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Tuniu Corporation American Depositary Shares TOUR

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-12T02:12:42.658Z

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 · 2026-11-11T21:00:00.173659522Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:12:42.150564+00:00

Share price$4.67
1D-0.2%
AH$4.72$4.73$4.75$4.76$4.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOUR
Sold putSold callAH

Tuniu Corporation American Depositary Shares options

Live interpolated TOUR call and put midpoint premiums by absolute delta.Tuniu Corporation American Depositary Shares$0.34$1.49$2.64$3.79$4.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETOUR PRICE$0.47$0.64$0.81$0.98$1.15$1.32$1.49$1.66$1.83$2.00$4.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ4.55118.8%7.4%
40Δ4.36144.8%7.0%
45Δ4.18170.8%6.7%
50Δ3.99196.9%6.4%
55Δ3.81222.9%6.1%
60Δ3.62248.9%5.8%
65Δ3.44274.9%5.5%
70Δ3.25301.0%5.1%
75Δ3.07327.0%4.8%
80Δ2.89353.0%4.5%9.05367.9%4.7%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
4.55
IV
118.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.36
IV
144.8%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.18
IV
170.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.99
IV
196.9%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.81
IV
222.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.62
IV
248.9%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.44
IV
274.9%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.25
IV
301.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.07
IV
327.0%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.89
IV
353.0%
B/E move
4.5%
Puts
Pseudo strike
9.05
IV
367.9%
B/E move
4.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations