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Polaris Industries Inc PII

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-10-23T16:00:37.659Z

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 · 2026-10-23T16:00:10.485648667Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:00:36.188272+00:00

Share price$55.17
1D-0.3%
$53.94$54.31$54.68$55.05$55.425:30 AM6:30 AM9:00 AM1:00 PMPII
Sold putSold call

Polaris Industries Inc options

Live interpolated PII call and put midpoint premiums by absolute delta.Polaris Industries Inc$0.91$4.27$7.63$10.99$14.35$42.18$48.31$54.44$60.57$66.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PII spot · $55.17PII PRICE$1.27$1.43$1.59$1.87$2.29$2.71$3.14$3.57$4.18$4.80$5.41$6.03$6.79$1.41$1.88$2.34$2.80$3.26$3.72$4.66$5.61$6.57$7.76$9.26$10.75$13.38
PutsExpensive1.68×
CallsExpensive1.41×
SkewBearish+9.57 pp
Implied moveBearish±$7.80
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.9493.1%36.3%47.8668.8%15.8%
25Δ68.4478.3%26.6%49.3171.8%14.0%
30Δ62.9363.4%16.9%50.7471.9%12.3%
35Δ59.4755.5%11.2%52.1569.3%10.5%
40Δ58.3355.4%9.9%53.5666.7%8.8%
45Δ57.1955.4%8.6%54.9764.2%7.1%
50Δ56.0555.3%7.3%56.3965.5%6.2%
55Δ54.9255.2%6.0%57.8067.0%5.4%
60Δ53.8554.6%5.2%59.2168.4%4.6%
65Δ52.7953.9%4.4%60.8469.7%3.8%
70Δ51.7253.3%3.6%62.7370.8%3.1%
75Δ50.6552.6%2.7%64.6271.9%2.4%
80Δ49.5150.8%2.0%67.5975.0%1.7%

20Δ

Calls
Pseudo strike
73.94
IV
93.1%
B/E move
36.3%
Puts
Pseudo strike
47.86
IV
68.8%
B/E move
15.8%

25Δ

Calls
Pseudo strike
68.44
IV
78.3%
B/E move
26.6%
Puts
Pseudo strike
49.31
IV
71.8%
B/E move
14.0%

30Δ

Calls
Pseudo strike
62.93
IV
63.4%
B/E move
16.9%
Puts
Pseudo strike
50.74
IV
71.9%
B/E move
12.3%

35Δ

Calls
Pseudo strike
59.47
IV
55.5%
B/E move
11.2%
Puts
Pseudo strike
52.15
IV
69.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
58.33
IV
55.4%
B/E move
9.9%
Puts
Pseudo strike
53.56
IV
66.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
57.19
IV
55.4%
B/E move
8.6%
Puts
Pseudo strike
54.97
IV
64.2%
B/E move
7.1%

50Δ

Calls
Pseudo strike
56.05
IV
55.3%
B/E move
7.3%
Puts
Pseudo strike
56.39
IV
65.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
54.92
IV
55.2%
B/E move
6.0%
Puts
Pseudo strike
57.80
IV
67.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
53.85
IV
54.6%
B/E move
5.2%
Puts
Pseudo strike
59.21
IV
68.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
52.79
IV
53.9%
B/E move
4.4%
Puts
Pseudo strike
60.84
IV
69.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
51.72
IV
53.3%
B/E move
3.6%
Puts
Pseudo strike
62.73
IV
70.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
50.65
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
64.62
IV
71.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
49.51
IV
50.8%
B/E move
2.0%
Puts
Pseudo strike
67.59
IV
75.0%
B/E move
1.7%

Options history

No recorded observations