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Power Integrations, Inc. Common Stock POWI

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Market datapartial · fetched 2026-10-22T23:47:25.399Z

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 · 2026-10-22T20:00:08.194202471Z

FundamentalsAlpha Vantage · unavailable

Share price$47.12
1D+0.5%
AH$46.01$46.43$46.85$47.27$47.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOWI
Sold putSold callAH

Power Integrations, Inc. Common Stock options

Live interpolated POWI call and put midpoint premiums by absolute delta.Power Integrations, Inc. Common Stock$0.89$3.58$6.26$8.95$11.64$34.89$40.81$46.74$52.67$58.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POWI spot · $47.12POWI PRICE$1.18$1.23$1.55$1.87$2.18$2.72$3.31$3.89$4.48$5.14$5.94$6.74$7.54$1.58$1.92$2.29$2.67$3.21$3.83$4.45$5.07$5.90$6.91$7.92$8.93$10.86
PutsExpensive1.34×
CallsExpensive1.26×
SkewBearish+5.67 pp
Implied moveBearish±$7.75
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6592.9%33.3%39.0195.1%20.6%
25Δ54.8468.1%19.0%41.1686.0%16.7%
30Δ53.3366.6%16.5%42.8080.9%14.0%
35Δ51.8365.1%13.9%44.4475.8%11.4%
40Δ50.3263.6%11.4%45.8073.5%9.6%
45Δ49.1264.6%10.0%47.0272.6%8.3%
50Δ48.0166.3%8.9%48.2371.8%7.1%
55Δ46.9068.0%7.8%49.4470.9%5.8%
60Δ45.7969.7%6.7%50.7670.3%4.8%
65Δ44.6370.6%5.6%52.1670.0%4.0%
70Δ43.3869.7%4.7%53.5669.6%3.1%
75Δ42.1368.9%3.7%54.9769.3%2.3%
80Δ40.8868.0%2.8%57.2070.1%1.7%

20Δ

Calls
Pseudo strike
61.65
IV
92.9%
B/E move
33.3%
Puts
Pseudo strike
39.01
IV
95.1%
B/E move
20.6%

25Δ

Calls
Pseudo strike
54.84
IV
68.1%
B/E move
19.0%
Puts
Pseudo strike
41.16
IV
86.0%
B/E move
16.7%

30Δ

Calls
Pseudo strike
53.33
IV
66.6%
B/E move
16.5%
Puts
Pseudo strike
42.80
IV
80.9%
B/E move
14.0%

35Δ

Calls
Pseudo strike
51.83
IV
65.1%
B/E move
13.9%
Puts
Pseudo strike
44.44
IV
75.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
50.32
IV
63.6%
B/E move
11.4%
Puts
Pseudo strike
45.80
IV
73.5%
B/E move
9.6%

45Δ

Calls
Pseudo strike
49.12
IV
64.6%
B/E move
10.0%
Puts
Pseudo strike
47.02
IV
72.6%
B/E move
8.3%

50Δ

Calls
Pseudo strike
48.01
IV
66.3%
B/E move
8.9%
Puts
Pseudo strike
48.23
IV
71.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
46.90
IV
68.0%
B/E move
7.8%
Puts
Pseudo strike
49.44
IV
70.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
45.79
IV
69.7%
B/E move
6.7%
Puts
Pseudo strike
50.76
IV
70.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
44.63
IV
70.6%
B/E move
5.6%
Puts
Pseudo strike
52.16
IV
70.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
43.38
IV
69.7%
B/E move
4.7%
Puts
Pseudo strike
53.56
IV
69.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
42.13
IV
68.9%
B/E move
3.7%
Puts
Pseudo strike
54.97
IV
69.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
40.88
IV
68.0%
B/E move
2.8%
Puts
Pseudo strike
57.20
IV
70.1%
B/E move
1.7%

Options history

No recorded observations