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Pony AI Inc. American Depositary Shares PONY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-15T20:03:05.069Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.887901145Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:59.056466+00:00

Share price$5.17
1D+3.0%
AH$4.98$5.03$5.08$5.13$5.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPONY
Sold putSold callAH

Pony AI Inc. American Depositary Shares options

Live interpolated PONY call and put midpoint premiums by absolute delta.Pony AI Inc. American Depositary Shares$0.09$0.66$1.24$1.81$2.38$3.92$4.62$5.31$6.01$6.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $5.17OPTION PRICELive PONY spot · $5.17PONY PRICE$0.33$0.32$0.31$0.29$0.28$0.27$0.26$0.25$0.24$0.23$0.22$0.21$1.55$0.15$0.31$0.23$0.15$0.24$0.35$0.46$0.57$0.69$0.80$0.91$0.91$2.22
PutsExpensive3.95×
CallsExpensive5.46×
SkewBullish-105.21 pp
Implied moveBearish±$0.72
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.29757.8%66.7%4.43393.2%17.2%
25Δ8.01699.9%61.0%4.30622.5%22.8%
30Δ7.73642.0%55.4%4.63423.8%14.8%
35Δ7.44584.2%49.7%4.96225.1%6.9%
40Δ7.16526.3%44.0%5.12224.7%5.6%
45Δ6.88468.4%38.3%5.25249.8%5.2%
50Δ6.59410.5%32.6%5.38274.9%4.9%
55Δ6.31352.6%26.9%5.51300.0%4.5%
60Δ6.03294.8%21.2%5.65325.1%4.1%
65Δ5.74236.9%15.5%5.78350.3%3.7%
70Δ5.46179.0%9.8%5.91375.4%3.3%
75Δ5.18121.1%4.1%5.97315.3%2.1%
80Δ3.97800.0%6.7%7.22625.6%3.2%

20Δ

Calls
Pseudo strike
8.29
IV
757.8%
B/E move
66.7%
Puts
Pseudo strike
4.43
IV
393.2%
B/E move
17.2%

25Δ

Calls
Pseudo strike
8.01
IV
699.9%
B/E move
61.0%
Puts
Pseudo strike
4.30
IV
622.5%
B/E move
22.8%

30Δ

Calls
Pseudo strike
7.73
IV
642.0%
B/E move
55.4%
Puts
Pseudo strike
4.63
IV
423.8%
B/E move
14.8%

35Δ

Calls
Pseudo strike
7.44
IV
584.2%
B/E move
49.7%
Puts
Pseudo strike
4.96
IV
225.1%
B/E move
6.9%

40Δ

Calls
Pseudo strike
7.16
IV
526.3%
B/E move
44.0%
Puts
Pseudo strike
5.12
IV
224.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
6.88
IV
468.4%
B/E move
38.3%
Puts
Pseudo strike
5.25
IV
249.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
6.59
IV
410.5%
B/E move
32.6%
Puts
Pseudo strike
5.38
IV
274.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
6.31
IV
352.6%
B/E move
26.9%
Puts
Pseudo strike
5.51
IV
300.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
6.03
IV
294.8%
B/E move
21.2%
Puts
Pseudo strike
5.65
IV
325.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
5.74
IV
236.9%
B/E move
15.5%
Puts
Pseudo strike
5.78
IV
350.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
5.46
IV
179.0%
B/E move
9.8%
Puts
Pseudo strike
5.91
IV
375.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
5.18
IV
121.1%
B/E move
4.1%
Puts
Pseudo strike
5.97
IV
315.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
3.97
IV
800.0%
B/E move
6.7%
Puts
Pseudo strike
7.22
IV
625.6%
B/E move
3.2%