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Hesai Group American Depositary Share HSAI

i

Market datapartial · fetched 2026-11-13T10:48:57.482Z

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 · 2026-11-13T09:27:38.79434361Z

FundamentalsAlpha Vantage · unavailable

Share price$14.49
1D
Price history unavailable.

Hesai Group American Depositary Share options

Live interpolated HSAI call and put midpoint premiums by absolute delta.Hesai Group American Depositary Share$0.00$4.86$9.71$14.57$19.43$12.36$13.55$14.74$15.93$17.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HSAI spot · $14.49HSAI PRICE$0.24$0.29$0.33$0.36$0.40$0.44$0.47$0.51$0.55$0.59$0.25$0.33$0.41$0.49$0.62$0.77$0.93$1.08$1.41$1.80$18.01
Puts——
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.0392.6%11.8%
25Δ13.3193.4%10.4%
30Δ15.3767.6%7.7%13.6094.2%9.0%
35Δ15.0863.9%6.1%13.8994.9%7.6%
40Δ14.9160.4%5.2%14.1696.7%6.6%
45Δ14.7957.1%4.6%14.4199.2%5.9%
50Δ14.6653.8%4.0%14.67101.6%5.2%
55Δ14.5450.4%3.4%14.93104.1%4.4%
60Δ14.4247.1%2.8%15.32112.9%4.0%
65Δ14.2943.7%2.2%15.77124.0%3.6%
70Δ14.1740.4%1.6%
75Δ14.0537.1%1.0%
80Δ31.71464.9%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.03
IV
92.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.31
IV
93.4%
B/E move
10.4%

30Δ

Calls
Pseudo strike
15.37
IV
67.6%
B/E move
7.7%
Puts
Pseudo strike
13.60
IV
94.2%
B/E move
9.0%

35Δ

Calls
Pseudo strike
15.08
IV
63.9%
B/E move
6.1%
Puts
Pseudo strike
13.89
IV
94.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
14.91
IV
60.4%
B/E move
5.2%
Puts
Pseudo strike
14.16
IV
96.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
14.79
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
14.41
IV
99.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
14.66
IV
53.8%
B/E move
4.0%
Puts
Pseudo strike
14.67
IV
101.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
14.54
IV
50.4%
B/E move
3.4%
Puts
Pseudo strike
14.93
IV
104.1%
B/E move
4.4%

60Δ

Calls
Pseudo strike
14.42
IV
47.1%
B/E move
2.8%
Puts
Pseudo strike
15.32
IV
112.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
14.29
IV
43.7%
B/E move
2.2%
Puts
Pseudo strike
15.77
IV
124.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
14.17
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.05
IV
37.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.71
IV
464.9%
B/E move
5.5%

Options history

IV · four-Friday blend88.05%
Daily EOD
HSAI68.6%79.1%89.5%2026-10-19: 73.66%2026-10-20: 70.06%2026-10-21: 72.26%2026-10-22: 71.73%2026-10-23: 73.66%2026-10-26: 74.10%2026-10-27: 72.30%2026-10-28: 76.40%2026-10-29: 75.87%2026-10-30: 88.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.66%
70.06%
72.26%
71.73%
73.66%
74.10%
72.30%
76.40%
75.87%
88.05%