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Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares) DQ

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-06T21:57:30.815Z

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 · 2026-11-06T21:45:45.011595137Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:57:29.767474+00:00

Share price$12.65
1D+8.6%
AH$11.56$11.89$12.22$12.54$12.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDQ
Sold putSold callAH

Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares) options

Live interpolated DQ call and put midpoint premiums by absolute delta.Daqo New Energy Corp. American Depositary Shares (each representing 5 Ordinary Shares)$0.10$0.80$1.50$2.21$2.91$9.36$11.02$12.67$14.33$15.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DQ spot · $12.65DQ PRICE$0.17$0.23$0.29$0.36$0.42$0.50$0.61$0.72$0.83$0.95$1.10$1.38$1.65$0.24$0.33$0.42$0.51$0.64$0.76$0.89$1.02$1.18$1.33$1.49$1.84$2.71
PutsExpensive1.12×
CallsCheap0.60×
SkewBearish+13.92 pp
Implied moveBearish±$1.50
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2965.7%14.3%11.2378.6%13.1%
25Δ13.9163.7%11.7%11.5278.9%11.6%
30Δ13.6763.4%10.4%11.8079.2%10.0%
35Δ13.4363.1%9.0%12.0879.4%8.6%
40Δ13.1962.9%7.6%12.3379.5%7.6%
45Δ12.9662.7%6.4%12.5879.7%6.6%
50Δ12.7663.5%5.7%12.8379.8%5.6%
55Δ12.5564.2%4.9%13.0879.3%4.7%
60Δ12.3564.9%4.2%13.3377.6%4.0%
65Δ12.1565.6%3.5%13.5875.8%3.2%
70Δ11.9067.5%2.8%13.8274.1%2.5%
75Δ11.5772.0%2.4%14.2578.2%1.9%
80Δ11.2476.5%1.9%15.1496.6%1.8%

20Δ

Calls
Pseudo strike
14.29
IV
65.7%
B/E move
14.3%
Puts
Pseudo strike
11.23
IV
78.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
13.91
IV
63.7%
B/E move
11.7%
Puts
Pseudo strike
11.52
IV
78.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
13.67
IV
63.4%
B/E move
10.4%
Puts
Pseudo strike
11.80
IV
79.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
13.43
IV
63.1%
B/E move
9.0%
Puts
Pseudo strike
12.08
IV
79.4%
B/E move
8.6%

40Δ

Calls
Pseudo strike
13.19
IV
62.9%
B/E move
7.6%
Puts
Pseudo strike
12.33
IV
79.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
12.96
IV
62.7%
B/E move
6.4%
Puts
Pseudo strike
12.58
IV
79.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
12.76
IV
63.5%
B/E move
5.7%
Puts
Pseudo strike
12.83
IV
79.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
12.55
IV
64.2%
B/E move
4.9%
Puts
Pseudo strike
13.08
IV
79.3%
B/E move
4.7%

60Δ

Calls
Pseudo strike
12.35
IV
64.9%
B/E move
4.2%
Puts
Pseudo strike
13.33
IV
77.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
12.15
IV
65.6%
B/E move
3.5%
Puts
Pseudo strike
13.58
IV
75.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
11.90
IV
67.5%
B/E move
2.8%
Puts
Pseudo strike
13.82
IV
74.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
11.57
IV
72.0%
B/E move
2.4%
Puts
Pseudo strike
14.25
IV
78.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
11.24
IV
76.5%
B/E move
1.9%
Puts
Pseudo strike
15.14
IV
96.6%
B/E move
1.8%

Options history

IV · four-Friday blend56.03%
Daily EOD
DQ55.2%59.2%63.1%2026-10-19: 57.48%2026-10-20: 60.21%2026-10-21: 61.24%2026-10-22: 61.46%2026-10-23: 61.33%2026-10-26: 62.58%2026-10-27: 58.16%2026-10-28: 56.93%2026-10-29: 55.75%2026-10-30: 56.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.48%
60.21%
61.24%
61.46%
61.33%
62.58%
58.16%
56.93%
55.75%
56.03%