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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 2026-10-22T18:23:49.408Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:20:55.02114985Z

FundamentalsAlpha Vantage · unavailable

Share price$5.65
1D+1.2%
$5.57$5.60$5.63$5.65$5.685:30 AM6:30 AM9:00 AM1:00 PMYALA
Sold putSold call

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$0.39$0.49$0.59$0.69$0.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEYALA PRICE$0.40$0.44$0.48$0.52$0.57$0.61$0.65$0.69$0.73$0.77$0.44$0.47
PutsExpensive6.11×
CallsExpensive2.61×
SkewBearish+79.53 pp
Implied move——
TiltBullish73.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.81166.9%40.3%
25Δ4.41130.7%30.1%
30Δ
35Δ7.3197.0%36.7%
40Δ7.0690.9%33.0%
45Δ6.8184.7%29.3%
50Δ6.5678.5%25.6%
55Δ6.3172.3%21.8%
60Δ6.0666.2%18.1%
65Δ5.8160.0%14.4%
70Δ5.5653.8%10.7%
75Δ5.3147.7%6.9%
80Δ5.0641.5%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
166.9%
B/E move
40.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.41
IV
130.7%
B/E move
30.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.31
IV
97.0%
B/E move
36.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.06
IV
90.9%
B/E move
33.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.81
IV
84.7%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.56
IV
78.5%
B/E move
25.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.31
IV
72.3%
B/E move
21.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.06
IV
66.2%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.81
IV
60.0%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.56
IV
53.8%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.31
IV
47.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.06
IV
41.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations