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Hesai Group American Depositary Share HSAI

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Market datapartial · fetched 2026-10-23T00:21:42.694Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:34:58.315345302Z

FundamentalsAlpha Vantage · unavailable

Share price$12.11
1D+3.6%
AH$11.78$12.01$12.24$12.46$12.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSAI
Sold putSold callAH

Hesai Group American Depositary Share options

Live interpolated HSAI call and put midpoint premiums by absolute delta.Hesai Group American Depositary Share$0.06$2.81$5.56$8.31$11.06$7.59$10.05$12.52$14.99$17.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSAI spot · $12.11HSAI PRICE$0.78$0.38$0.49$0.60$0.70$0.81$0.96$1.32$1.67$2.03$2.38$2.74$3.42$0.35$0.48$0.61$0.74$0.87$1.00$1.13$2.50$4.44$6.38$8.33$10.27$5.24
PutsExpensive1.27×
CallsExpensive1.48×
SkewBullish-5.26 pp
Implied moveBearish±$2.10
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.30290.7%189.7%10.2877.5%18.0%
25Δ14.6581.0%24.2%10.6376.6%16.2%
30Δ14.2180.2%21.4%10.9875.7%14.4%
35Δ13.7679.5%18.6%11.3374.8%12.6%
40Δ13.3178.7%15.8%11.6873.8%10.7%
45Δ12.8778.0%13.0%12.0472.9%8.9%
50Δ12.4278.9%10.5%12.3972.0%7.1%
55Δ11.9787.7%9.7%13.8490.5%6.3%
60Δ11.5196.6%8.9%15.81118.0%6.1%
65Δ11.06105.4%8.0%17.77145.5%5.9%
70Δ10.60114.2%7.2%19.74173.0%5.7%
75Δ10.15123.1%6.4%21.71200.5%5.5%
80Δ9.34137.5%5.3%17.05112.7%2.5%

20Δ

Calls
Pseudo strike
34.30
IV
290.7%
B/E move
189.7%
Puts
Pseudo strike
10.28
IV
77.5%
B/E move
18.0%

25Δ

Calls
Pseudo strike
14.65
IV
81.0%
B/E move
24.2%
Puts
Pseudo strike
10.63
IV
76.6%
B/E move
16.2%

30Δ

Calls
Pseudo strike
14.21
IV
80.2%
B/E move
21.4%
Puts
Pseudo strike
10.98
IV
75.7%
B/E move
14.4%

35Δ

Calls
Pseudo strike
13.76
IV
79.5%
B/E move
18.6%
Puts
Pseudo strike
11.33
IV
74.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
13.31
IV
78.7%
B/E move
15.8%
Puts
Pseudo strike
11.68
IV
73.8%
B/E move
10.7%

45Δ

Calls
Pseudo strike
12.87
IV
78.0%
B/E move
13.0%
Puts
Pseudo strike
12.04
IV
72.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
12.42
IV
78.9%
B/E move
10.5%
Puts
Pseudo strike
12.39
IV
72.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
11.97
IV
87.7%
B/E move
9.7%
Puts
Pseudo strike
13.84
IV
90.5%
B/E move
6.3%

60Δ

Calls
Pseudo strike
11.51
IV
96.6%
B/E move
8.9%
Puts
Pseudo strike
15.81
IV
118.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
11.06
IV
105.4%
B/E move
8.0%
Puts
Pseudo strike
17.77
IV
145.5%
B/E move
5.9%

70Δ

Calls
Pseudo strike
10.60
IV
114.2%
B/E move
7.2%
Puts
Pseudo strike
19.74
IV
173.0%
B/E move
5.7%

75Δ

Calls
Pseudo strike
10.15
IV
123.1%
B/E move
6.4%
Puts
Pseudo strike
21.71
IV
200.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
9.34
IV
137.5%
B/E move
5.3%
Puts
Pseudo strike
17.05
IV
112.7%
B/E move
2.5%

Options history

No recorded observations