IntraAlpha
Create free account Start free

Full Truck Alliance Co. Ltd. American Depositary Shares (each representing 20 Class A Ordinary Shares) YMM

i

Market datapartial · fetched 2026-10-23T03:01:27.214Z

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 · 2026-10-22T23:00:00.002112865Z

FundamentalsAlpha Vantage · unavailable

Share price$8.35
1D-1.2%
AH$8.27$8.33$8.40$8.46$8.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYMM
Sold putSold callAH

Full Truck Alliance Co. Ltd. American Depositary Shares (each representing 20 Class A Ordinary Shares) options

Live interpolated YMM call and put midpoint premiums by absolute delta.Full Truck Alliance Co. Ltd. American Depositary Shares (each representing 20 Class A Ordinary Shares)$0.07$1.18$2.29$3.40$4.51$5.87$7.82$9.77$11.73$13.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YMM spot · $8.35YMM PRICE$0.37$0.59$0.83$1.07$1.31$1.55$1.79$2.03$2.28$2.52$2.76$3.00$3.24$0.19$0.27$0.42$0.58$0.73$0.89$1.04$1.20$1.35$1.51$1.66$1.82$4.19
PutsExpensive1.92×
CallsExpensive5.39×
SkewBullish-121.51 pp
Implied moveBullish±$2.84
TiltBullish19.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.44156.6%65.4%7.0674.4%17.6%
25Δ14.72203.3%83.4%7.6160.3%12.1%
30Δ13.96202.5%77.2%7.8461.9%11.2%
35Δ13.20201.6%70.9%8.0863.6%10.2%
40Δ12.44200.7%64.7%8.3165.2%9.3%
45Δ11.68199.9%58.5%8.5466.9%8.3%
50Δ10.93199.0%52.3%8.7868.5%7.4%
55Δ10.17198.1%46.1%9.0170.2%6.4%
60Δ9.41197.3%39.9%9.2571.8%5.5%
65Δ8.65196.4%33.7%9.4873.5%4.5%
70Δ7.89195.5%27.5%9.7275.1%3.5%
75Δ7.13194.7%21.3%9.9576.8%2.6%
80Δ6.37193.8%15.1%12.30131.4%2.9%

20Δ

Calls
Pseudo strike
13.44
IV
156.6%
B/E move
65.4%
Puts
Pseudo strike
7.06
IV
74.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
14.72
IV
203.3%
B/E move
83.4%
Puts
Pseudo strike
7.61
IV
60.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
13.96
IV
202.5%
B/E move
77.2%
Puts
Pseudo strike
7.84
IV
61.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
13.20
IV
201.6%
B/E move
70.9%
Puts
Pseudo strike
8.08
IV
63.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
12.44
IV
200.7%
B/E move
64.7%
Puts
Pseudo strike
8.31
IV
65.2%
B/E move
9.3%

45Δ

Calls
Pseudo strike
11.68
IV
199.9%
B/E move
58.5%
Puts
Pseudo strike
8.54
IV
66.9%
B/E move
8.3%

50Δ

Calls
Pseudo strike
10.93
IV
199.0%
B/E move
52.3%
Puts
Pseudo strike
8.78
IV
68.5%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.17
IV
198.1%
B/E move
46.1%
Puts
Pseudo strike
9.01
IV
70.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
9.41
IV
197.3%
B/E move
39.9%
Puts
Pseudo strike
9.25
IV
71.8%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.65
IV
196.4%
B/E move
33.7%
Puts
Pseudo strike
9.48
IV
73.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
7.89
IV
195.5%
B/E move
27.5%
Puts
Pseudo strike
9.72
IV
75.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
7.13
IV
194.7%
B/E move
21.3%
Puts
Pseudo strike
9.95
IV
76.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
6.37
IV
193.8%
B/E move
15.1%
Puts
Pseudo strike
12.30
IV
131.4%
B/E move
2.9%

Options history

No recorded observations