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Tencent Music Entertainment Group American Depositary Shares, each representing two Class A Ordinary Shares TME

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-11-12T01:56:50.011Z

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 · 2026-11-12T00:50:38.997814211Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:56:49.537089+00:00

Share price$9.17
1D-0.9%
AH$9.12$9.16$9.20$9.24$9.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTME
Sold putSold callAH

Tencent Music Entertainment Group American Depositary Shares, each representing two Class A Ordinary Shares options

Live interpolated TME call and put midpoint premiums by absolute delta.Tencent Music Entertainment Group American Depositary Shares, each representing two Class A Ordinary Shares$0.08$0.33$0.57$0.82$1.06$8.01$8.62$9.23$9.83$10.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TME spot · $9.17TME PRICE$0.11$0.15$0.20$0.26$0.31$0.37$0.43$0.48$0.55$0.66$0.77$0.88$0.99$0.13$0.17$0.21$0.25$0.30$0.37$0.44$0.51$0.58$0.66$0.73$0.80$0.88
PutsExpensive1.37×
CallsExpensive1.63×
SkewBullish-7.68 pp
Implied moveBalanced±$0.86
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2272.0%12.6%8.3370.4%10.6%
25Δ9.9469.0%10.0%8.4969.7%9.3%
30Δ9.8070.0%9.1%8.6668.9%7.9%
35Δ9.6770.9%8.2%8.8268.2%6.6%
40Δ9.5371.9%7.3%8.9867.4%5.3%
45Δ9.3972.8%6.4%9.1166.3%4.7%
50Δ9.2573.8%5.5%9.2365.2%4.1%
55Δ9.1174.8%4.6%9.3564.0%3.6%
60Δ8.9775.3%3.8%9.4762.8%3.1%
65Δ8.8174.4%3.2%9.6061.6%2.5%
70Δ8.6573.5%2.7%9.7260.5%2.0%
75Δ8.4972.5%2.2%9.8459.3%1.5%
80Δ8.3371.6%1.7%9.9658.1%0.9%

20Δ

Calls
Pseudo strike
10.22
IV
72.0%
B/E move
12.6%
Puts
Pseudo strike
8.33
IV
70.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
9.94
IV
69.0%
B/E move
10.0%
Puts
Pseudo strike
8.49
IV
69.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
9.80
IV
70.0%
B/E move
9.1%
Puts
Pseudo strike
8.66
IV
68.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
9.67
IV
70.9%
B/E move
8.2%
Puts
Pseudo strike
8.82
IV
68.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
9.53
IV
71.9%
B/E move
7.3%
Puts
Pseudo strike
8.98
IV
67.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
9.39
IV
72.8%
B/E move
6.4%
Puts
Pseudo strike
9.11
IV
66.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
9.25
IV
73.8%
B/E move
5.5%
Puts
Pseudo strike
9.23
IV
65.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
9.11
IV
74.8%
B/E move
4.6%
Puts
Pseudo strike
9.35
IV
64.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
8.97
IV
75.3%
B/E move
3.8%
Puts
Pseudo strike
9.47
IV
62.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
8.81
IV
74.4%
B/E move
3.2%
Puts
Pseudo strike
9.60
IV
61.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
8.65
IV
73.5%
B/E move
2.7%
Puts
Pseudo strike
9.72
IV
60.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
8.49
IV
72.5%
B/E move
2.2%
Puts
Pseudo strike
9.84
IV
59.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
8.33
IV
71.6%
B/E move
1.7%
Puts
Pseudo strike
9.96
IV
58.1%
B/E move
0.9%

Options history

IV · four-Friday blend45.61%
Daily EOD
TME38.7%42.4%46.1%2026-10-19: 43.05%2026-10-20: 39.21%2026-10-21: 44.60%2026-10-22: 42.33%2026-10-23: 41.94%2026-10-26: 42.98%2026-10-27: 43.61%2026-10-28: 44.26%2026-10-29: 43.74%2026-10-30: 45.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.05%
39.21%
44.60%
42.33%
41.94%
42.98%
43.61%
44.26%
43.74%
45.61%