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Xunlei Limited American Depositary Shares XNET

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T15:48:39.696Z

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 · 2026-11-11T15:44:55.341683926Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:48:39.264773+00:00

Share price$3.56
1D+1.7%
$3.49$3.52$3.54$3.56$3.595:30 AM6:30 AM9:00 AM1:00 PMXNET
Sold putSold call

Xunlei Limited American Depositary Shares options

Live interpolated XNET call and put midpoint premiums by absolute delta.Xunlei Limited American Depositary Shares$0.14$0.35$0.57$0.78$0.99$2.00$2.79$3.58$4.37$5.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNET spot · $3.56XNET PRICE$0.17$0.23$0.29$0.35$0.38$0.38$0.39$0.41$0.44$0.46$0.48$0.50$0.52$0.38$0.38$0.38$0.40$0.42$0.43$0.45$0.47$0.48$0.50$0.51$0.63$0.93
PutsExpensive2.65×
CallsExpensive2.16×
SkewBullish-8.22 pp
Implied moveBearish±$0.84
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.70276.2%64.7%2.45453.2%41.6%
25Δ5.49297.3%60.6%2.82350.2%31.3%
30Δ5.28318.4%56.5%3.06289.1%24.9%
35Δ5.07339.4%52.4%3.17267.8%22.3%
40Δ4.62305.8%40.4%3.27246.5%19.7%
45Δ4.05243.1%24.2%3.38225.2%17.1%
50Δ3.90222.5%20.7%3.49203.8%14.5%
55Δ3.80205.6%18.4%3.60182.5%11.9%
60Δ3.70188.7%16.1%3.71161.2%9.3%
65Δ3.59171.7%13.8%3.82139.9%6.6%
70Δ3.49154.8%11.4%3.93118.6%4.0%
75Δ3.39137.9%9.1%4.11110.9%2.2%
80Δ3.28120.9%6.8%4.42126.5%1.8%

20Δ

Calls
Pseudo strike
5.70
IV
276.2%
B/E move
64.7%
Puts
Pseudo strike
2.45
IV
453.2%
B/E move
41.6%

25Δ

Calls
Pseudo strike
5.49
IV
297.3%
B/E move
60.6%
Puts
Pseudo strike
2.82
IV
350.2%
B/E move
31.3%

30Δ

Calls
Pseudo strike
5.28
IV
318.4%
B/E move
56.5%
Puts
Pseudo strike
3.06
IV
289.1%
B/E move
24.9%

35Δ

Calls
Pseudo strike
5.07
IV
339.4%
B/E move
52.4%
Puts
Pseudo strike
3.17
IV
267.8%
B/E move
22.3%

40Δ

Calls
Pseudo strike
4.62
IV
305.8%
B/E move
40.4%
Puts
Pseudo strike
3.27
IV
246.5%
B/E move
19.7%

45Δ

Calls
Pseudo strike
4.05
IV
243.1%
B/E move
24.2%
Puts
Pseudo strike
3.38
IV
225.2%
B/E move
17.1%

50Δ

Calls
Pseudo strike
3.90
IV
222.5%
B/E move
20.7%
Puts
Pseudo strike
3.49
IV
203.8%
B/E move
14.5%

55Δ

Calls
Pseudo strike
3.80
IV
205.6%
B/E move
18.4%
Puts
Pseudo strike
3.60
IV
182.5%
B/E move
11.9%

60Δ

Calls
Pseudo strike
3.70
IV
188.7%
B/E move
16.1%
Puts
Pseudo strike
3.71
IV
161.2%
B/E move
9.3%

65Δ

Calls
Pseudo strike
3.59
IV
171.7%
B/E move
13.8%
Puts
Pseudo strike
3.82
IV
139.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
3.49
IV
154.8%
B/E move
11.4%
Puts
Pseudo strike
3.93
IV
118.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
3.39
IV
137.9%
B/E move
9.1%
Puts
Pseudo strike
4.11
IV
110.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
3.28
IV
120.9%
B/E move
6.8%
Puts
Pseudo strike
4.42
IV
126.5%
B/E move
1.8%

Options history

IV · four-Friday blend91.03%
Daily EOD
XNET67.8%81.6%95.3%2026-10-21: 76.74%2026-10-22: 69.70%2026-10-23: 79.55%2026-10-26: 74.98%2026-10-27: 92.99%2026-10-29: 93.41%2026-10-30: 91.03%Oct 21Oct 26Oct 30
7 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
76.74%
69.70%
79.55%
74.98%
92.99%
93.41%
91.03%