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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 2026-11-08T09:15:02.874Z

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 · 2026-11-07T00:00:00.002068249Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T09:15:02.549415+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$0.79$1.48$2.18$2.87$9.65$11.22$12.79$14.37$15.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.11$1.38$1.66$0.24$0.33$0.41$0.51$0.64$0.76$0.89$1.02$1.18$1.33$1.49$1.82$2.67
PutsExpensive1.14×
CallsCheap0.62×
SkewBearish+14.56 pp
Implied moveBearish±$1.50
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2871.0%14.3%11.2384.8%13.2%
25Δ13.9168.9%11.7%11.5185.1%11.6%
30Δ13.6768.6%10.4%11.8085.4%10.0%
35Δ13.4368.3%9.0%12.0785.7%8.6%
40Δ13.1968.0%7.6%12.3285.8%7.6%
45Δ12.9667.9%6.4%12.5785.9%6.6%
50Δ12.7668.7%5.7%12.8286.0%5.6%
55Δ12.5569.5%4.9%13.0785.5%4.7%
60Δ12.3570.3%4.2%13.3283.6%4.0%
65Δ12.1471.1%3.5%13.5781.7%3.3%
70Δ11.9073.2%2.8%13.8279.8%2.5%
75Δ11.5778.1%2.4%14.2283.5%1.9%
80Δ11.2483.0%1.9%15.10103.2%1.8%

20Δ

Calls
Pseudo strike
14.28
IV
71.0%
B/E move
14.3%
Puts
Pseudo strike
11.23
IV
84.8%
B/E move
13.2%

25Δ

Calls
Pseudo strike
13.91
IV
68.9%
B/E move
11.7%
Puts
Pseudo strike
11.51
IV
85.1%
B/E move
11.6%

30Δ

Calls
Pseudo strike
13.67
IV
68.6%
B/E move
10.4%
Puts
Pseudo strike
11.80
IV
85.4%
B/E move
10.0%

35Δ

Calls
Pseudo strike
13.43
IV
68.3%
B/E move
9.0%
Puts
Pseudo strike
12.07
IV
85.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
13.19
IV
68.0%
B/E move
7.6%
Puts
Pseudo strike
12.32
IV
85.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
12.96
IV
67.9%
B/E move
6.4%
Puts
Pseudo strike
12.57
IV
85.9%
B/E move
6.6%

50Δ

Calls
Pseudo strike
12.76
IV
68.7%
B/E move
5.7%
Puts
Pseudo strike
12.82
IV
86.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
12.55
IV
69.5%
B/E move
4.9%
Puts
Pseudo strike
13.07
IV
85.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
12.35
IV
70.3%
B/E move
4.2%
Puts
Pseudo strike
13.32
IV
83.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
12.14
IV
71.1%
B/E move
3.5%
Puts
Pseudo strike
13.57
IV
81.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
11.90
IV
73.2%
B/E move
2.8%
Puts
Pseudo strike
13.82
IV
79.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
11.57
IV
78.1%
B/E move
2.4%
Puts
Pseudo strike
14.22
IV
83.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
11.24
IV
83.0%
B/E move
1.9%
Puts
Pseudo strike
15.10
IV
103.2%
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%