IntraAlpha
Create free account Start free

So-Young International Inc SY

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-22T22:55:05.243Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T20:00:00.174370869Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:55:04.232450+00:00

Share price$2.13
1D-1.6%
AH$2.10$2.12$2.14$2.15$2.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSY
Sold putSold callAH

So-Young International Inc options

Live interpolated SY call and put midpoint premiums by absolute delta.So-Young International Inc$0.01$1.17$2.33$3.49$4.64$0.24$1.31$2.37$3.44$4.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SY spot · $2.13SY PRICE$0.14$0.21$0.29$0.35$0.36$0.37$0.37$1.16$1.69$2.21$2.74$3.26$3.78$4.31
PutsExpensive1.51×
CallsExpensive1.96×
SkewBullish-46.90 pp
Implied moveBearish±$1.53
TiltBearish80.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.39155.7%159.6%
25Δ6.12190.1%197.5%
30Δ6.86224.5%235.4%
35Δ7.32249.8%260.1%
40Δ5.86210.9%191.8%
45Δ4.40171.9%123.5%
50Δ2.93133.0%55.3%2.92136.4%17.3%
55Δ3.50138.9%15.0%
60Δ4.07141.4%12.8%
65Δ4.64143.9%10.5%
70Δ5.22146.5%8.2%
75Δ5.79149.0%5.9%
80Δ6.36151.5%3.6%

20Δ

Calls
Pseudo strike
5.39
IV
155.7%
B/E move
159.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.12
IV
190.1%
B/E move
197.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.86
IV
224.5%
B/E move
235.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.32
IV
249.8%
B/E move
260.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.86
IV
210.9%
B/E move
191.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.40
IV
171.9%
B/E move
123.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.93
IV
133.0%
B/E move
55.3%
Puts
Pseudo strike
2.92
IV
136.4%
B/E move
17.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
138.9%
B/E move
15.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
141.4%
B/E move
12.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
143.9%
B/E move
10.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
146.5%
B/E move
8.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
149.0%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
151.5%
B/E move
3.6%

Options history

No recorded observations