IntraAlpha
Create free account Start free

Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares) LU

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-03T19:52:25.406Z

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 · 2026-11-03T19:51:26.165160993Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:45:21.277664+00:00

Share price$8.25
1D+0.1%
$8.00$8.07$8.14$8.21$8.275:30 AM6:30 AM9:00 AM1:00 PMLU
Sold putSold call

Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares) options

Live interpolated LU call and put midpoint premiums by absolute delta.Lufax Holding Ltd. American Depositary Shares, (each representing twenty (20) Ordinary Shares)$0.29$0.66$1.03$1.40$1.77$-3.23$7.27$17.77$28.27$38.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LU spot · $8.24LU PRICE$0.33$0.37$0.43$0.49$0.55$0.61$0.66$0.89$1.15$1.40$1.66$0.37$0.40$0.44$0.48$0.59$0.69$0.79$0.90
Puts——
Calls——
Skew——
Implied moveBearish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.12122.4%18.1%
30Δ9.70110.9%21.6%7.42109.7%14.8%
35Δ9.25101.1%16.7%7.7396.9%11.6%
40Δ8.9093.8%13.2%8.0285.3%8.6%
45Δ8.6989.7%11.3%8.2084.0%7.6%
50Δ8.4785.6%9.4%8.3982.8%6.6%
55Δ8.2581.5%7.5%8.5881.5%5.6%
60Δ8.0477.4%5.5%8.7780.3%4.6%
65Δ7.7481.0%4.7%
70Δ7.4386.3%4.0%
75Δ7.1291.6%3.3%
80Δ6.8096.8%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.12
IV
122.4%
B/E move
18.1%

30Δ

Calls
Pseudo strike
9.70
IV
110.9%
B/E move
21.6%
Puts
Pseudo strike
7.42
IV
109.7%
B/E move
14.8%

35Δ

Calls
Pseudo strike
9.25
IV
101.1%
B/E move
16.7%
Puts
Pseudo strike
7.73
IV
96.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
8.90
IV
93.8%
B/E move
13.2%
Puts
Pseudo strike
8.02
IV
85.3%
B/E move
8.6%

45Δ

Calls
Pseudo strike
8.69
IV
89.7%
B/E move
11.3%
Puts
Pseudo strike
8.20
IV
84.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
8.47
IV
85.6%
B/E move
9.4%
Puts
Pseudo strike
8.39
IV
82.8%
B/E move
6.6%

55Δ

Calls
Pseudo strike
8.25
IV
81.5%
B/E move
7.5%
Puts
Pseudo strike
8.58
IV
81.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
8.04
IV
77.4%
B/E move
5.5%
Puts
Pseudo strike
8.77
IV
80.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
7.74
IV
81.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.43
IV
86.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.12
IV
91.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.80
IV
96.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.79%
Daily EOD
LU61.0%175.4%289.8%2026-10-19: 274.00%2026-10-26: 102.18%2026-10-27: 93.45%2026-10-28: 84.93%2026-10-29: 76.84%2026-10-30: 76.79%Oct 19Oct 27Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
274.00%
102.18%
93.45%
84.93%
76.84%
76.79%