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Polestar Automotive Holding UK PLC Class A ADS PSNY

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-12T03:19:56.439Z

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 · 2026-11-11T21:00:01.094533987Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:15:49.039587+00:00

Share price$4.88
1D+6.6%
AH$4.54$4.65$4.76$4.87$4.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSNY
Sold putSold callAH

Polestar Automotive Holding UK PLC Class A ADS options

Live interpolated PSNY call and put midpoint premiums by absolute delta.Polestar Automotive Holding UK PLC Class A ADS$0.14$1.21$2.28$3.35$4.43$2.90$3.81$4.72$5.62$6.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSNY spot · $4.88PSNY PRICE$0.25$0.30$0.35$0.39$0.54$0.69$0.85$1.00$1.16$1.47$0.35$0.40$0.76$1.12$1.41$1.60$1.78$2.39$4.12
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.56339.5%34.4%
25Δ4.03275.4%25.7%
30Δ4.40334.5%25.5%
35Δ5.54148.9%18.7%4.76393.6%25.3%
40Δ5.37149.1%16.1%5.12424.9%24.0%
45Δ5.19149.4%13.5%5.47405.3%20.6%
50Δ5.02149.6%11.0%5.82385.7%17.2%
55Δ4.83166.0%10.0%6.53410.9%15.2%
60Δ4.63184.7%9.2%8.24519.5%15.6%
65Δ4.44203.4%8.4%
70Δ4.25222.1%7.6%
75Δ4.05240.8%6.8%
80Δ3.69275.7%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
339.5%
B/E move
34.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.03
IV
275.4%
B/E move
25.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
334.5%
B/E move
25.5%

35Δ

Calls
Pseudo strike
5.54
IV
148.9%
B/E move
18.7%
Puts
Pseudo strike
4.76
IV
393.6%
B/E move
25.3%

40Δ

Calls
Pseudo strike
5.37
IV
149.1%
B/E move
16.1%
Puts
Pseudo strike
5.12
IV
424.9%
B/E move
24.0%

45Δ

Calls
Pseudo strike
5.19
IV
149.4%
B/E move
13.5%
Puts
Pseudo strike
5.47
IV
405.3%
B/E move
20.6%

50Δ

Calls
Pseudo strike
5.02
IV
149.6%
B/E move
11.0%
Puts
Pseudo strike
5.82
IV
385.7%
B/E move
17.2%

55Δ

Calls
Pseudo strike
4.83
IV
166.0%
B/E move
10.0%
Puts
Pseudo strike
6.53
IV
410.9%
B/E move
15.2%

60Δ

Calls
Pseudo strike
4.63
IV
184.7%
B/E move
9.2%
Puts
Pseudo strike
8.24
IV
519.5%
B/E move
15.6%

65Δ

Calls
Pseudo strike
4.44
IV
203.4%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.25
IV
222.1%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.05
IV
240.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.69
IV
275.7%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend228.48%
Daily EOD
PSNY152.6%221.8%291.0%2026-10-19: 241.15%2026-10-20: 211.82%2026-10-21: 203.65%2026-10-22: 162.16%2026-10-23: 227.99%2026-10-26: 281.41%2026-10-27: 210.61%2026-10-28: 245.05%2026-10-29: 225.63%2026-10-30: 228.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
241.15%
211.82%
203.65%
162.16%
227.99%
281.41%
210.61%
245.05%
225.63%
228.48%