IntraAlpha
Create free account Start free

New Oriental Education and Technology Group, Inc. American Depositary Shares (each representing ten (10) Common Shares) EDU

i

Market datapartial · fetched 2026-11-07T21:44:45.743Z

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 · 2026-11-07T00:00:00.003805738Z

FundamentalsAlpha Vantage · unavailable

Share price$54.99
1D+1.9%
AH$53.73$54.08$54.43$54.78$55.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDU
Sold putSold callAH

New Oriental Education and Technology Group, Inc. American Depositary Shares (each representing ten (10) Common Shares) options

Live interpolated EDU call and put midpoint premiums by absolute delta.New Oriental Education and Technology Group, Inc. American Depositary Shares (each representing ten (10) Common Shares)$0.54$2.92$5.30$7.68$10.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEDU PRICE$0.84$1.11$1.43$1.97$2.50$3.04$3.58$4.12$0.80$1.20$1.61$2.01$2.42$2.82$3.59$4.60$5.60$6.61$7.94$9.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3769.6%15.0%50.4259.4%9.8%
25Δ61.1472.3%13.2%51.2761.9%9.0%
30Δ52.1264.4%8.1%
35Δ52.9766.8%7.3%
40Δ53.8269.3%6.5%
45Δ54.6771.8%5.7%
50Δ55.8075.6%5.1%
55Δ54.6026.9%1.9%57.1080.1%4.5%
60Δ53.9628.8%1.7%58.3984.7%4.0%
65Δ53.3130.6%1.5%59.6989.3%3.5%
70Δ52.6632.5%1.3%61.3591.2%2.9%
75Δ52.0134.4%1.1%63.1292.3%2.3%
80Δ51.3636.2%0.9%

20Δ

Calls
Pseudo strike
62.37
IV
69.6%
B/E move
15.0%
Puts
Pseudo strike
50.42
IV
59.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
61.14
IV
72.3%
B/E move
13.2%
Puts
Pseudo strike
51.27
IV
61.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.12
IV
64.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.97
IV
66.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.82
IV
69.3%
B/E move
6.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.67
IV
71.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.80
IV
75.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
54.60
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
57.10
IV
80.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
53.96
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
58.39
IV
84.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
53.31
IV
30.6%
B/E move
1.5%
Puts
Pseudo strike
59.69
IV
89.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
52.66
IV
32.5%
B/E move
1.3%
Puts
Pseudo strike
61.35
IV
91.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
52.01
IV
34.4%
B/E move
1.1%
Puts
Pseudo strike
63.12
IV
92.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
51.36
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.12%
Daily close
EDU34.5%46.3%58.2%2026-08-10: 37.47%2026-08-12: 41.22%2026-08-20: 48.53%2026-08-21: 39.45%2026-08-24: 38.40%2026-08-26: 37.24%2026-08-27: 37.73%2026-08-28: 37.43%2026-08-31: 37.08%2026-09-01: 36.46%2026-09-02: 37.87%2026-09-04: 36.12%2026-09-08: 40.01%2026-09-10: 38.18%2026-09-11: 39.77%2026-09-21: 41.06%2026-09-22: 39.44%2026-09-23: 42.15%2026-09-24: 41.23%2026-09-25: 41.12%2026-09-29: 42.58%2026-09-30: 41.09%2026-10-01: 41.08%2026-10-02: 40.96%2026-10-05: 41.57%2026-10-15: 56.56%2026-10-16: 38.96%2026-10-19: 39.53%2026-10-20: 39.99%2026-10-21: 42.75%2026-10-22: 43.36%2026-10-23: 44.70%2026-10-26: 43.37%2026-10-27: 44.04%2026-10-28: 37.64%2026-10-29: 40.17%2026-10-30: 41.12%Aug 10Sep 24Oct 30
37 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.47%
41.22%
48.53%
39.45%
38.40%
37.24%
37.73%
37.43%
37.08%
36.46%
37.87%
36.12%
40.01%
38.18%
39.77%
41.06%
39.44%
42.15%
41.23%
41.12%
42.58%
41.09%
41.08%
40.96%
41.57%
56.56%
38.96%
39.53%
39.99%
42.75%
43.36%
44.70%
43.37%
44.04%
37.64%
40.17%
41.12%