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Power Integrations, Inc. Common Stock POWI

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Market dataready · fetched 2026-11-12T02:41:25.753Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:20:09.404330527Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:41:25.247749+00:00

Share price$45.70
1D+0.1%
AH$44.96$45.65$46.35$47.04$47.735:30 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$0.54$2.29$4.05$5.81$7.56$33.82$39.28$44.74$50.20$55.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive POWI spot · $45.70POWI PRICE$1.14$1.12$1.43$1.74$2.05$2.36$2.67$3.28$4.18$5.09$5.99$7.06$0.73$0.96$1.20$1.44$1.67$1.91$2.15$2.39$2.63$2.87$3.10$3.34$3.58
PutsCheap0.47×
Calls——
Skew——
Implied moveBullish±$4.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.55167.5%32.8%41.6170.7%10.5%
25Δ42.3871.7%9.4%
30Δ49.6085.5%11.0%43.1472.6%8.2%
35Δ48.7685.6%9.8%43.9173.6%7.1%
40Δ47.9285.6%8.7%44.6774.5%5.9%
45Δ47.0985.7%7.5%45.2772.7%5.1%
50Δ46.2585.7%6.4%45.7468.8%4.6%
55Δ45.4285.8%5.2%46.2164.9%4.1%
60Δ44.4389.4%4.4%46.6961.0%3.6%
65Δ43.2996.4%3.9%47.1657.1%3.1%
70Δ42.16103.5%3.4%47.6353.2%2.6%
75Δ41.02110.6%2.9%48.1049.4%2.1%
80Δ39.72119.2%2.4%48.5845.5%1.5%

20Δ

Calls
Pseudo strike
59.55
IV
167.5%
B/E move
32.8%
Puts
Pseudo strike
41.61
IV
70.7%
B/E move
10.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.38
IV
71.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
49.60
IV
85.5%
B/E move
11.0%
Puts
Pseudo strike
43.14
IV
72.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
48.76
IV
85.6%
B/E move
9.8%
Puts
Pseudo strike
43.91
IV
73.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
47.92
IV
85.6%
B/E move
8.7%
Puts
Pseudo strike
44.67
IV
74.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
47.09
IV
85.7%
B/E move
7.5%
Puts
Pseudo strike
45.27
IV
72.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
46.25
IV
85.7%
B/E move
6.4%
Puts
Pseudo strike
45.74
IV
68.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
45.42
IV
85.8%
B/E move
5.2%
Puts
Pseudo strike
46.21
IV
64.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
44.43
IV
89.4%
B/E move
4.4%
Puts
Pseudo strike
46.69
IV
61.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
43.29
IV
96.4%
B/E move
3.9%
Puts
Pseudo strike
47.16
IV
57.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
42.16
IV
103.5%
B/E move
3.4%
Puts
Pseudo strike
47.63
IV
53.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
41.02
IV
110.6%
B/E move
2.9%
Puts
Pseudo strike
48.10
IV
49.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
39.72
IV
119.2%
B/E move
2.4%
Puts
Pseudo strike
48.58
IV
45.5%
B/E move
1.5%

Options history

IV · four-Friday blend71.17%
Daily EOD
POWI62.6%67.2%71.8%2026-10-19: 63.23%2026-10-20: 65.18%2026-10-21: 64.12%2026-10-22: 65.05%2026-10-23: 67.79%2026-10-26: 68.50%2026-10-27: 67.23%2026-10-28: 67.31%2026-10-29: 67.45%2026-10-30: 71.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.23%
65.18%
64.12%
65.05%
67.79%
68.50%
67.23%
67.31%
67.45%
71.17%