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Bilibili Inc. American Depositary Shares BILI

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Market datapartial · fetched 2026-11-06T21:25:52.355Z

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 · 2026-11-06T21:00:26.396909108Z

FundamentalsAlpha Vantage · unavailable

Share price$14.66
1D+1.1%
AH$14.38$14.49$14.59$14.70$14.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILI
Sold putSold callAH

Bilibili Inc. American Depositary Shares options

Live interpolated BILI call and put midpoint premiums by absolute delta.Bilibili Inc. American Depositary Shares$0.11$0.60$1.10$1.60$2.10$12.18$13.37$14.55$15.73$16.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILI spot · $14.66BILI PRICE$0.16$0.23$0.30$0.38$0.45$0.53$0.61$0.70$0.79$0.88$0.97$1.45$1.95$0.23$0.29$0.35$0.43$0.52$0.61$0.69$0.78$0.93$1.09$1.25$1.41$1.66
PutsExpensive1.19×
CallsCheap0.87×
SkewBearish+2.46 pp
Implied moveBearish±$1.31
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1152.2%11.0%13.1968.5%11.6%
25Δ15.8452.6%9.6%13.5364.3%9.7%
30Δ15.6353.9%8.6%13.8760.1%7.7%
35Δ15.4155.2%7.7%14.1358.0%6.5%
40Δ15.2056.4%6.8%14.3457.1%5.7%
45Δ14.9957.5%5.8%14.5556.2%4.9%
50Δ14.7956.2%5.1%14.7555.3%4.1%
55Δ14.6054.8%4.3%14.9654.5%3.3%
60Δ14.4053.4%3.6%15.1954.1%2.8%
65Δ14.2052.0%2.9%15.4153.9%2.3%
70Δ14.0150.6%2.1%15.6453.6%1.8%
75Δ13.4755.6%1.8%15.8653.4%1.4%
80Δ12.9260.8%1.5%16.1854.0%1.0%

20Δ

Calls
Pseudo strike
16.11
IV
52.2%
B/E move
11.0%
Puts
Pseudo strike
13.19
IV
68.5%
B/E move
11.6%

25Δ

Calls
Pseudo strike
15.84
IV
52.6%
B/E move
9.6%
Puts
Pseudo strike
13.53
IV
64.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
15.63
IV
53.9%
B/E move
8.6%
Puts
Pseudo strike
13.87
IV
60.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
15.41
IV
55.2%
B/E move
7.7%
Puts
Pseudo strike
14.13
IV
58.0%
B/E move
6.5%

40Δ

Calls
Pseudo strike
15.20
IV
56.4%
B/E move
6.8%
Puts
Pseudo strike
14.34
IV
57.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
14.99
IV
57.5%
B/E move
5.8%
Puts
Pseudo strike
14.55
IV
56.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
14.79
IV
56.2%
B/E move
5.1%
Puts
Pseudo strike
14.75
IV
55.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
14.60
IV
54.8%
B/E move
4.3%
Puts
Pseudo strike
14.96
IV
54.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
14.40
IV
53.4%
B/E move
3.6%
Puts
Pseudo strike
15.19
IV
54.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
14.20
IV
52.0%
B/E move
2.9%
Puts
Pseudo strike
15.41
IV
53.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
14.01
IV
50.6%
B/E move
2.1%
Puts
Pseudo strike
15.64
IV
53.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
13.47
IV
55.6%
B/E move
1.8%
Puts
Pseudo strike
15.86
IV
53.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
12.92
IV
60.8%
B/E move
1.5%
Puts
Pseudo strike
16.18
IV
54.0%
B/E move
1.0%

Options history

IV · four-Friday blend51.57%
Daily close
BILI40.2%62.3%84.4%2026-08-10: 56.88%2026-08-11: 51.17%2026-08-12: 58.25%2026-08-13: 81.34%2026-08-14: 52.54%2026-08-17: 63.60%2026-08-18: 51.99%2026-08-19: 62.30%2026-08-20: 71.42%2026-08-21: 65.22%2026-08-24: 70.27%2026-08-25: 68.32%2026-08-26: 72.28%2026-08-27: 55.54%2026-08-28: 43.24%2026-08-31: 47.72%2026-09-01: 46.79%2026-09-02: 46.82%2026-09-03: 47.57%2026-09-04: 45.78%2026-09-08: 49.63%2026-09-09: 48.56%2026-09-10: 50.38%2026-09-11: 49.09%2026-09-16: 61.33%2026-09-18: 49.91%2026-09-21: 51.28%2026-09-22: 51.74%2026-09-23: 50.98%2026-09-24: 50.07%2026-09-25: 49.29%2026-09-28: 48.93%2026-09-29: 49.98%2026-09-30: 47.58%2026-10-01: 48.94%2026-10-02: 48.69%2026-10-05: 48.26%2026-10-06: 48.07%2026-10-07: 50.27%2026-10-08: 48.63%2026-10-09: 48.89%2026-10-12: 51.59%2026-10-13: 50.20%2026-10-16: 50.32%2026-10-19: 49.33%2026-10-20: 49.94%2026-10-21: 50.71%2026-10-22: 51.76%2026-10-23: 51.77%2026-10-26: 53.14%2026-10-27: 50.21%2026-10-28: 49.19%2026-10-29: 51.80%2026-10-30: 51.57%Aug 10Sep 21Oct 30
54 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.88%
51.17%
58.25%
81.34%
52.54%
63.60%
51.99%
62.30%
71.42%
65.22%
70.27%
68.32%
72.28%
55.54%
43.24%
47.72%
46.79%
46.82%
47.57%
45.78%
49.63%
48.56%
50.38%
49.09%
61.33%
49.91%
51.28%
51.74%
50.98%
50.07%
49.29%
48.93%
49.98%
47.58%
48.94%
48.69%
48.26%
48.07%
50.27%
48.63%
48.89%
51.59%
50.20%
50.32%
49.33%
49.94%
50.71%
51.76%
51.77%
53.14%
50.21%
49.19%
51.80%
51.57%