Share price$4.89
1D+1.7%
Sold putSold call
Tuniu Corporation American Depositary Shares TOUR
i
Market datapartial · fetched 2026-10-22T14:48:24.340Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:28:56.627861829Z
FundamentalsAlpha Vantage · unavailable
Tuniu Corporation American Depositary Shares options
PutsExpensive3.39×
CallsExpensive2.34×
SkewBearish+48.71 pp
Implied moveBearish±$2.38
TiltBearish79.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.22 | 183.2% | 50.2% | |||
| 25Δ | 3.65 | 175.9% | 45.8% | |||
| 30Δ | 4.08 | 168.6% | 41.5% | |||
| 35Δ | 9.36 | 164.9% | 104.3% | 4.50 | 161.2% | 37.1% |
| 40Δ | 7.15 | 123.2% | 58.2% | 4.93 | 153.9% | 32.7% |
| 45Δ | 6.11 | 80.4% | 34.0% | 5.36 | 146.6% | 28.3% |
| 50Δ | 5.06 | 37.6% | 9.9% | 5.79 | 139.2% | 23.9% |
| 55Δ | 6.22 | 131.9% | 19.5% | |||
| 60Δ | 6.65 | 124.6% | 15.2% | |||
| 65Δ | 7.08 | 117.2% | 10.8% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.22
- IV
- 183.2%
- B/E move
- 50.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.65
- IV
- 175.9%
- B/E move
- 45.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.08
- IV
- 168.6%
- B/E move
- 41.5%
35Δ
- Pseudo strike
- 9.36
- IV
- 164.9%
- B/E move
- 104.3%
- Pseudo strike
- 4.50
- IV
- 161.2%
- B/E move
- 37.1%
40Δ
- Pseudo strike
- 7.15
- IV
- 123.2%
- B/E move
- 58.2%
- Pseudo strike
- 4.93
- IV
- 153.9%
- B/E move
- 32.7%
45Δ
- Pseudo strike
- 6.11
- IV
- 80.4%
- B/E move
- 34.0%
- Pseudo strike
- 5.36
- IV
- 146.6%
- B/E move
- 28.3%
50Δ
- Pseudo strike
- 5.06
- IV
- 37.6%
- B/E move
- 9.9%
- Pseudo strike
- 5.79
- IV
- 139.2%
- B/E move
- 23.9%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.22
- IV
- 131.9%
- B/E move
- 19.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.65
- IV
- 124.6%
- B/E move
- 15.2%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.08
- IV
- 117.2%
- B/E move
- 10.8%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations