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Pony AI Inc. American Depositary Shares PONY

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Market datapartial · fetched 2026-10-15T23:39:27.446Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:19:25.416818118Z

FundamentalsAlpha Vantage · unavailable

Share price$5.16
1D+2.4%
AH$4.98$5.03$5.09$5.14$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$0.00$3.98$7.96$11.94$15.92$1.41$3.85$6.30$8.74$11.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PONY spot · $5.16PONY PRICE$0.42$0.61$0.80$0.98$1.04$0.91$0.78$0.66$0.53$0.20$0.24$0.29$0.33$0.62$2.64$4.66$6.68$8.70$10.72$12.74$14.76$6.35
PutsExpensive2.48×
CallsExpensive5.11×
SkewBullish-140.54 pp
Implied moveBearish±$5.44
TiltBearish82.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.72302.3%270.9%3.63117.8%33.5%
25Δ22.01360.8%338.3%3.98106.1%27.5%
30Δ25.29419.3%405.6%4.3494.4%21.6%
35Δ28.58477.9%473.0%4.6982.7%15.6%
40Δ19.37427.2%295.6%5.2576.9%10.3%
45Δ15.93340.3%226.3%7.28113.8%10.0%
50Δ12.48253.4%157.1%9.32150.6%9.7%
55Δ9.04166.5%87.9%11.36187.5%9.3%
60Δ5.6079.6%18.7%13.39224.3%9.0%
65Δ15.43261.2%8.7%
70Δ17.47298.0%8.4%
75Δ19.50334.9%8.0%
80Δ11.27208.8%4.5%

20Δ

Calls
Pseudo strike
18.72
IV
302.3%
B/E move
270.9%
Puts
Pseudo strike
3.63
IV
117.8%
B/E move
33.5%

25Δ

Calls
Pseudo strike
22.01
IV
360.8%
B/E move
338.3%
Puts
Pseudo strike
3.98
IV
106.1%
B/E move
27.5%

30Δ

Calls
Pseudo strike
25.29
IV
419.3%
B/E move
405.6%
Puts
Pseudo strike
4.34
IV
94.4%
B/E move
21.6%

35Δ

Calls
Pseudo strike
28.58
IV
477.9%
B/E move
473.0%
Puts
Pseudo strike
4.69
IV
82.7%
B/E move
15.6%

40Δ

Calls
Pseudo strike
19.37
IV
427.2%
B/E move
295.6%
Puts
Pseudo strike
5.25
IV
76.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
15.93
IV
340.3%
B/E move
226.3%
Puts
Pseudo strike
7.28
IV
113.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
12.48
IV
253.4%
B/E move
157.1%
Puts
Pseudo strike
9.32
IV
150.6%
B/E move
9.7%

55Δ

Calls
Pseudo strike
9.04
IV
166.5%
B/E move
87.9%
Puts
Pseudo strike
11.36
IV
187.5%
B/E move
9.3%

60Δ

Calls
Pseudo strike
5.60
IV
79.6%
B/E move
18.7%
Puts
Pseudo strike
13.39
IV
224.3%
B/E move
9.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.43
IV
261.2%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.47
IV
298.0%
B/E move
8.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.50
IV
334.9%
B/E move
8.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
208.8%
B/E move
4.5%