%3.0%124.9247.5%2.0%
65Δ118.3360.2%2.5%126.2747.3%1.6%
70Δ116.7959.9%2.0%127.6447.2%1.3%
75Δ115.2659.6%1.6%129.0047.1%1.0%
80Δ112.7463.5%1.2%130.9448.9%0.7%

20Δ

Calls
Pseudo strike
132.10
IV
54.4%
B/E move
9.1%
Puts
Pseudo strike
112.46
IV
65.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
129.79
IV
53.1%
B/E move
7.5%
Puts
Pseudo strike
115.47
IV
57.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
128.33
IV
53.6%
B/E move
6.7%
Puts
Pseudo strike
116.96
IV
57.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
126.88
IV
54.1%
B/E move
5.9%
Puts
Pseudo strike
118.45
IV
58.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
125.42
IV
54.6%
B/E move
5.0%
Puts
Pseudo strike
119.94
IV
58.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
124.02
IV
55.9%
B/E move
4.5%
Puts
Pseudo strike
121.19
IV
55.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
122.64
IV
57.5%
B/E move
4.0%
Puts
Pseudo strike
122.43
IV
53.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
121.27
IV
59.1%
B/E move
3.5%
Puts
Pseudo strike
123.67
IV
50.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
119.87
IV
60.5%
B/E move
3.0%
Puts
Pseudo strike
124.92
IV
47.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
118.33
IV
60.2%
B/E move
2.5%
Puts
Pseudo strike
126.27
IV
47.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
116.79
IV
59.9%
B/E move
2.0%
Puts
Pseudo strike
127.64
IV
47.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
115.26
IV
59.6%
B/E move
1.6%
Puts
Pseudo strike
129.00
IV
47.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
112.74
IV
63.5%
B/E move
1.2%
Puts
Pseudo strike
130.94
IV
48.9%
B/E move
0.7%

Options history

IV · four-Friday blend39.42%
Daily EOD
NTES37.5%38.7%39.8%2026-10-19: 38.43%2026-10-20: 38.03%2026-10-21: 38.06%2026-10-22: 38.96%2026-10-23: 37.68%2026-10-26: 38.39%2026-10-27: 39.54%2026-10-28: 39.23%2026-10-29: 39.64%2026-10-30: 39.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.43%
38.03%
38.06%
38.96%
37.68%
38.39%
39.54%
39.23%
39.64%
39.42%