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Vipshop Holdings Limited VIPS

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Market datapartial · fetched 2026-10-22T14:49:41.181Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:49:35.533122693Z

FundamentalsAlpha Vantage · unavailable

Share price$12.72
1D+2.3%
$12.40$12.50$12.61$12.71$12.815:30 AM6:30 AM9:00 AM1:00 PMVIPS
Sold putSold call

Vipshop Holdings Limited options

Live interpolated VIPS call and put midpoint premiums by absolute delta.Vipshop Holdings Limited$0.18$1.76$3.34$4.93$6.51$9.90$11.14$12.39$13.63$14.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIPS spot · $12.72VIPS PRICE$0.38$0.38$0.39$0.40$0.41$0.42$0.46$0.50$0.53$0.57$0.61$0.64$0.68$0.36$0.36$0.35$0.46$0.57$0.68$0.80$0.98$1.24$1.50$1.95$2.71$6.05
PutsExpensive2.23×
CallsExpensive1.47×
SkewBearish+18.44 pp
Implied moveBearish±$1.26
TiltBearish47.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.27107.1%38.7%10.2298.0%22.5%
25Δ15.6784.4%26.2%11.1172.8%15.5%
30Δ15.0072.6%21.0%12.0047.7%8.4%
35Δ14.3360.8%15.8%12.2248.2%7.5%
40Δ13.6749.0%10.7%12.4548.8%6.7%
45Δ13.0037.2%5.5%12.6749.3%5.8%
50Δ12.9034.9%5.0%12.8949.9%4.9%
55Δ12.7932.6%4.5%13.1751.8%4.2%
60Δ12.6930.2%3.9%13.4955.1%3.7%
65Δ12.5827.9%3.4%13.8258.3%3.2%
70Δ12.4825.6%2.9%14.3264.7%2.8%
75Δ12.3723.3%2.3%15.1176.3%2.5%
80Δ12.2721.0%1.8%18.41125.2%2.8%

20Δ

Calls
Pseudo strike
17.27
IV
107.1%
B/E move
38.7%
Puts
Pseudo strike
10.22
IV
98.0%
B/E move
22.5%

25Δ

Calls
Pseudo strike
15.67
IV
84.4%
B/E move
26.2%
Puts
Pseudo strike
11.11
IV
72.8%
B/E move
15.5%

30Δ

Calls
Pseudo strike
15.00
IV
72.6%
B/E move
21.0%
Puts
Pseudo strike
12.00
IV
47.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
14.33
IV
60.8%
B/E move
15.8%
Puts
Pseudo strike
12.22
IV
48.2%
B/E move
7.5%

40Δ

Calls
Pseudo strike
13.67
IV
49.0%
B/E move
10.7%
Puts
Pseudo strike
12.45
IV
48.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
13.00
IV
37.2%
B/E move
5.5%
Puts
Pseudo strike
12.67
IV
49.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
12.90
IV
34.9%
B/E move
5.0%
Puts
Pseudo strike
12.89
IV
49.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.79
IV
32.6%
B/E move
4.5%
Puts
Pseudo strike
13.17
IV
51.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
12.69
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
13.49
IV
55.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
12.58
IV
27.9%
B/E move
3.4%
Puts
Pseudo strike
13.82
IV
58.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
12.48
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
14.32
IV
64.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.37
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
15.11
IV
76.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
12.27
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
18.41
IV
125.2%
B/E move
2.8%

Options history

No recorded observations