IntraAlpha
Create free account Start free

Xunlei Limited American Depositary Shares XNET

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-03T15:43:26.515Z

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 · 2026-11-03T15:41:14.163947449Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:43:25.525544+00:00

Share price$3.48
1D+0.1%
$3.38$3.41$3.44$3.46$3.495:30 AM6:30 AM9:00 AM1:00 PMXNET
Sold putSold call

Xunlei Limited American Depositary Shares options

Live interpolated XNET call and put midpoint premiums by absolute delta.Xunlei Limited American Depositary Shares$0.29$0.37$0.45$0.52$0.60$1.97$2.60$3.23$3.86$4.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XNET spot · $3.48XNET PRICE$0.30$0.30$0.33$0.37$0.41$0.46$0.50$0.54$0.58$0.38$0.38$0.38$0.39$0.40$0.41$0.42$0.43$0.45$0.46$0.47$0.48$0.49
PutsExpensive2.44×
Calls——
Skew——
Implied moveBearish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.39337.9%42.1%
25Δ2.73266.9%32.3%
30Δ3.02208.0%24.1%
35Δ4.74217.8%45.2%3.09194.9%22.2%
40Δ4.15172.5%28.0%3.17181.8%20.3%
45Δ3.90155.7%21.7%3.25168.7%18.4%
50Δ3.76148.4%18.9%3.32155.6%16.6%
55Δ3.62141.1%16.1%3.40142.5%14.7%
60Δ3.48133.8%13.3%3.48129.4%12.8%
65Δ3.34126.5%10.5%3.55116.3%10.9%
70Δ3.21119.2%7.7%3.63103.2%9.1%
75Δ3.07112.0%5.0%3.7190.1%7.2%
80Δ3.7877.0%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.39
IV
337.9%
B/E move
42.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
266.9%
B/E move
32.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.02
IV
208.0%
B/E move
24.1%

35Δ

Calls
Pseudo strike
4.74
IV
217.8%
B/E move
45.2%
Puts
Pseudo strike
3.09
IV
194.9%
B/E move
22.2%

40Δ

Calls
Pseudo strike
4.15
IV
172.5%
B/E move
28.0%
Puts
Pseudo strike
3.17
IV
181.8%
B/E move
20.3%

45Δ

Calls
Pseudo strike
3.90
IV
155.7%
B/E move
21.7%
Puts
Pseudo strike
3.25
IV
168.7%
B/E move
18.4%

50Δ

Calls
Pseudo strike
3.76
IV
148.4%
B/E move
18.9%
Puts
Pseudo strike
3.32
IV
155.6%
B/E move
16.6%

55Δ

Calls
Pseudo strike
3.62
IV
141.1%
B/E move
16.1%
Puts
Pseudo strike
3.40
IV
142.5%
B/E move
14.7%

60Δ

Calls
Pseudo strike
3.48
IV
133.8%
B/E move
13.3%
Puts
Pseudo strike
3.48
IV
129.4%
B/E move
12.8%

65Δ

Calls
Pseudo strike
3.34
IV
126.5%
B/E move
10.5%
Puts
Pseudo strike
3.55
IV
116.3%
B/E move
10.9%

70Δ

Calls
Pseudo strike
3.21
IV
119.2%
B/E move
7.7%
Puts
Pseudo strike
3.63
IV
103.2%
B/E move
9.1%

75Δ

Calls
Pseudo strike
3.07
IV
112.0%
B/E move
5.0%
Puts
Pseudo strike
3.71
IV
90.1%
B/E move
7.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
77.0%
B/E move
5.3%

Options history

IV · four-Friday blend91.03%
Daily EOD
XNET67.8%81.6%95.3%2026-10-21: 76.74%2026-10-22: 69.70%2026-10-23: 79.55%2026-10-26: 74.98%2026-10-27: 92.99%2026-10-29: 93.41%2026-10-30: 91.03%Oct 21Oct 26Oct 30
7 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
76.74%
69.70%
79.55%
74.98%
92.99%
93.41%
91.03%