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

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-13T02:14:06.645Z

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 · 2026-11-13T00:00:00.003123014Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:14:06.251971+00:00

Share price$5.47
1D+0.0%
AH$5.41$5.43$5.46$5.48$5.505:30 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$0.35$0.58$0.82$1.05$1.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEYALA PRICE$0.38$0.38$0.40$0.42$0.45$0.47$0.50$0.52$0.55$0.57$0.60$1.21$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.65438.2%40.1%
25Δ9.91414.1%88.1%4.21336.5%29.9%
30Δ7.74308.8%48.4%4.76234.7%19.8%
35Δ7.25277.6%39.9%
40Δ6.97255.5%35.2%
45Δ6.70233.5%30.6%
50Δ6.42211.5%26.0%
55Δ6.14189.5%21.4%
60Δ5.86167.5%16.7%
65Δ5.58145.5%12.1%
70Δ5.31123.5%7.5%
75Δ5.03101.5%2.9%
80Δ4.39184.1%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.65
IV
438.2%
B/E move
40.1%

25Δ

Calls
Pseudo strike
9.91
IV
414.1%
B/E move
88.1%
Puts
Pseudo strike
4.21
IV
336.5%
B/E move
29.9%

30Δ

Calls
Pseudo strike
7.74
IV
308.8%
B/E move
48.4%
Puts
Pseudo strike
4.76
IV
234.7%
B/E move
19.8%

35Δ

Calls
Pseudo strike
7.25
IV
277.6%
B/E move
39.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.97
IV
255.5%
B/E move
35.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.70
IV
233.5%
B/E move
30.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.42
IV
211.5%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.14
IV
189.5%
B/E move
21.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.86
IV
167.5%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.58
IV
145.5%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.31
IV
123.5%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.03
IV
101.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.39
IV
184.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations