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NetEase, Inc. American Depositary Shares NTES

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Market datapartial · fetched 2026-10-22T23:22:29.414Z

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 · 2026-10-22T20:00:01.568031097Z

FundamentalsAlpha Vantage · unavailable

Share price$118.67
1D+2.1%
AH$115.89$116.64$117.39$118.14$118.895:30 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$1.01$5.04$9.07$13.10$17.13$101.62$110.26$118.90$127.54$136.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTES spot · $118.67NTES PRICE$1.45$1.92$2.49$3.05$3.91$4.81$5.72$6.29$6.85$7.56$9.44$11.31$12.97$1.60$2.12$2.74$3.35$4.21$5.12$6.03$7.05$8.08$9.19$11.02$12.85$15.97
PutsExpensive1.06×
CallsExpensive1.23×
SkewBullish-1.40 pp
Implied moveBearish±$11.76
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.1540.7%12.6%108.6240.8%9.8%
25Δ129.4040.3%10.7%111.0439.5%8.2%
30Δ127.3740.7%9.4%112.8739.6%7.2%
35Δ125.3441.1%8.2%114.7139.8%6.2%
40Δ123.5542.7%7.4%116.4440.4%5.4%
45Δ121.8044.5%6.7%118.1641.1%4.7%
50Δ120.0646.4%6.0%119.8841.8%4.1%
55Δ118.3143.8%5.0%121.6441.4%3.4%
60Δ116.5641.2%4.0%123.4140.9%2.8%
65Δ114.7439.1%3.1%125.2440.5%2.2%
70Δ112.4342.2%2.7%127.5941.4%1.8%
75Δ110.1145.2%2.3%129.9342.3%1.3%
80Δ107.8544.4%1.8%133.4944.5%1.0%

20Δ

Calls
Pseudo strike
132.15
IV
40.7%
B/E move
12.6%
Puts
Pseudo strike
108.62
IV
40.8%
B/E move
9.8%

25Δ

Calls
Pseudo strike
129.40
IV
40.3%
B/E move
10.7%
Puts
Pseudo strike
111.04
IV
39.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
127.37
IV
40.7%
B/E move
9.4%
Puts
Pseudo strike
112.87
IV
39.6%
B/E move
7.2%

35Δ

Calls
Pseudo strike
125.34
IV
41.1%
B/E move
8.2%
Puts
Pseudo strike
114.71
IV
39.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
123.55
IV
42.7%
B/E move
7.4%
Puts
Pseudo strike
116.44
IV
40.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
121.80
IV
44.5%
B/E move
6.7%
Puts
Pseudo strike
118.16
IV
41.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
120.06
IV
46.4%
B/E move
6.0%
Puts
Pseudo strike
119.88
IV
41.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
118.31
IV
43.8%
B/E move
5.0%
Puts
Pseudo strike
121.64
IV
41.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
116.56
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
123.41
IV
40.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
114.74
IV
39.1%
B/E move
3.1%
Puts
Pseudo strike
125.24
IV
40.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
112.43
IV
42.2%
B/E move
2.7%
Puts
Pseudo strike
127.59
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
110.11
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
129.93
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
107.85
IV
44.4%
B/E move
1.8%
Puts
Pseudo strike
133.49
IV
44.5%
B/E move
1.0%

Options history

No recorded observations