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Microvast Holdings, Inc. Common Stock MVST

i

Market dataready · fetched 2026-11-04T07:39:30.217Z

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 · 2026-11-03T23:56:53.024093726Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T07:39:29.719531+00:00

Share price$0.62
1D+3.2%
AH$0.58$0.59$0.60$0.61$0.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMVST
Sold putSold callAH

Microvast Holdings, Inc. Common Stock options

Live interpolated MVST call and put midpoint premiums by absolute delta.Microvast Holdings, Inc. Common Stock$0.11$0.19$0.27$0.35$0.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ 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 —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMVST PRICE$0.12$0.17$0.21$0.26$0.31$0.36$0.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ0.56279.1%29.0%
35Δ0.62284.1%26.4%
40Δ0.69289.2%23.9%
45Δ0.75294.2%21.3%
50Δ0.81299.2%18.7%
55Δ0.88304.2%16.2%
60Δ0.94309.2%13.6%
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
279.1%
B/E move
29.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
284.1%
B/E move
26.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
289.2%
B/E move
23.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
294.2%
B/E move
21.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
299.2%
B/E move
18.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.88
IV
304.2%
B/E move
16.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.94
IV
309.2%
B/E move
13.6%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend185.97%
Daily close
MVST142.3%249.0%355.7%2026-08-10: 243.60%2026-09-23: 297.48%2026-09-25: 296.47%2026-09-30: 337.35%2026-10-01: 341.01%2026-10-19: 157.00%2026-10-22: 185.97%Aug 10Sep 30Oct 22
7 observations2026-08-10 — 2026-10-22
Table
DateIV (%)
243.60%
297.48%
296.47%
337.35%
341.01%
157.00%
185.97%