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Tuya Inc. American Depositary Shares, each representing one Class A Ordinary Share TUYA

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Market datapartial · fetched 2026-11-11T15:54:44.863Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:53:56.608898906Z

FundamentalsAlpha Vantage · unavailable

Share price$1.68
1D+0.9%
$1.66$1.66$1.67$1.68$1.695:30 AM6:30 AM9:00 AM1:00 PMTUYA
Sold putSold call

Tuya Inc. American Depositary Shares, each representing one Class A Ordinary Share options

Live interpolated TUYA call and put midpoint premiums by absolute delta.Tuya Inc. American Depositary Shares, each representing one Class A Ordinary Share$0.06$0.36$0.67$0.97$1.27$0.96$1.32$1.68$2.04$2.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive TUYA spot · $1.68TUYA PRICE$0.09$0.12$0.14$0.17$0.19$0.21$0.24$0.26$0.13$0.20$0.28$0.35$0.43$0.50$0.66$0.81$1.18
Puts——
Calls——
Skew——
Implied moveBearish±$0.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.5351.2%16.0%
35Δ1.9543.3%22.1%1.6356.5%14.9%
40Δ1.8943.2%20.0%1.7261.8%13.8%
45Δ1.8343.1%17.9%1.8167.2%12.7%
50Δ1.7743.0%15.8%1.9172.5%11.5%
55Δ1.7242.9%13.7%2.0077.8%10.4%
60Δ1.6642.8%11.6%2.1981.3%8.8%
65Δ1.6042.6%9.5%2.3784.8%7.2%
70Δ1.5442.5%7.4%2.7793.0%5.5%
75Δ
80Δ

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
1.53
IV
51.2%
B/E move
16.0%

35Δ

Calls
Pseudo strike
1.95
IV
43.3%
B/E move
22.1%
Puts
Pseudo strike
1.63
IV
56.5%
B/E move
14.9%

40Δ

Calls
Pseudo strike
1.89
IV
43.2%
B/E move
20.0%
Puts
Pseudo strike
1.72
IV
61.8%
B/E move
13.8%

45Δ

Calls
Pseudo strike
1.83
IV
43.1%
B/E move
17.9%
Puts
Pseudo strike
1.81
IV
67.2%
B/E move
12.7%

50Δ

Calls
Pseudo strike
1.77
IV
43.0%
B/E move
15.8%
Puts
Pseudo strike
1.91
IV
72.5%
B/E move
11.5%

55Δ

Calls
Pseudo strike
1.72
IV
42.9%
B/E move
13.7%
Puts
Pseudo strike
2.00
IV
77.8%
B/E move
10.4%

60Δ

Calls
Pseudo strike
1.66
IV
42.8%
B/E move
11.6%
Puts
Pseudo strike
2.19
IV
81.3%
B/E move
8.8%

65Δ

Calls
Pseudo strike
1.60
IV
42.6%
B/E move
9.5%
Puts
Pseudo strike
2.37
IV
84.8%
B/E move
7.2%

70Δ

Calls
Pseudo strike
1.54
IV
42.5%
B/E move
7.4%
Puts
Pseudo strike
2.77
IV
93.0%
B/E move
5.5%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations