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Power Solutions International, Inc. Common Stock PSIX

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Market datapartial · fetched 2026-10-22T21:59:48.149Z

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 · 2026-10-22T20:34:57.707016626Z

FundamentalsAlpha Vantage · unavailable

Share price$47.17
1D-4.8%
AH$46.80$47.54$48.28$49.02$49.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSIX
Sold putSold callAH

Power Solutions International, Inc. Common Stock options

Live interpolated PSIX call and put midpoint premiums by absolute delta.Power Solutions International, Inc. Common Stock$1.00$4.83$8.65$12.48$16.31$31.11$39.47$47.82$56.18$64.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSIX spot · $47.17PSIX PRICE$1.41$1.72$2.25$2.79$3.45$4.12$4.81$5.76$6.45$7.64$8.22$9.15$10.72$1.83$2.18$2.92$3.58$4.24$5.32$5.89$7.43$8.64$9.85$11.30$12.83$15.21
PutsExpensive1.18×
CallsExpensive1.14×
SkewBullish-9.83 pp
Implied moveBearish±$10.70
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.41109.5%39.5%38.36105.3%22.6%
25Δ59.1897.3%29.1%40.9395.3%17.9%
30Δ57.21100.3%26.1%42.5598.2%16.0%
35Δ55.23103.2%23.0%44.2297.1%13.8%
40Δ53.34105.2%20.4%45.8295.2%11.9%
45Δ51.47107.0%17.8%47.4898.9%10.6%
50Δ49.59108.6%15.3%48.9893.2%8.7%
55Δ47.82113.1%13.6%50.9598.1%7.8%
60Δ45.89109.7%11.0%52.7597.3%6.5%
65Δ44.02114.7%9.5%54.5596.4%5.2%
70Δ42.29106.8%7.1%56.5194.7%4.1%
75Δ40.56103.6%5.4%58.5292.7%3.1%
80Δ38.37104.8%4.1%61.3493.7%2.2%

20Δ

Calls
Pseudo strike
64.41
IV
109.5%
B/E move
39.5%
Puts
Pseudo strike
38.36
IV
105.3%
B/E move
22.6%

25Δ

Calls
Pseudo strike
59.18
IV
97.3%
B/E move
29.1%
Puts
Pseudo strike
40.93
IV
95.3%
B/E move
17.9%

30Δ

Calls
Pseudo strike
57.21
IV
100.3%
B/E move
26.1%
Puts
Pseudo strike
42.55
IV
98.2%
B/E move
16.0%

35Δ

Calls
Pseudo strike
55.23
IV
103.2%
B/E move
23.0%
Puts
Pseudo strike
44.22
IV
97.1%
B/E move
13.8%

40Δ

Calls
Pseudo strike
53.34
IV
105.2%
B/E move
20.4%
Puts
Pseudo strike
45.82
IV
95.2%
B/E move
11.9%

45Δ

Calls
Pseudo strike
51.47
IV
107.0%
B/E move
17.8%
Puts
Pseudo strike
47.48
IV
98.9%
B/E move
10.6%

50Δ

Calls
Pseudo strike
49.59
IV
108.6%
B/E move
15.3%
Puts
Pseudo strike
48.98
IV
93.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
47.82
IV
113.1%
B/E move
13.6%
Puts
Pseudo strike
50.95
IV
98.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
45.89
IV
109.7%
B/E move
11.0%
Puts
Pseudo strike
52.75
IV
97.3%
B/E move
6.5%

65Δ

Calls
Pseudo strike
44.02
IV
114.7%
B/E move
9.5%
Puts
Pseudo strike
54.55
IV
96.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
42.29
IV
106.8%
B/E move
7.1%
Puts
Pseudo strike
56.51
IV
94.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
40.56
IV
103.6%
B/E move
5.4%
Puts
Pseudo strike
58.52
IV
92.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
38.37
IV
104.8%
B/E move
4.1%
Puts
Pseudo strike
61.34
IV
93.7%
B/E move
2.2%

Options history

No recorded observations