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Pony AI Inc. American Depositary Shares PONY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-17T02:58:07.769Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:52:30.530131726Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T02:58:07.291129+00:00

Share price$4.95
1D-4.6%
AH$4.88$4.96$5.04$5.11$5.195:30 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$0.15$0.46$0.78$1.10$1.42$3.51$4.44$5.37$6.30$7.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PONY spot · $4.95PONY PRICE$0.20$0.34$0.45$0.90$0.71$0.63$0.18$0.26$0.34$0.43$0.51$0.60$1.08$0.79$0.24$0.23$0.22$0.22$0.21$0.20$0.30$0.51$0.71$0.92$1.12$1.32
PutsExpensive1.81×
CallsExpensive4.20×
SkewBullish-125.60 pp
Implied moveBearish±$0.39
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.96328.1%64.9%3.47646.6%45.9%
25Δ8.82438.9%85.2%4.22214.3%19.5%
30Δ8.55476.2%82.0%4.51161.4%13.4%
35Δ13.12783.3%183.3%4.62140.0%11.1%
40Δ8.33512.4%82.8%4.73118.6%8.8%
45Δ7.62452.5%66.6%4.8497.2%6.5%
50Δ4.9360.6%3.4%4.9575.9%4.2%
55Δ4.8572.2%3.2%5.1172.5%2.9%
60Δ4.7683.7%3.1%5.3386.5%2.6%
65Δ4.6795.3%3.0%5.54100.5%2.4%
70Δ4.58106.8%2.9%5.76114.5%2.1%
75Δ4.48120.8%2.8%5.98128.5%1.8%
80Δ4.03200.8%3.1%6.20142.5%1.6%

20Δ

Calls
Pseudo strike
7.96
IV
328.1%
B/E move
64.9%
Puts
Pseudo strike
3.47
IV
646.6%
B/E move
45.9%

25Δ

Calls
Pseudo strike
8.82
IV
438.9%
B/E move
85.2%
Puts
Pseudo strike
4.22
IV
214.3%
B/E move
19.5%

30Δ

Calls
Pseudo strike
8.55
IV
476.2%
B/E move
82.0%
Puts
Pseudo strike
4.51
IV
161.4%
B/E move
13.4%

35Δ

Calls
Pseudo strike
13.12
IV
783.3%
B/E move
183.3%
Puts
Pseudo strike
4.62
IV
140.0%
B/E move
11.1%

40Δ

Calls
Pseudo strike
8.33
IV
512.4%
B/E move
82.8%
Puts
Pseudo strike
4.73
IV
118.6%
B/E move
8.8%

45Δ

Calls
Pseudo strike
7.62
IV
452.5%
B/E move
66.6%
Puts
Pseudo strike
4.84
IV
97.2%
B/E move
6.5%

50Δ

Calls
Pseudo strike
4.93
IV
60.6%
B/E move
3.4%
Puts
Pseudo strike
4.95
IV
75.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
4.85
IV
72.2%
B/E move
3.2%
Puts
Pseudo strike
5.11
IV
72.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
4.76
IV
83.7%
B/E move
3.1%
Puts
Pseudo strike
5.33
IV
86.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
4.67
IV
95.3%
B/E move
3.0%
Puts
Pseudo strike
5.54
IV
100.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
4.58
IV
106.8%
B/E move
2.9%
Puts
Pseudo strike
5.76
IV
114.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
4.48
IV
120.8%
B/E move
2.8%
Puts
Pseudo strike
5.98
IV
128.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
4.03
IV
200.8%
B/E move
3.1%
Puts
Pseudo strike
6.20
IV
142.5%
B/E move
1.6%