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Qfin Holdings, Inc. American Depositary Shares QFIN

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-13T18:50:20.349Z

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 · 2026-11-13T18:50:17.098701325Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T18:50:19.967188+00:00

Share price$5.25
1D+1.0%
$5.05$5.10$5.15$5.20$5.255:30 AM6:30 AM9:00 AM1:00 PMQFIN
Sold putSold call

Qfin Holdings, Inc. American Depositary Shares options

Live interpolated QFIN call and put midpoint premiums by absolute delta.Qfin Holdings, Inc. American Depositary Shares$0.05$0.61$1.17$1.73$2.29$4.53$4.88$5.23$5.57$5.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QFIN spot · $5.25QFIN PRICE$0.11$0.13$0.15$0.16$0.18$0.20$0.22$0.24$0.26$0.27$0.29$0.13$0.33$0.53$0.73$0.93$1.13$1.33$1.53$1.73$1.93$2.13
Puts——
Calls——
Skew——
Implied moveBearish±$1.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.92146.8%33.9%
30Δ6.73137.5%30.7%5.0372.6%6.5%
35Δ6.55128.2%27.6%5.2585.1%6.1%
40Δ6.36118.9%24.4%5.4897.7%5.7%
45Δ6.18109.5%21.2%5.70110.2%5.2%
50Δ5.99100.2%18.0%5.92122.8%4.8%
55Δ5.8190.9%14.9%6.14135.3%4.4%
60Δ5.6281.6%11.7%6.36147.9%4.0%
65Δ5.4472.3%8.5%6.59160.4%3.6%
70Δ5.2563.0%5.4%6.81173.0%3.1%
75Δ5.0753.7%2.2%7.03185.5%2.7%
80Δ7.25198.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.92
IV
146.8%
B/E move
33.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.73
IV
137.5%
B/E move
30.7%
Puts
Pseudo strike
5.03
IV
72.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
6.55
IV
128.2%
B/E move
27.6%
Puts
Pseudo strike
5.25
IV
85.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
6.36
IV
118.9%
B/E move
24.4%
Puts
Pseudo strike
5.48
IV
97.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
6.18
IV
109.5%
B/E move
21.2%
Puts
Pseudo strike
5.70
IV
110.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
5.99
IV
100.2%
B/E move
18.0%
Puts
Pseudo strike
5.92
IV
122.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
5.81
IV
90.9%
B/E move
14.9%
Puts
Pseudo strike
6.14
IV
135.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
5.62
IV
81.6%
B/E move
11.7%
Puts
Pseudo strike
6.36
IV
147.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
5.44
IV
72.3%
B/E move
8.5%
Puts
Pseudo strike
6.59
IV
160.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
5.25
IV
63.0%
B/E move
5.4%
Puts
Pseudo strike
6.81
IV
173.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
5.07
IV
53.7%
B/E move
2.2%
Puts
Pseudo strike
7.03
IV
185.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.25
IV
198.1%
B/E move
2.3%

Options history

IV · four-Friday blend97.87%
Daily EOD
QFIN96.4%99.5%102.7%2026-10-22: 96.82%2026-10-29: 102.24%2026-10-30: 97.87%Oct 22Oct 29Oct 30
3 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
96.82%
102.24%
97.87%