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RLX Technology Inc. American Depositary Shares, each representing the right to receive one (1) Class A ordinary share RLX

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-11-13T03:03:22.378Z

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 · 2026-11-13T00:00:00.003537563Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T03:03:22.464677+00:00

Share price$1.56
1D+0.1%
AH$1.53$1.54$1.56$1.57$1.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRLX
Sold putSold callAH

RLX Technology Inc. American Depositary Shares, each representing the right to receive one (1) Class A ordinary share options

Live interpolated RLX call and put midpoint premiums by absolute delta.RLX Technology Inc. American Depositary Shares, each representing the right to receive one (1) Class A ordinary share$0.15$0.40$0.64$0.89$1.14$1.43$1.50$1.57$1.64$1.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RLX spot · $1.56RLX PRICE$0.30$0.32$0.33$0.33$0.33$0.33$0.18$0.21$0.25$0.29$0.34$0.41$0.47$0.53$0.59$0.74$0.90$1.07
Puts——
Calls——
Skew——
Implied moveBearish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.09485.2%41.6%
25Δ1.21451.9%36.0%
30Δ1.34418.6%30.3%
35Δ4.84800.0%229.7%1.46385.2%24.7%
40Δ4.15800.0%186.5%1.57369.1%21.2%
45Δ3.55715.6%148.3%1.68359.7%18.6%
50Δ2.97607.9%111.3%1.78350.4%15.9%
55Δ2.39500.3%74.3%1.88341.1%13.3%
60Δ1.82392.6%37.4%1.98331.8%10.7%
65Δ2.16329.2%9.0%
70Δ2.35328.0%7.5%
75Δ2.53326.7%6.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
485.2%
B/E move
41.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
451.9%
B/E move
36.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
418.6%
B/E move
30.3%

35Δ

Calls
Pseudo strike
4.84
IV
800.0%
B/E move
229.7%
Puts
Pseudo strike
1.46
IV
385.2%
B/E move
24.7%

40Δ

Calls
Pseudo strike
4.15
IV
800.0%
B/E move
186.5%
Puts
Pseudo strike
1.57
IV
369.1%
B/E move
21.2%

45Δ

Calls
Pseudo strike
3.55
IV
715.6%
B/E move
148.3%
Puts
Pseudo strike
1.68
IV
359.7%
B/E move
18.6%

50Δ

Calls
Pseudo strike
2.97
IV
607.9%
B/E move
111.3%
Puts
Pseudo strike
1.78
IV
350.4%
B/E move
15.9%

55Δ

Calls
Pseudo strike
2.39
IV
500.3%
B/E move
74.3%
Puts
Pseudo strike
1.88
IV
341.1%
B/E move
13.3%

60Δ

Calls
Pseudo strike
1.82
IV
392.6%
B/E move
37.4%
Puts
Pseudo strike
1.98
IV
331.8%
B/E move
10.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
329.2%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
328.0%
B/E move
7.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.53
IV
326.7%
B/E move
6.0%

80Δ

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

Options history

IV · four-Friday blend217.77%
Daily EOD
RLX193.2%206.4%219.6%2026-10-26: 200.78%2026-10-28: 204.54%2026-10-29: 194.98%2026-10-30: 217.77%Oct 26Oct 28Oct 30
4 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
200.78%
204.54%
194.98%
217.77%