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Qfin Holdings, Inc. American Depositary Shares QFIN

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-07T06:49:34.980Z

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 · 2026-11-06T23:32:15.151147781Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:49:34.547385+00:00

Share price$5.50
1D+2.2%
AH$5.27$5.37$5.46$5.56$5.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQFIN
Sold putSold callAH

Qfin Holdings, Inc. American Depositary Shares options

Live interpolated QFIN call and put midpoint premiums by absolute delta.Qfin Holdings, Inc. American Depositary Shares$0.09$2.28$4.47$6.67$8.86$-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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQFIN PRICE$0.32$0.39$0.46$0.53$0.59$0.66$0.73$0.80$4.01$5.42$6.82$8.23
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
30Δ6.64123.3%26.7%
35Δ6.43125.8%24.1%
40Δ6.22128.2%21.5%
45Δ6.01130.7%18.8%
50Δ5.80133.1%16.2%
55Δ5.59135.6%13.6%
60Δ5.38138.0%11.0%
65Δ5.17140.5%8.4%8.95309.5%10.2%
70Δ10.44324.4%8.6%
75Δ11.94339.3%7.0%
80Δ13.43354.2%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
6.64
IV
123.3%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.43
IV
125.8%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.22
IV
128.2%
B/E move
21.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.01
IV
130.7%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.80
IV
133.1%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.59
IV
135.6%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.38
IV
138.0%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.17
IV
140.5%
B/E move
8.4%
Puts
Pseudo strike
8.95
IV
309.5%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
324.4%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.94
IV
339.3%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.43
IV
354.2%
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%