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NetEase, Inc. American Depositary Shares NTES

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Market datapartial · fetched 2026-10-22T18:21:37.690Z

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 · 2026-10-22T18:21:31.500302816Z

FundamentalsAlpha Vantage · unavailable

Share price$118.46
1D+1.9%
$115.90$116.61$117.32$118.03$118.745:30 AM6:30 AM9:00 AM1:00 PMNTES
Sold putSold call

NetEase, Inc. American Depositary Shares options

Live interpolated NTES call and put midpoint premiums by absolute delta.NetEase, Inc. American Depositary Shares$0.97$5.44$9.91$14.38$18.84$100.61$109.21$117.81$126.42$135.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTES spot · $118.46NTES PRICE$1.46$1.96$2.59$3.21$3.77$4.31$4.87$5.53$6.18$6.88$8.32$9.76$12.71$1.79$2.35$2.96$3.57$4.34$5.19$6.04$7.18$8.40$9.74$11.65$13.83$17.55
PutsExpensive1.13×
CallsExpensive1.13×
SkewBearish+3.86 pp
Implied moveBearish±$10.91
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.9340.7%12.6%107.6144.4%10.7%
25Δ129.4141.2%10.9%110.0944.2%9.1%
30Δ127.4642.2%9.8%112.1643.3%7.8%
35Δ125.5043.3%8.7%114.2442.3%6.6%
40Δ123.5042.3%7.4%116.1242.0%5.6%
45Δ121.4940.6%6.2%117.8941.9%4.9%
50Δ119.5939.0%5.1%119.6641.9%4.1%
55Δ118.0337.8%4.3%121.5342.1%3.5%
60Δ116.4736.6%3.5%123.4342.3%2.9%
65Δ114.8935.5%2.8%125.4342.8%2.3%
70Δ112.9736.8%2.4%127.8943.7%1.9%
75Δ111.0538.0%2.0%130.5945.1%1.4%
80Δ107.6240.6%1.6%134.7348.8%1.1%

20Δ

Calls
Pseudo strike
131.93
IV
40.7%
B/E move
12.6%
Puts
Pseudo strike
107.61
IV
44.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
129.41
IV
41.2%
B/E move
10.9%
Puts
Pseudo strike
110.09
IV
44.2%
B/E move
9.1%

30Δ

Calls
Pseudo strike
127.46
IV
42.2%
B/E move
9.8%
Puts
Pseudo strike
112.16
IV
43.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
125.50
IV
43.3%
B/E move
8.7%
Puts
Pseudo strike
114.24
IV
42.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
123.50
IV
42.3%
B/E move
7.4%
Puts
Pseudo strike
116.12
IV
42.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
121.49
IV
40.6%
B/E move
6.2%
Puts
Pseudo strike
117.89
IV
41.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
119.59
IV
39.0%
B/E move
5.1%
Puts
Pseudo strike
119.66
IV
41.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
118.03
IV
37.8%
B/E move
4.3%
Puts
Pseudo strike
121.53
IV
42.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
116.47
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
123.43
IV
42.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
114.89
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
125.43
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
112.97
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
127.89
IV
43.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
111.05
IV
38.0%
B/E move
2.0%
Puts
Pseudo strike
130.59
IV
45.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
107.62
IV
40.6%
B/E move
1.6%
Puts
Pseudo strike
134.73
IV
48.8%
B/E move
1.1%

Options history

No recorded observations