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Vipshop Holdings Limited VIPS

i

Market datapartial · fetched 2026-11-11T15:53:03.058Z

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 · 2026-11-11T15:52:49.459861652Z

FundamentalsAlpha Vantage · unavailable

Share price$13.23
1D-0.3%
$13.22$13.24$13.26$13.28$13.305:30 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$0.23$0.53$0.84$1.14$1.44$12.11$12.77$13.44$14.11$14.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VIPS spot · $13.23VIPS PRICE$0.26$0.34$0.41$0.49$0.58$0.66$0.75$0.86$1.02$1.19$1.35$0.30$0.35$0.41$0.46$0.54$0.62$0.71$0.79$0.88$0.96$1.12$1.28
Puts——
Calls——
Skew——
Implied moveBullish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.5881.1%12.2%12.1289.7%10.6%
30Δ14.3584.9%11.0%12.3984.2%9.0%
35Δ14.1188.6%9.8%12.6678.6%7.4%
40Δ13.8889.4%8.6%12.9373.1%5.7%
45Δ13.6487.3%7.4%13.1370.2%4.8%
50Δ13.4085.2%6.3%13.3068.2%4.2%
55Δ13.1683.2%5.1%13.4766.2%3.6%
60Δ12.9182.3%4.1%13.6464.2%2.9%
65Δ12.6783.4%3.5%13.8162.1%2.3%
70Δ12.4284.5%2.9%13.9860.1%1.6%
75Δ12.1885.7%2.3%14.1857.6%1.3%
80Δ14.3854.9%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
14.58
IV
81.1%
B/E move
12.2%
Puts
Pseudo strike
12.12
IV
89.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
14.35
IV
84.9%
B/E move
11.0%
Puts
Pseudo strike
12.39
IV
84.2%
B/E move
9.0%

35Δ

Calls
Pseudo strike
14.11
IV
88.6%
B/E move
9.8%
Puts
Pseudo strike
12.66
IV
78.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
13.88
IV
89.4%
B/E move
8.6%
Puts
Pseudo strike
12.93
IV
73.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
13.64
IV
87.3%
B/E move
7.4%
Puts
Pseudo strike
13.13
IV
70.2%
B/E move
4.8%

50Δ

Calls
Pseudo strike
13.40
IV
85.2%
B/E move
6.3%
Puts
Pseudo strike
13.30
IV
68.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
13.16
IV
83.2%
B/E move
5.1%
Puts
Pseudo strike
13.47
IV
66.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
12.91
IV
82.3%
B/E move
4.1%
Puts
Pseudo strike
13.64
IV
64.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
12.67
IV
83.4%
B/E move
3.5%
Puts
Pseudo strike
13.81
IV
62.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.42
IV
84.5%
B/E move
2.9%
Puts
Pseudo strike
13.98
IV
60.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
12.18
IV
85.7%
B/E move
2.3%
Puts
Pseudo strike
14.18
IV
57.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.38
IV
54.9%
B/E move
1.0%

Options history

IV · four-Friday blend35.67%
Daily EOD
VIPS34.6%42.5%50.4%2026-10-19: 39.24%2026-10-20: 43.89%2026-10-21: 43.48%2026-10-23: 38.57%2026-10-26: 37.45%2026-10-27: 36.97%2026-10-28: 49.31%2026-10-29: 38.83%2026-10-30: 35.67%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.24%
43.89%
43.48%
38.57%
37.45%
36.97%
49.31%
38.83%
35.67%