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Power Solutions International, Inc. Common Stock PSIX

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Market datapartial · fetched 2026-10-22T23:26:46.687Z

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 · 2026-10-22T23:19:45.640212304Z

FundamentalsAlpha Vantage · unavailable

Share price$46.50
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$1.09$4.14$7.19$10.24$13.29$31.41$39.71$48.01$56.31$64.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSIX spot · $46.50PSIX PRICE$1.42$1.76$2.31$2.86$3.55$4.25$4.98$6.02$6.71$7.81$8.69$9.86$12.05$1.74$2.19$2.60$3.36$4.21$5.01$5.46$6.59$7.76$8.84$9.93$11.15$12.41
PutsExpensive1.11×
CallsExpensive1.22×
SkewBullish-23.13 pp
Implied moveBearish±$10.44
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.07112.1%40.8%37.96102.2%22.1%
25Δ59.02101.6%30.7%40.2597.2%18.2%
30Δ57.00105.0%27.5%42.1890.2%14.9%
35Δ54.98108.4%24.4%43.6193.5%13.4%
40Δ53.05110.8%21.7%45.1795.7%11.9%
45Δ51.11113.2%19.1%46.7694.8%10.2%
50Δ49.17115.2%16.5%48.1288.5%8.3%
55Δ47.38121.7%14.8%49.7790.5%7.1%
60Δ45.31117.3%11.9%51.4490.1%6.1%
65Δ43.37120.1%10.1%53.0588.5%4.9%
70Δ41.44116.5%7.8%54.6686.8%3.8%
75Δ39.43115.2%6.0%56.3283.4%2.9%
80Δ36.73124.8%4.9%57.9879.7%2.0%

20Δ

Calls
Pseudo strike
64.07
IV
112.1%
B/E move
40.8%
Puts
Pseudo strike
37.96
IV
102.2%
B/E move
22.1%

25Δ

Calls
Pseudo strike
59.02
IV
101.6%
B/E move
30.7%
Puts
Pseudo strike
40.25
IV
97.2%
B/E move
18.2%

30Δ

Calls
Pseudo strike
57.00
IV
105.0%
B/E move
27.5%
Puts
Pseudo strike
42.18
IV
90.2%
B/E move
14.9%

35Δ

Calls
Pseudo strike
54.98
IV
108.4%
B/E move
24.4%
Puts
Pseudo strike
43.61
IV
93.5%
B/E move
13.4%

40Δ

Calls
Pseudo strike
53.05
IV
110.8%
B/E move
21.7%
Puts
Pseudo strike
45.17
IV
95.7%
B/E move
11.9%

45Δ

Calls
Pseudo strike
51.11
IV
113.2%
B/E move
19.1%
Puts
Pseudo strike
46.76
IV
94.8%
B/E move
10.2%

50Δ

Calls
Pseudo strike
49.17
IV
115.2%
B/E move
16.5%
Puts
Pseudo strike
48.12
IV
88.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
47.38
IV
121.7%
B/E move
14.8%
Puts
Pseudo strike
49.77
IV
90.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
45.31
IV
117.3%
B/E move
11.9%
Puts
Pseudo strike
51.44
IV
90.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
43.37
IV
120.1%
B/E move
10.1%
Puts
Pseudo strike
53.05
IV
88.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
41.44
IV
116.5%
B/E move
7.8%
Puts
Pseudo strike
54.66
IV
86.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
39.43
IV
115.2%
B/E move
6.0%
Puts
Pseudo strike
56.32
IV
83.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
36.73
IV
124.8%
B/E move
4.9%
Puts
Pseudo strike
57.98
IV
79.7%
B/E move
2.0%

Options history

No recorded observations