Share price$2.66
1D-0.7%
Sold putSold callAH
Zepp Health Corp ZEPP
TECHNOLOGY · CONSUMER ELECTRONICSi
Market dataready · fetched 2026-10-23T01:59:14.378Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002717312Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:59:12.383923+00:00
Zepp Health Corp options
PutsExpensive1.79×
CallsExpensive3.10×
SkewBullish-124.70 pp
Implied move——
TiltBearish69.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 2.52 | 195.0% | 23.7% | |||
| 40Δ | 2.81 | 196.7% | 21.6% | |||
| 45Δ | 3.09 | 198.4% | 19.4% | |||
| 50Δ | 3.38 | 200.1% | 17.2% | |||
| 55Δ | 4.72 | 408.8% | 106.4% | 3.67 | 201.8% | 15.1% |
| 60Δ | 3.73 | 326.5% | 68.5% | 3.96 | 203.5% | 12.9% |
| 65Δ | 2.74 | 244.1% | 30.6% | 4.25 | 205.1% | 10.7% |
| 70Δ | 4.54 | 206.8% | 8.5% | |||
| 75Δ | 4.83 | 208.5% | 6.4% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.52
- IV
- 195.0%
- B/E move
- 23.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.81
- IV
- 196.7%
- B/E move
- 21.6%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.09
- IV
- 198.4%
- B/E move
- 19.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.38
- IV
- 200.1%
- B/E move
- 17.2%
55Δ
- Pseudo strike
- 4.72
- IV
- 408.8%
- B/E move
- 106.4%
- Pseudo strike
- 3.67
- IV
- 201.8%
- B/E move
- 15.1%
60Δ
- Pseudo strike
- 3.73
- IV
- 326.5%
- B/E move
- 68.5%
- Pseudo strike
- 3.96
- IV
- 203.5%
- B/E move
- 12.9%
65Δ
- Pseudo strike
- 2.74
- IV
- 244.1%
- B/E move
- 30.6%
- Pseudo strike
- 4.25
- IV
- 205.1%
- B/E move
- 10.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.54
- IV
- 206.8%
- B/E move
- 8.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.83
- IV
- 208.5%
- B/E move
- 6.4%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations