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EHang Holdings Limited ADS EH

i

Market datapartial · fetched 2026-11-04T09:32:10.117Z

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 · 2026-11-03T23:13:01.951748895Z

FundamentalsAlpha Vantage · unavailable

Share price$3.85
1D+0.8%
AH$3.69$3.73$3.77$3.81$3.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEH
Sold putSold callAH

EHang Holdings Limited ADS options

Live interpolated EH call and put midpoint premiums by absolute delta.EHang Holdings Limited ADS$0.00$1.59$3.19$4.78$6.37$3.10$3.48$3.86$4.24$4.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EH spot · $3.85EH PRICE$0.18$0.22$0.17$0.17$0.19$0.27$0.34$0.41$0.48$0.55$0.66$0.77$0.11$0.12$0.15$0.19$0.23$0.27$0.31$1.14$1.26$2.25$5.91
Puts——
Calls——
Skew——
Implied moveBearish±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.21114.1%19.5%
25Δ5.11158.0%37.4%3.4392.6%14.1%
30Δ5.00172.6%35.7%3.5685.5%11.5%
35Δ4.36106.1%17.7%3.6585.0%10.2%
40Δ4.1587.1%12.3%3.7484.6%8.9%
45Δ3.9775.3%8.3%3.8384.2%7.7%
50Δ3.8882.7%7.7%3.9183.7%6.4%
55Δ3.7990.0%7.1%
60Δ3.6997.3%6.4%4.63192.3%9.2%
65Δ3.60104.6%5.8%4.83184.9%7.4%
70Δ3.50111.9%5.2%5.81245.1%7.5%
75Δ3.36114.3%4.3%
80Δ3.21116.4%3.3%9.54349.8%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
114.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
5.11
IV
158.0%
B/E move
37.4%
Puts
Pseudo strike
3.43
IV
92.6%
B/E move
14.1%

30Δ

Calls
Pseudo strike
5.00
IV
172.6%
B/E move
35.7%
Puts
Pseudo strike
3.56
IV
85.5%
B/E move
11.5%

35Δ

Calls
Pseudo strike
4.36
IV
106.1%
B/E move
17.7%
Puts
Pseudo strike
3.65
IV
85.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
4.15
IV
87.1%
B/E move
12.3%
Puts
Pseudo strike
3.74
IV
84.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
3.97
IV
75.3%
B/E move
8.3%
Puts
Pseudo strike
3.83
IV
84.2%
B/E move
7.7%

50Δ

Calls
Pseudo strike
3.88
IV
82.7%
B/E move
7.7%
Puts
Pseudo strike
3.91
IV
83.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
3.79
IV
90.0%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.69
IV
97.3%
B/E move
6.4%
Puts
Pseudo strike
4.63
IV
192.3%
B/E move
9.2%

65Δ

Calls
Pseudo strike
3.60
IV
104.6%
B/E move
5.8%
Puts
Pseudo strike
4.83
IV
184.9%
B/E move
7.4%

70Δ

Calls
Pseudo strike
3.50
IV
111.9%
B/E move
5.2%
Puts
Pseudo strike
5.81
IV
245.1%
B/E move
7.5%

75Δ

Calls
Pseudo strike
3.36
IV
114.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.21
IV
116.4%
B/E move
3.3%
Puts
Pseudo strike
9.54
IV
349.8%
B/E move
5.7%

Options history

IV · four-Friday blend88.59%
Daily close
EH70.1%92.0%113.9%2026-08-06: 94.53%2026-08-10: 85.37%2026-08-11: 89.06%2026-08-12: 88.89%2026-08-13: 91.72%2026-08-14: 92.28%2026-08-21: 85.28%2026-08-24: 83.95%2026-08-25: 84.54%2026-08-26: 77.18%2026-08-27: 97.34%2026-08-31: 93.16%2026-09-18: 79.08%2026-09-22: 73.51%2026-09-23: 78.11%2026-09-24: 81.50%2026-09-25: 78.85%2026-10-01: 92.26%2026-10-05: 90.49%2026-10-06: 107.29%2026-10-07: 103.81%2026-10-08: 99.62%2026-10-09: 110.87%2026-10-12: 80.65%2026-10-16: 92.62%2026-10-19: 73.09%2026-10-20: 89.79%2026-10-21: 101.00%2026-10-22: 77.14%2026-10-23: 81.76%2026-10-26: 78.20%2026-10-27: 96.55%2026-10-28: 83.67%2026-10-29: 81.51%2026-10-30: 88.59%Aug 6Oct 1Oct 30
35 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
94.53%
85.37%
89.06%
88.89%
91.72%
92.28%
85.28%
83.95%
84.54%
77.18%
97.34%
93.16%
79.08%
73.51%
78.11%
81.50%
78.85%
92.26%
90.49%
107.29%
103.81%
99.62%
110.87%
80.65%
92.62%
73.09%
89.79%
101.00%
77.14%
81.76%
78.20%
96.55%
83.67%
81.51%
88.59%