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Bilibili Inc. American Depositary Shares BILI

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-11-07T06:14:54.068Z

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 · 2026-11-06T23:54:51.857811349Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:10:10.634114+00:00

Share price$14.61
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$0.12$0.48$0.84$1.20$1.56$12.19$13.35$14.52$15.69$16.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILI spot · $14.61BILI PRICE$0.16$0.23$0.31$0.39$0.46$0.54$0.63$0.73$0.82$0.91$1.02$1.13$1.25$0.23$0.28$0.34$0.41$0.50$0.58$0.67$0.75$0.87$1.01$1.16$1.31$1.45
PutsExpensive1.17×
CallsCheap0.89×
SkewNeutral+0.01 pp
Implied moveBearish±$1.30
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.0855.3%11.2%13.1770.0%11.4%
25Δ15.8256.2%9.9%13.5065.7%9.6%
30Δ15.6057.7%8.9%13.8361.4%7.7%
35Δ15.3859.2%7.9%14.0958.6%6.3%
40Δ15.1760.7%7.0%14.2957.5%5.6%
45Δ14.9561.6%6.0%14.4956.4%4.8%
50Δ14.7560.4%5.3%14.6955.3%4.0%
55Δ14.5459.2%4.5%14.8954.3%3.2%
60Δ14.3358.0%3.7%15.0953.3%2.6%
65Δ14.1356.9%2.9%15.3052.5%2.2%
70Δ13.9354.6%2.3%15.5151.8%1.8%
75Δ13.7650.9%1.9%15.7251.0%1.3%
80Δ13.5847.1%1.5%15.9350.2%0.9%

20Δ

Calls
Pseudo strike
16.08
IV
55.3%
B/E move
11.2%
Puts
Pseudo strike
13.17
IV
70.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
15.82
IV
56.2%
B/E move
9.9%
Puts
Pseudo strike
13.50
IV
65.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
15.60
IV
57.7%
B/E move
8.9%
Puts
Pseudo strike
13.83
IV
61.4%
B/E move
7.7%

35Δ

Calls
Pseudo strike
15.38
IV
59.2%
B/E move
7.9%
Puts
Pseudo strike
14.09
IV
58.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
15.17
IV
60.7%
B/E move
7.0%
Puts
Pseudo strike
14.29
IV
57.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
14.95
IV
61.6%
B/E move
6.0%
Puts
Pseudo strike
14.49
IV
56.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
14.75
IV
60.4%
B/E move
5.3%
Puts
Pseudo strike
14.69
IV
55.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
14.54
IV
59.2%
B/E move
4.5%
Puts
Pseudo strike
14.89
IV
54.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
14.33
IV
58.0%
B/E move
3.7%
Puts
Pseudo strike
15.09
IV
53.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
14.13
IV
56.9%
B/E move
2.9%
Puts
Pseudo strike
15.30
IV
52.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
13.93
IV
54.6%
B/E move
2.3%
Puts
Pseudo strike
15.51
IV
51.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
13.76
IV
50.9%
B/E move
1.9%
Puts
Pseudo strike
15.72
IV
51.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
13.58
IV
47.1%
B/E move
1.5%
Puts
Pseudo strike
15.93
IV
50.2%
B/E move
0.9%

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%