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Qfin Holdings, Inc. American Depositary Shares QFIN

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-06T20:57:19.517Z

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 · 2026-11-06T20:57:13.076750901Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:57:16.313181+00:00

Share price$5.57
1D+2.3%
$5.27$5.37$5.46$5.56$5.655:30 AM6:30 AM9:00 AM1:00 PMQFIN
Sold putSold call

Qfin Holdings, Inc. American Depositary Shares options

Live interpolated QFIN call and put midpoint premiums by absolute delta.Qfin Holdings, Inc. American Depositary Shares$0.21$1.15$2.09$3.03$3.98$-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 P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQFIN PRICE$0.31$0.38$0.44$0.51$0.57$0.63$0.70$0.76$0.83$2.68$2.94$3.19$3.45$3.70
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
30Δ6.68113.2%25.6%
35Δ6.48114.5%23.1%
40Δ6.28115.8%20.6%
45Δ6.08117.1%18.2%
50Δ5.87118.4%15.7%
55Δ5.67119.7%13.2%
60Δ5.47121.0%10.8%7.58290.7%12.1%
65Δ5.27122.3%8.3%7.93273.0%10.4%
70Δ5.07123.6%5.8%8.28255.3%8.7%
75Δ8.63237.5%7.0%
80Δ8.98219.8%5.3%

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
6.68
IV
113.2%
B/E move
25.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.48
IV
114.5%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.28
IV
115.8%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.08
IV
117.1%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.87
IV
118.4%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.67
IV
119.7%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.47
IV
121.0%
B/E move
10.8%
Puts
Pseudo strike
7.58
IV
290.7%
B/E move
12.1%

65Δ

Calls
Pseudo strike
5.27
IV
122.3%
B/E move
8.3%
Puts
Pseudo strike
7.93
IV
273.0%
B/E move
10.4%

70Δ

Calls
Pseudo strike
5.07
IV
123.6%
B/E move
5.8%
Puts
Pseudo strike
8.28
IV
255.3%
B/E move
8.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.63
IV
237.5%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
219.8%
B/E move
5.3%

Options history

IV · four-Friday blend97.87%
Daily EOD
QFIN96.4%99.5%102.7%2026-10-22: 96.82%2026-10-29: 102.24%2026-10-30: 97.87%Oct 22Oct 29Oct 30
3 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
96.82%
102.24%
97.87%