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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 2026-10-22T20:51:39.919Z

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 · 2026-10-22T20:10:00.003216749Z

FundamentalsAlpha Vantage · unavailable

Share price$5.64
1D+1.1%
AH$5.57$5.60$5.63$5.65$5.685:30 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$0.18$0.65$1.12$1.60$2.07$4.14$5.08$6.02$6.97$7.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YALA spot · $5.64YALA PRICE$0.50$0.48$0.49$0.51$0.53$0.55$0.56$0.58$0.60$0.62$0.63$0.23$0.37$0.51$0.65$0.80$0.94$1.08$1.22$1.36$1.51$1.65$1.79$1.93
PutsExpensive3.42×
CallsExpensive5.15×
SkewBullish-48.32 pp
Implied moveBearish±$1.61
TiltBearish39.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.2347.7%11.3%
25Δ5.4251.7%10.5%
30Δ9.65221.7%80.0%5.6055.7%9.8%
35Δ7.49160.5%41.2%5.7859.7%9.0%
40Δ7.27149.3%37.6%5.9763.7%8.3%
45Δ7.05138.0%34.1%6.1567.7%7.5%
50Δ6.83126.8%30.5%6.3471.7%6.8%
55Δ6.61115.5%27.0%6.5275.7%6.0%
60Δ6.40104.3%23.4%6.7179.7%5.3%
65Δ6.1893.0%19.8%6.8983.8%4.5%
70Δ5.9681.7%16.3%7.0887.8%3.8%
75Δ5.7470.5%12.7%7.2691.8%3.0%
80Δ5.5259.2%9.1%7.4595.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
47.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
51.7%
B/E move
10.5%

30Δ

Calls
Pseudo strike
9.65
IV
221.7%
B/E move
80.0%
Puts
Pseudo strike
5.60
IV
55.7%
B/E move
9.8%

35Δ

Calls
Pseudo strike
7.49
IV
160.5%
B/E move
41.2%
Puts
Pseudo strike
5.78
IV
59.7%
B/E move
9.0%

40Δ

Calls
Pseudo strike
7.27
IV
149.3%
B/E move
37.6%
Puts
Pseudo strike
5.97
IV
63.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
7.05
IV
138.0%
B/E move
34.1%
Puts
Pseudo strike
6.15
IV
67.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
6.83
IV
126.8%
B/E move
30.5%
Puts
Pseudo strike
6.34
IV
71.7%
B/E move
6.8%

55Δ

Calls
Pseudo strike
6.61
IV
115.5%
B/E move
27.0%
Puts
Pseudo strike
6.52
IV
75.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
6.40
IV
104.3%
B/E move
23.4%
Puts
Pseudo strike
6.71
IV
79.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
6.18
IV
93.0%
B/E move
19.8%
Puts
Pseudo strike
6.89
IV
83.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
5.96
IV
81.7%
B/E move
16.3%
Puts
Pseudo strike
7.08
IV
87.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
5.74
IV
70.5%
B/E move
12.7%
Puts
Pseudo strike
7.26
IV
91.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
5.52
IV
59.2%
B/E move
9.1%
Puts
Pseudo strike
7.45
IV
95.8%
B/E move
2.3%

Options history

No recorded observations