IntraAlpha
Create free account Start free

So-Young International Inc. American Depository Shares SY

i

Market datapartial · fetched 2026-11-12T00:54:59.164Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T21:00:00.170273342Z

FundamentalsAlpha Vantage · unavailable

Share price$2.11
1D+5.5%
AH$1.99$2.04$2.09$2.14$2.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSY
Sold putSold callAH

So-Young International Inc. American Depository Shares options

Live interpolated SY call and put midpoint premiums by absolute delta.So-Young International Inc. American Depository Shares$0.14$0.85$1.55$2.26$2.97$0.73$1.44$2.14$2.85$3.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SY spot · $2.11SY PRICE$0.21$0.28$0.34$0.41$0.46$0.51$0.55$0.60$0.74$1.08$1.42$1.76$2.09$2.43$2.77
Puts——
Calls——
Skew——
Implied moveBearish±$1.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.15154.4%248.9%
30Δ6.57160.0%224.4%
35Δ5.99165.6%199.8%
40Δ5.40171.3%175.3%
45Δ4.77171.2%148.0%
50Δ4.02158.2%114.5%2.5587.1%14.4%
55Δ3.27145.1%81.1%2.9389.6%12.2%
60Δ2.52132.1%47.6%3.3292.1%10.0%
65Δ3.7094.6%7.9%
70Δ4.0897.1%5.7%
75Δ4.4799.6%3.5%
80Δ4.85102.1%1.3%

20Δ

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

25Δ

Calls
Pseudo strike
7.15
IV
154.4%
B/E move
248.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.57
IV
160.0%
B/E move
224.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.99
IV
165.6%
B/E move
199.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.40
IV
171.3%
B/E move
175.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.77
IV
171.2%
B/E move
148.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.02
IV
158.2%
B/E move
114.5%
Puts
Pseudo strike
2.55
IV
87.1%
B/E move
14.4%

55Δ

Calls
Pseudo strike
3.27
IV
145.1%
B/E move
81.1%
Puts
Pseudo strike
2.93
IV
89.6%
B/E move
12.2%

60Δ

Calls
Pseudo strike
2.52
IV
132.1%
B/E move
47.6%
Puts
Pseudo strike
3.32
IV
92.1%
B/E move
10.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
94.6%
B/E move
7.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.08
IV
97.1%
B/E move
5.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.47
IV
99.6%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.85
IV
102.1%
B/E move
1.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations