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Pioneer Power Solutions, Inc. Common Stock PPSI

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Market datapartial · fetched 2026-10-23T03:51:08.543Z

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 · 2026-10-22T20:00:00.169442428Z

FundamentalsAlpha Vantage · unavailable

Share price$2.33
1D-9.3%
AH$2.17$2.28$2.39$2.49$2.605:30 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$0.00$2.17$4.34$6.51$8.68$-0.89$0.41$1.70$3.00$4.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPSI spot · $2.33PPSI PRICE$0.12$0.23$0.24$0.27$0.30$0.32$0.35$0.37$0.40$0.43$0.45$0.54$0.91$1.11$1.52$0.69$2.14$2.68$2.79$2.91$3.03$3.78$8.04$7.29$6.53$5.78
PutsExpensive4.74×
CallsExpensive2.81×
SkewBearish+192.02 pp
Implied moveBearish±$3.26
TiltBearish81.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.77215.2%109.8%2.17446.2%54.3%
25Δ7.45350.8%229.6%2.67497.3%50.8%
30Δ5.70299.3%155.2%2.38230.6%27.7%
35Δ5.28278.2%138.3%3.61444.4%37.0%
40Δ4.86257.2%121.4%4.16490.4%36.5%
45Δ4.44236.2%104.5%4.39457.9%31.6%
50Δ4.02215.1%87.7%4.62425.3%26.6%
55Δ3.60194.1%70.8%4.85392.7%21.6%
60Δ3.18173.1%53.9%5.69388.5%17.7%
65Δ2.76152.0%37.0%9.99485.6%16.3%
70Δ2.34131.0%20.1%9.30433.8%13.5%
75Δ1.95137.5%6.7%8.61382.0%10.7%
80Δ1.64269.2%9.7%7.93330.2%8.0%

20Δ

Calls
Pseudo strike
4.77
IV
215.2%
B/E move
109.8%
Puts
Pseudo strike
2.17
IV
446.2%
B/E move
54.3%

25Δ

Calls
Pseudo strike
7.45
IV
350.8%
B/E move
229.6%
Puts
Pseudo strike
2.67
IV
497.3%
B/E move
50.8%

30Δ

Calls
Pseudo strike
5.70
IV
299.3%
B/E move
155.2%
Puts
Pseudo strike
2.38
IV
230.6%
B/E move
27.7%

35Δ

Calls
Pseudo strike
5.28
IV
278.2%
B/E move
138.3%
Puts
Pseudo strike
3.61
IV
444.4%
B/E move
37.0%

40Δ

Calls
Pseudo strike
4.86
IV
257.2%
B/E move
121.4%
Puts
Pseudo strike
4.16
IV
490.4%
B/E move
36.5%

45Δ

Calls
Pseudo strike
4.44
IV
236.2%
B/E move
104.5%
Puts
Pseudo strike
4.39
IV
457.9%
B/E move
31.6%

50Δ

Calls
Pseudo strike
4.02
IV
215.1%
B/E move
87.7%
Puts
Pseudo strike
4.62
IV
425.3%
B/E move
26.6%

55Δ

Calls
Pseudo strike
3.60
IV
194.1%
B/E move
70.8%
Puts
Pseudo strike
4.85
IV
392.7%
B/E move
21.6%

60Δ

Calls
Pseudo strike
3.18
IV
173.1%
B/E move
53.9%
Puts
Pseudo strike
5.69
IV
388.5%
B/E move
17.7%

65Δ

Calls
Pseudo strike
2.76
IV
152.0%
B/E move
37.0%
Puts
Pseudo strike
9.99
IV
485.6%
B/E move
16.3%

70Δ

Calls
Pseudo strike
2.34
IV
131.0%
B/E move
20.1%
Puts
Pseudo strike
9.30
IV
433.8%
B/E move
13.5%

75Δ

Calls
Pseudo strike
1.95
IV
137.5%
B/E move
6.7%
Puts
Pseudo strike
8.61
IV
382.0%
B/E move
10.7%

80Δ

Calls
Pseudo strike
1.64
IV
269.2%
B/E move
9.7%
Puts
Pseudo strike
7.93
IV
330.2%
B/E move
8.0%

Options history

No recorded observations