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Hello Group Inc. American Depositary Shares MOMO

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-08T09:15:34.564Z

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 · 2026-11-06T21:00:01.03343675Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T09:15:34.045169+00:00

Share price$4.60
1D+1.7%
AH$4.51$4.55$4.59$4.62$4.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOMO
Sold putSold callAH

Hello Group Inc. American Depositary Shares options

Live interpolated MOMO call and put midpoint premiums by absolute delta.Hello Group Inc. American Depositary Shares$0.14$0.46$0.77$1.08$1.39$2.74$3.39$4.04$4.69$5.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MOMO spot · $4.60MOMO PRICE$0.19$0.18$0.22$0.27$0.32$0.36$0.41$0.45$0.50$0.54$0.59$0.39$0.40$0.41$0.43$0.44$0.46$0.47$0.49$0.50$0.52$0.65$0.98$1.30
PutsExpensive5.68×
Calls——
Skew——
Implied moveBearish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.58188.0%47.1%3.14340.1%40.1%
25Δ3.33313.2%36.2%
30Δ3.53286.3%32.4%
35Δ4.7956.7%7.9%3.72259.3%28.5%
40Δ4.7158.5%7.3%3.91232.4%24.6%
45Δ4.6360.2%6.6%4.11205.5%20.7%
50Δ4.5662.0%5.9%4.30178.5%16.8%
55Δ4.4863.7%5.3%4.49151.6%12.9%
60Δ4.4165.5%4.6%4.69124.7%9.0%
65Δ4.3367.3%3.9%4.8897.7%5.1%
70Δ4.2569.0%3.3%5.1383.5%2.5%
75Δ4.1870.8%2.6%5.4889.2%2.1%
80Δ4.1072.5%2.0%5.8395.0%1.6%

20Δ

Calls
Pseudo strike
6.58
IV
188.0%
B/E move
47.1%
Puts
Pseudo strike
3.14
IV
340.1%
B/E move
40.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
313.2%
B/E move
36.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.53
IV
286.3%
B/E move
32.4%

35Δ

Calls
Pseudo strike
4.79
IV
56.7%
B/E move
7.9%
Puts
Pseudo strike
3.72
IV
259.3%
B/E move
28.5%

40Δ

Calls
Pseudo strike
4.71
IV
58.5%
B/E move
7.3%
Puts
Pseudo strike
3.91
IV
232.4%
B/E move
24.6%

45Δ

Calls
Pseudo strike
4.63
IV
60.2%
B/E move
6.6%
Puts
Pseudo strike
4.11
IV
205.5%
B/E move
20.7%

50Δ

Calls
Pseudo strike
4.56
IV
62.0%
B/E move
5.9%
Puts
Pseudo strike
4.30
IV
178.5%
B/E move
16.8%

55Δ

Calls
Pseudo strike
4.48
IV
63.7%
B/E move
5.3%
Puts
Pseudo strike
4.49
IV
151.6%
B/E move
12.9%

60Δ

Calls
Pseudo strike
4.41
IV
65.5%
B/E move
4.6%
Puts
Pseudo strike
4.69
IV
124.7%
B/E move
9.0%

65Δ

Calls
Pseudo strike
4.33
IV
67.3%
B/E move
3.9%
Puts
Pseudo strike
4.88
IV
97.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
4.25
IV
69.0%
B/E move
3.3%
Puts
Pseudo strike
5.13
IV
83.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
4.18
IV
70.8%
B/E move
2.6%
Puts
Pseudo strike
5.48
IV
89.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
4.10
IV
72.5%
B/E move
2.0%
Puts
Pseudo strike
5.83
IV
95.0%
B/E move
1.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations