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Power Solutions International, Inc. Common Stock PSIX

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Market datapartial · fetched 2026-11-12T00:48:14.381Z

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 · 2026-11-11T21:00:07.370861517Z

FundamentalsAlpha Vantage · unavailable

Share price$39.57
1D+4.1%
AH$37.08$37.84$38.61$39.37$40.145:30 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$0.42$2.08$3.73$5.39$7.05$23.40$30.76$38.12$45.49$52.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSIX spot · $39.57PSIX PRICE$0.77$1.03$1.20$1.47$1.80$2.23$2.51$2.76$3.01$3.55$4.53$4.66$0.60$0.85$1.17$1.60$1.93$2.18$2.37$3.06$4.02$4.29$4.71$6.52$6.57
PutsCheap0.44×
Calls——
Skew——
Implied moveBearish±$4.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.8781.0%10.9%
25Δ43.9488.9%13.0%36.5684.1%9.8%
30Δ43.2493.5%11.9%37.1790.1%9.0%
35Δ42.2288.7%9.7%37.7998.8%8.6%
40Δ41.4488.9%8.4%38.5399.5%7.5%
45Δ40.7592.6%7.5%39.2994.5%6.2%
50Δ40.0898.4%6.9%39.9887.5%4.9%
55Δ39.3295.6%5.7%40.8395.3%4.5%
60Δ38.6290.7%4.6%41.92106.6%4.2%
65Δ37.9585.6%3.5%42.5499.3%3.3%
70Δ37.1888.1%2.9%43.2994.2%2.5%
75Δ36.0799.7%2.6%45.15110.9%2.4%
80Δ35.6888.9%2.0%45.4797.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.87
IV
81.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
43.94
IV
88.9%
B/E move
13.0%
Puts
Pseudo strike
36.56
IV
84.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
43.24
IV
93.5%
B/E move
11.9%
Puts
Pseudo strike
37.17
IV
90.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
42.22
IV
88.7%
B/E move
9.7%
Puts
Pseudo strike
37.79
IV
98.8%
B/E move
8.6%

40Δ

Calls
Pseudo strike
41.44
IV
88.9%
B/E move
8.4%
Puts
Pseudo strike
38.53
IV
99.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
40.75
IV
92.6%
B/E move
7.5%
Puts
Pseudo strike
39.29
IV
94.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
40.08
IV
98.4%
B/E move
6.9%
Puts
Pseudo strike
39.98
IV
87.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
39.32
IV
95.6%
B/E move
5.7%
Puts
Pseudo strike
40.83
IV
95.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
38.62
IV
90.7%
B/E move
4.6%
Puts
Pseudo strike
41.92
IV
106.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
37.95
IV
85.6%
B/E move
3.5%
Puts
Pseudo strike
42.54
IV
99.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
37.18
IV
88.1%
B/E move
2.9%
Puts
Pseudo strike
43.29
IV
94.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
36.07
IV
99.7%
B/E move
2.6%
Puts
Pseudo strike
45.15
IV
110.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
35.68
IV
88.9%
B/E move
2.0%
Puts
Pseudo strike
45.47
IV
97.9%
B/E move
1.7%

Options history

IV · four-Friday blend93.92%
Daily EOD
PSIX85.2%89.9%94.6%2026-10-19: 85.82%2026-10-20: 87.11%2026-10-21: 86.47%2026-10-22: 87.18%2026-10-23: 88.50%2026-10-26: 92.13%2026-10-27: 90.26%2026-10-28: 91.51%2026-10-29: 92.35%2026-10-30: 93.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
85.82%
87.11%
86.47%
87.18%
88.50%
92.13%
90.26%
91.51%
92.35%
93.92%