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Hesai Group Sponsored ADR HSAI

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-23T15:53:38.928Z

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 · 2026-10-23T15:53:34.625495798Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:46:19.208539+00:00

Share price$12.97
1D+1.6%
$12.66$12.80$12.94$13.08$13.225:30 AM6:30 AM9:00 AM1:00 PMHSAI
Sold putSold call

Hesai Group Sponsored ADR options

Live interpolated HSAI call and put midpoint premiums by absolute delta.Hesai Group Sponsored ADR$0.18$2.29$4.40$6.50$8.61$9.01$11.06$13.11$15.16$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSAI spot · $12.97HSAI PRICE$0.41$0.43$0.48$0.62$0.77$0.91$1.05$1.19$1.33$1.65$2.05$2.44$2.84$0.41$0.52$0.62$0.73$0.88$1.12$1.35$1.59$1.83$2.06$2.30$6.34$8.00
PutsExpensive1.06×
CallsExpensive1.14×
SkewBullish-2.16 pp
Implied moveBearish±$2.40
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.28158.1%98.1%10.6592.1%21.1%
25Δ19.46112.3%53.4%11.1687.0%18.0%
30Δ14.9177.3%18.7%11.6682.0%14.9%
35Δ14.5377.5%16.8%12.1777.0%11.8%
40Δ14.1477.7%15.0%12.6373.8%9.4%
45Δ13.7677.9%13.1%12.9973.9%8.4%
50Δ13.3878.2%11.2%13.3674.0%7.4%
55Δ13.0078.4%9.4%13.7374.1%6.4%
60Δ12.6178.6%7.5%14.1074.2%5.3%
65Δ12.1482.0%6.3%14.4774.3%4.3%
70Δ11.6386.7%5.4%14.8474.4%3.3%
75Δ11.1291.4%4.5%18.81133.7%3.8%
80Δ10.6096.1%3.6%20.51153.7%3.6%

20Δ

Calls
Pseudo strike
25.28
IV
158.1%
B/E move
98.1%
Puts
Pseudo strike
10.65
IV
92.1%
B/E move
21.1%

25Δ

Calls
Pseudo strike
19.46
IV
112.3%
B/E move
53.4%
Puts
Pseudo strike
11.16
IV
87.0%
B/E move
18.0%

30Δ

Calls
Pseudo strike
14.91
IV
77.3%
B/E move
18.7%
Puts
Pseudo strike
11.66
IV
82.0%
B/E move
14.9%

35Δ

Calls
Pseudo strike
14.53
IV
77.5%
B/E move
16.8%
Puts
Pseudo strike
12.17
IV
77.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.14
IV
77.7%
B/E move
15.0%
Puts
Pseudo strike
12.63
IV
73.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
13.76
IV
77.9%
B/E move
13.1%
Puts
Pseudo strike
12.99
IV
73.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
13.38
IV
78.2%
B/E move
11.2%
Puts
Pseudo strike
13.36
IV
74.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
13.00
IV
78.4%
B/E move
9.4%
Puts
Pseudo strike
13.73
IV
74.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
12.61
IV
78.6%
B/E move
7.5%
Puts
Pseudo strike
14.10
IV
74.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
12.14
IV
82.0%
B/E move
6.3%
Puts
Pseudo strike
14.47
IV
74.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.63
IV
86.7%
B/E move
5.4%
Puts
Pseudo strike
14.84
IV
74.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
11.12
IV
91.4%
B/E move
4.5%
Puts
Pseudo strike
18.81
IV
133.7%
B/E move
3.8%

80Δ

Calls
Pseudo strike
10.60
IV
96.1%
B/E move
3.6%
Puts
Pseudo strike
20.51
IV
153.7%
B/E move
3.6%

Options history

No recorded observations