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Vipshop Holdings Limited VIPS

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Market datapartial · fetched 2026-10-22T21:17:14.220Z

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 · 2026-10-22T20:10:00.002365724Z

FundamentalsAlpha Vantage · unavailable

Share price$12.77
1D+2.7%
AH$12.40$12.51$12.62$12.73$12.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIPS
Sold putSold callAH

Vipshop Holdings Limited options

Live interpolated VIPS call and put midpoint premiums by absolute delta.Vipshop Holdings Limited$0.10$2.07$4.05$6.02$7.99$9.83$11.14$12.45$13.75$15.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIPS spot · $12.77VIPS PRICE$0.38$0.39$0.41$0.44$0.46$0.49$0.52$0.54$0.57$0.60$0.63$0.65$0.68$0.34$0.32$0.35$0.47$0.58$0.70$0.82$1.06$1.33$1.59$2.19$3.26$7.42
PutsExpensive2.34×
CallsExpensive1.56×
SkewBearish+18.01 pp
Implied moveBearish±$1.34
TiltBearish50.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.31107.1%38.5%10.3992.6%21.3%
25Δ15.7184.9%26.0%11.3963.0%13.3%
30Δ15.1075.0%21.5%12.0845.4%8.1%
35Δ14.4965.0%16.9%12.3046.9%7.3%
40Δ13.8855.1%12.3%12.5248.5%6.6%
45Δ13.2745.2%7.7%12.7450.1%5.8%
50Δ12.9439.2%5.4%12.9551.6%5.0%
55Δ12.8436.3%4.8%13.2654.8%4.4%
60Δ12.7433.4%4.3%13.5958.3%3.9%
65Δ12.6430.4%3.7%13.9361.9%3.4%
70Δ12.5427.5%3.1%14.5771.3%3.1%
75Δ12.4424.6%2.5%15.6688.4%2.9%
80Δ12.3421.7%2.0%19.77146.6%3.3%

20Δ

Calls
Pseudo strike
17.31
IV
107.1%
B/E move
38.5%
Puts
Pseudo strike
10.39
IV
92.6%
B/E move
21.3%

25Δ

Calls
Pseudo strike
15.71
IV
84.9%
B/E move
26.0%
Puts
Pseudo strike
11.39
IV
63.0%
B/E move
13.3%

30Δ

Calls
Pseudo strike
15.10
IV
75.0%
B/E move
21.5%
Puts
Pseudo strike
12.08
IV
45.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
14.49
IV
65.0%
B/E move
16.9%
Puts
Pseudo strike
12.30
IV
46.9%
B/E move
7.3%

40Δ

Calls
Pseudo strike
13.88
IV
55.1%
B/E move
12.3%
Puts
Pseudo strike
12.52
IV
48.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
13.27
IV
45.2%
B/E move
7.7%
Puts
Pseudo strike
12.74
IV
50.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
12.94
IV
39.2%
B/E move
5.4%
Puts
Pseudo strike
12.95
IV
51.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
12.84
IV
36.3%
B/E move
4.8%
Puts
Pseudo strike
13.26
IV
54.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
12.74
IV
33.4%
B/E move
4.3%
Puts
Pseudo strike
13.59
IV
58.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.64
IV
30.4%
B/E move
3.7%
Puts
Pseudo strike
13.93
IV
61.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
12.54
IV
27.5%
B/E move
3.1%
Puts
Pseudo strike
14.57
IV
71.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
12.44
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
15.66
IV
88.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.34
IV
21.7%
B/E move
2.0%
Puts
Pseudo strike
19.77
IV
146.6%
B/E move
3.3%

Options history

No recorded observations