Share price$4.72
1D+0.4%
Sold putSold callAH
Tuniu Corporation American Depositary Shares TOUR
i
Market datapartial · fetched 2026-10-23T03:50:38.704Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T20:00:00.65843656Z
FundamentalsAlpha Vantage · unavailable
Tuniu Corporation American Depositary Shares options
PutsExpensive2.64×
CallsExpensive5.39×
SkewBullish-99.59 pp
Implied move——
TiltBullish10.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.50 | 230.9% | 70.0% | |||
| 40Δ | 7.06 | 229.4% | 64.1% | |||
| 45Δ | 6.61 | 227.8% | 58.2% | |||
| 50Δ | 6.17 | 226.3% | 52.3% | |||
| 55Δ | 5.73 | 224.8% | 46.3% | |||
| 60Δ | 5.28 | 223.2% | 40.4% | 5.41 | 87.7% | 5.4% |
| 65Δ | 4.84 | 221.7% | 34.5% | 5.94 | 105.4% | 4.9% |
| 70Δ | 4.40 | 220.2% | 28.6% | 6.48 | 123.0% | 4.5% |
| 75Δ | 3.95 | 218.6% | 22.7% | 7.01 | 140.7% | 4.0% |
| 80Δ | 3.51 | 217.1% | 16.8% | 7.87 | 165.3% | 3.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 7.50
- IV
- 230.9%
- B/E move
- 70.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 7.06
- IV
- 229.4%
- B/E move
- 64.1%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 6.61
- IV
- 227.8%
- B/E move
- 58.2%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 6.17
- IV
- 226.3%
- B/E move
- 52.3%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 5.73
- IV
- 224.8%
- B/E move
- 46.3%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 5.28
- IV
- 223.2%
- B/E move
- 40.4%
- Pseudo strike
- 5.41
- IV
- 87.7%
- B/E move
- 5.4%
65Δ
- Pseudo strike
- 4.84
- IV
- 221.7%
- B/E move
- 34.5%
- Pseudo strike
- 5.94
- IV
- 105.4%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 4.40
- IV
- 220.2%
- B/E move
- 28.6%
- Pseudo strike
- 6.48
- IV
- 123.0%
- B/E move
- 4.5%
75Δ
- Pseudo strike
- 3.95
- IV
- 218.6%
- B/E move
- 22.7%
- Pseudo strike
- 7.01
- IV
- 140.7%
- B/E move
- 4.0%
80Δ
- Pseudo strike
- 3.51
- IV
- 217.1%
- B/E move
- 16.8%
- Pseudo strike
- 7.87
- IV
- 165.3%
- B/E move
- 3.6%
Options history
No recorded observations