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Cango Inc. CANG

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market datapartial · fetched 2026-11-07T07:27:53.673Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-07T00:00:00.001768087Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:26:59.272338+00:00

Share price$0.99
1D+4.7%
AH$0.92$0.94$0.96$0.98$1.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCANG
Sold putSold callAH

Cango Inc. options

Live interpolated CANG call and put midpoint premiums by absolute delta.Cango Inc.$1.00$1.98$2.97$3.95$4.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECANG PRICE$1.11$1.18$1.25$1.32$1.39$1.48$1.58$1.67$1.76$1.86$1.95$2.04$4.65
PutsExpensive1.81×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.37667.9%73.8%
25Δ1.53608.4%64.2%
30Δ1.70549.0%54.7%
35Δ1.86489.5%45.1%
40Δ2.02436.2%36.5%
45Δ2.16414.1%32.5%
50Δ2.29391.9%28.4%
55Δ2.42369.7%24.4%
60Δ2.55347.6%20.4%
65Δ2.69325.4%16.4%
70Δ2.82303.3%12.4%
75Δ2.95281.1%8.3%
80Δ5.59353.4%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
667.9%
B/E move
73.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.53
IV
608.4%
B/E move
64.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.70
IV
549.0%
B/E move
54.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.86
IV
489.5%
B/E move
45.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
436.2%
B/E move
36.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.16
IV
414.1%
B/E move
32.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
391.9%
B/E move
28.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.42
IV
369.7%
B/E move
24.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.55
IV
347.6%
B/E move
20.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.69
IV
325.4%
B/E move
16.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
303.3%
B/E move
12.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.95
IV
281.1%
B/E move
8.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
353.4%
B/E move
5.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations