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Hesai Group Sponsored ADR HSAI

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-24T05:34:46.395Z

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 · 2026-10-23T23:10:43.163640214Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T05:34:46.603679+00:00

Share price$13.11
1D+2.8%
AH$12.65$12.82$12.98$13.14$13.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSAI
Sold putSold callAH

Hesai Group Sponsored ADR options

Live interpolated HSAI call and put midpoint premiums by absolute delta.Hesai Group Sponsored ADR$0.06$3.51$6.96$10.42$13.87$8.25$10.61$12.97$15.33$17.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSAI spot · $13.11HSAI PRICE$0.57$0.54$0.51$0.62$0.75$0.89$1.03$1.16$1.30$1.56$2.15$2.73$3.32$0.43$0.54$0.64$0.74$0.99$1.29$1.60$1.90$2.20$2.51$5.96$9.38$12.87
PutsExpensive1.31×
CallsExpensive1.27×
SkewBearish+7.74 pp
Implied moveBearish±$2.62
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.65213.7%130.5%10.6997.2%21.7%
25Δ22.85151.4%78.4%11.2491.1%18.3%
30Δ16.0589.0%26.3%11.7985.0%15.0%
35Δ14.6878.9%16.7%12.3478.9%11.6%
40Δ14.3078.3%14.8%12.8179.1%9.9%
45Δ13.9277.7%12.9%13.2481.9%8.9%
50Δ13.5477.1%11.1%13.6784.7%7.9%
55Δ13.1676.5%9.2%14.1187.5%6.9%
60Δ12.7875.9%7.4%14.5490.3%5.9%
65Δ12.3279.4%5.9%14.9893.1%4.9%
70Δ11.6793.8%5.4%18.32151.2%5.7%
75Δ11.02108.2%4.9%21.75193.0%5.6%
80Δ10.37122.6%4.4%25.40210.3%4.4%

20Δ

Calls
Pseudo strike
29.65
IV
213.7%
B/E move
130.5%
Puts
Pseudo strike
10.69
IV
97.2%
B/E move
21.7%

25Δ

Calls
Pseudo strike
22.85
IV
151.4%
B/E move
78.4%
Puts
Pseudo strike
11.24
IV
91.1%
B/E move
18.3%

30Δ

Calls
Pseudo strike
16.05
IV
89.0%
B/E move
26.3%
Puts
Pseudo strike
11.79
IV
85.0%
B/E move
15.0%

35Δ

Calls
Pseudo strike
14.68
IV
78.9%
B/E move
16.7%
Puts
Pseudo strike
12.34
IV
78.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
14.30
IV
78.3%
B/E move
14.8%
Puts
Pseudo strike
12.81
IV
79.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
13.92
IV
77.7%
B/E move
12.9%
Puts
Pseudo strike
13.24
IV
81.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
13.54
IV
77.1%
B/E move
11.1%
Puts
Pseudo strike
13.67
IV
84.7%
B/E move
7.9%

55Δ

Calls
Pseudo strike
13.16
IV
76.5%
B/E move
9.2%
Puts
Pseudo strike
14.11
IV
87.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
12.78
IV
75.9%
B/E move
7.4%
Puts
Pseudo strike
14.54
IV
90.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
12.32
IV
79.4%
B/E move
5.9%
Puts
Pseudo strike
14.98
IV
93.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.67
IV
93.8%
B/E move
5.4%
Puts
Pseudo strike
18.32
IV
151.2%
B/E move
5.7%

75Δ

Calls
Pseudo strike
11.02
IV
108.2%
B/E move
4.9%
Puts
Pseudo strike
21.75
IV
193.0%
B/E move
5.6%

80Δ

Calls
Pseudo strike
10.37
IV
122.6%
B/E move
4.4%
Puts
Pseudo strike
25.40
IV
210.3%
B/E move
4.4%

Options history

No recorded observations