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Yalla Group Limited American Depositary Shares, each representing one Class A Ordinary Share YALA

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Market datapartial · fetched 2026-10-23T23:10:16.703Z

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 · 2026-10-23T23:00:00.003262887Z

FundamentalsAlpha Vantage · unavailable

Share price$5.61
1D+0.1%
AH$5.57$5.58$5.60$5.61$5.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYALA
Sold putSold callAH

Yalla Group Limited American Depositary Shares, each representing one Class A Ordinary Share options

Live interpolated YALA call and put midpoint premiums by absolute delta.Yalla Group Limited American Depositary Shares, each representing one Class A Ordinary Share$0.13$1.33$2.53$3.72$4.92$2.85$4.14$5.43$6.72$8.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YALA spot · $5.61YALA PRICE$0.50$0.48$0.49$0.51$0.52$0.54$0.55$0.57$0.59$0.60$0.62$0.30$0.26$0.53$0.98$1.43$1.88$2.33$2.78$3.23$3.68$4.13$4.58$2.14
PutsExpensive7.04×
CallsExpensive5.28×
SkewBearish+23.70 pp
Implied moveBearish±$2.85
TiltBearish65.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.02188.9%33.6%
25Δ4.73114.5%20.4%
30Δ9.65227.6%80.9%5.3193.9%14.7%
35Δ7.48165.3%41.9%5.82106.1%13.7%
40Δ7.26153.4%38.2%6.32118.3%12.7%
45Δ7.04141.5%34.4%6.83130.4%11.7%
50Δ6.81129.7%30.7%7.33142.6%10.8%
55Δ6.59117.8%27.0%7.84154.8%9.8%
60Δ6.36106.0%23.3%8.35167.0%8.8%
65Δ6.1494.1%19.6%8.85179.2%7.8%
70Δ5.9182.2%15.8%9.36191.4%6.8%
75Δ5.6970.4%12.1%9.86203.5%5.8%
80Δ5.4658.5%8.4%7.61108.9%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
188.9%
B/E move
33.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.73
IV
114.5%
B/E move
20.4%

30Δ

Calls
Pseudo strike
9.65
IV
227.6%
B/E move
80.9%
Puts
Pseudo strike
5.31
IV
93.9%
B/E move
14.7%

35Δ

Calls
Pseudo strike
7.48
IV
165.3%
B/E move
41.9%
Puts
Pseudo strike
5.82
IV
106.1%
B/E move
13.7%

40Δ

Calls
Pseudo strike
7.26
IV
153.4%
B/E move
38.2%
Puts
Pseudo strike
6.32
IV
118.3%
B/E move
12.7%

45Δ

Calls
Pseudo strike
7.04
IV
141.5%
B/E move
34.4%
Puts
Pseudo strike
6.83
IV
130.4%
B/E move
11.7%

50Δ

Calls
Pseudo strike
6.81
IV
129.7%
B/E move
30.7%
Puts
Pseudo strike
7.33
IV
142.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.59
IV
117.8%
B/E move
27.0%
Puts
Pseudo strike
7.84
IV
154.8%
B/E move
9.8%

60Δ

Calls
Pseudo strike
6.36
IV
106.0%
B/E move
23.3%
Puts
Pseudo strike
8.35
IV
167.0%
B/E move
8.8%

65Δ

Calls
Pseudo strike
6.14
IV
94.1%
B/E move
19.6%
Puts
Pseudo strike
8.85
IV
179.2%
B/E move
7.8%

70Δ

Calls
Pseudo strike
5.91
IV
82.2%
B/E move
15.8%
Puts
Pseudo strike
9.36
IV
191.4%
B/E move
6.8%

75Δ

Calls
Pseudo strike
5.69
IV
70.4%
B/E move
12.1%
Puts
Pseudo strike
9.86
IV
203.5%
B/E move
5.8%

80Δ

Calls
Pseudo strike
5.46
IV
58.5%
B/E move
8.4%
Puts
Pseudo strike
7.61
IV
108.9%
B/E move
2.5%

Options history

No recorded observations