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Pioneer Power Solutions, Inc. Common Stock PPSI

i

Market dataready · fetched 2026-11-12T03:06:41.087Z

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 · 2026-11-11T22:41:44.529237118Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:06:40.728687+00:00

Share price$2.23
1D-1.3%
AH$2.25$2.26$2.28$2.29$2.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPSI
Sold putSold callAH

Pioneer Power Solutions, Inc. Common Stock options

Live interpolated PPSI call and put midpoint premiums by absolute delta.Pioneer Power Solutions, Inc. Common Stock$0.01$1.10$2.20$3.30$4.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPPSI PRICE$0.19$0.21$0.24$0.26$0.28$0.30$0.32$0.34$0.13$0.13$4.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.55353.6%36.2%
25Δ1.79254.0%25.2%
30Δ
35Δ4.11356.5%92.9%
40Δ3.82329.6%80.8%
45Δ3.53302.8%68.7%
50Δ3.24276.0%56.6%
55Δ2.94249.2%44.5%
60Δ2.65222.3%32.4%5.88749.8%19.3%
65Δ2.36195.5%20.3%
70Δ2.07168.7%8.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
353.6%
B/E move
36.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.79
IV
254.0%
B/E move
25.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.11
IV
356.5%
B/E move
92.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.82
IV
329.6%
B/E move
80.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.53
IV
302.8%
B/E move
68.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.24
IV
276.0%
B/E move
56.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.94
IV
249.2%
B/E move
44.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.65
IV
222.3%
B/E move
32.4%
Puts
Pseudo strike
5.88
IV
749.8%
B/E move
19.3%

65Δ

Calls
Pseudo strike
2.36
IV
195.5%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.07
IV
168.7%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend188.73%
Daily EOD
PPSI120.7%159.3%197.8%2026-10-19: 126.04%2026-10-20: 139.97%2026-10-22: 162.29%2026-10-23: 132.98%2026-10-26: 158.94%2026-10-28: 192.48%2026-10-29: 185.60%2026-10-30: 188.73%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
126.04%
139.97%
162.29%
132.98%
158.94%
192.48%
185.60%
188.73%