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WeRide Inc. American Depositary Shares WRD

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T15:04:22.754Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:03:39.816526527Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T15:04:21.755576+00:00

Share price$4.23
1D-4.8%
$4.18$4.25$4.32$4.39$4.465:30 AM6:30 AM9:00 AM1:00 PMWRD
Sold putSold call

WeRide Inc. American Depositary Shares options

Live interpolated WRD call and put midpoint premiums by absolute delta.WeRide Inc. American Depositary Shares$0.21$0.59$0.96$1.34$1.72$2.92$3.54$4.16$4.78$5.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WRD spot · $4.22WRD PRICE$0.25$0.38$0.52$0.66$0.79$0.93$1.07$1.20$1.34$1.47$1.61$0.42$0.46$0.50$0.54$0.59$0.63$0.67$0.71$0.75$0.79$0.83$0.87
Puts——
Calls——
Skew——
Implied moveBullish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.73235.6%45.3%
25Δ2.94220.3%41.4%
30Δ4.8275.3%20.1%3.14205.0%37.5%
35Δ4.6383.1%18.7%3.35189.7%33.6%
40Δ4.4390.8%17.3%3.55174.4%29.7%
45Δ4.2498.5%15.9%3.76159.1%25.9%
50Δ4.05106.2%14.5%3.97143.8%22.0%
55Δ3.85113.9%13.1%4.17128.5%18.1%
60Δ3.66121.6%11.8%4.38113.2%14.2%
65Δ3.46129.4%10.4%4.5897.9%10.3%
70Δ3.27137.1%9.0%4.7982.6%6.4%
75Δ3.07144.8%7.6%4.9967.3%2.5%
80Δ2.88152.5%6.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
235.6%
B/E move
45.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.94
IV
220.3%
B/E move
41.4%

30Δ

Calls
Pseudo strike
4.82
IV
75.3%
B/E move
20.1%
Puts
Pseudo strike
3.14
IV
205.0%
B/E move
37.5%

35Δ

Calls
Pseudo strike
4.63
IV
83.1%
B/E move
18.7%
Puts
Pseudo strike
3.35
IV
189.7%
B/E move
33.6%

40Δ

Calls
Pseudo strike
4.43
IV
90.8%
B/E move
17.3%
Puts
Pseudo strike
3.55
IV
174.4%
B/E move
29.7%

45Δ

Calls
Pseudo strike
4.24
IV
98.5%
B/E move
15.9%
Puts
Pseudo strike
3.76
IV
159.1%
B/E move
25.9%

50Δ

Calls
Pseudo strike
4.05
IV
106.2%
B/E move
14.5%
Puts
Pseudo strike
3.97
IV
143.8%
B/E move
22.0%

55Δ

Calls
Pseudo strike
3.85
IV
113.9%
B/E move
13.1%
Puts
Pseudo strike
4.17
IV
128.5%
B/E move
18.1%

60Δ

Calls
Pseudo strike
3.66
IV
121.6%
B/E move
11.8%
Puts
Pseudo strike
4.38
IV
113.2%
B/E move
14.2%

65Δ

Calls
Pseudo strike
3.46
IV
129.4%
B/E move
10.4%
Puts
Pseudo strike
4.58
IV
97.9%
B/E move
10.3%

70Δ

Calls
Pseudo strike
3.27
IV
137.1%
B/E move
9.0%
Puts
Pseudo strike
4.79
IV
82.6%
B/E move
6.4%

75Δ

Calls
Pseudo strike
3.07
IV
144.8%
B/E move
7.6%
Puts
Pseudo strike
4.99
IV
67.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
2.88
IV
152.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations