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Polaris Inc. PII

i

Market dataready · fetched 2026-11-12T00:47:12.934Z

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 · 2026-11-12T00:00:00.001384202Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:47:12.540567+00:00

Share price$66.34
1D-0.4%
AH$64.97$65.41$65.85$66.28$66.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPII
Sold putSold callAH

Polaris Inc. options

Live interpolated PII call and put midpoint premiums by absolute delta.Polaris Inc.$0.55$1.82$3.08$4.35$5.62$58.40$62.71$67.03$71.34$75.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PII spot · $66.34PII PRICE$1.02$0.69$0.94$1.19$1.45$1.70$1.95$2.21$2.46$2.84$3.46$4.08$4.70$1.23$1.36$1.50$1.64$1.82$2.16$2.50$2.84$3.18$3.52$3.86$4.20$5.25
PutsExpensive1.10×
CallsCheap0.65×
SkewBearish+12.58 pp
Implied moveBearish±$4.45
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.2795.4%16.5%58.73101.3%13.3%
25Δ69.7844.3%6.2%60.9385.8%10.2%
30Δ69.1644.3%5.7%62.3975.9%8.2%
35Δ68.5344.4%5.1%63.8466.0%6.2%
40Δ67.9144.5%4.5%65.1457.7%4.6%
45Δ67.2844.5%4.0%65.8256.0%4.0%
50Δ66.6644.6%3.4%66.5054.3%3.5%
55Δ66.0344.6%2.9%67.1852.7%3.0%
60Δ65.4144.7%2.3%67.8651.0%2.5%
65Δ64.7244.6%1.8%68.5349.3%2.0%
70Δ63.9244.0%1.6%69.2147.6%1.5%
75Δ63.1243.4%1.3%69.8945.9%1.0%
80Δ62.3242.9%1.0%71.1246.1%0.7%

20Δ

Calls
Pseudo strike
76.27
IV
95.4%
B/E move
16.5%
Puts
Pseudo strike
58.73
IV
101.3%
B/E move
13.3%

25Δ

Calls
Pseudo strike
69.78
IV
44.3%
B/E move
6.2%
Puts
Pseudo strike
60.93
IV
85.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
69.16
IV
44.3%
B/E move
5.7%
Puts
Pseudo strike
62.39
IV
75.9%
B/E move
8.2%

35Δ

Calls
Pseudo strike
68.53
IV
44.4%
B/E move
5.1%
Puts
Pseudo strike
63.84
IV
66.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
67.91
IV
44.5%
B/E move
4.5%
Puts
Pseudo strike
65.14
IV
57.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
67.28
IV
44.5%
B/E move
4.0%
Puts
Pseudo strike
65.82
IV
56.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
66.66
IV
44.6%
B/E move
3.4%
Puts
Pseudo strike
66.50
IV
54.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
66.03
IV
44.6%
B/E move
2.9%
Puts
Pseudo strike
67.18
IV
52.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
65.41
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
67.86
IV
51.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
64.72
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
68.53
IV
49.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
63.92
IV
44.0%
B/E move
1.6%
Puts
Pseudo strike
69.21
IV
47.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
63.12
IV
43.4%
B/E move
1.3%
Puts
Pseudo strike
69.89
IV
45.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
62.32
IV
42.9%
B/E move
1.0%
Puts
Pseudo strike
71.12
IV
46.1%
B/E move
0.7%

Options history

IV · four-Friday blend45.45%
Daily EOD
PII42.9%48.5%54.1%2026-10-19: 52.07%2026-10-20: 50.50%2026-10-21: 50.80%2026-10-22: 51.30%2026-10-23: 53.22%2026-10-26: 53.36%2026-10-27: 47.22%2026-10-28: 47.04%2026-10-29: 43.72%2026-10-30: 45.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.07%
50.50%
50.80%
51.30%
53.22%
53.36%
47.22%
47.04%
43.72%
45.45%