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Polestar Automotive Holding UK PLC Class A ADS PSNY

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Market datapartial · fetched 2026-10-22T23:58:59.331Z

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 · 2026-10-22T21:09:01.465979782Z

FundamentalsAlpha Vantage · unavailable

Share price$3.50
1D-0.8%
AH$3.49$3.55$3.62$3.68$3.745:30 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$0.00$1.99$3.99$5.98$7.98$0.60$2.41$4.23$6.04$7.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSNY spot · $3.50PSNY PRICE$0.21$0.38$0.38$0.38$0.36$0.38$0.48$0.58$0.69$0.79$0.90$1.26$1.71$0.49$0.44$0.43$0.54$0.65$0.75$0.86$1.54$3.07$4.60$3.93$2.78$7.40
PutsExpensive1.91×
CallsExpensive2.36×
SkewBullish-0.86 pp
Implied moveBearish±$1.34
TiltBearish52.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.98245.8%162.5%2.40311.8%45.5%
25Δ14.96411.2%338.1%2.75230.3%33.9%
30Δ7.55290.1%126.3%3.06172.0%24.9%
35Δ5.57222.3%69.7%3.26168.6%22.1%
40Δ4.53169.8%39.9%3.47165.2%19.4%
45Δ3.96136.0%23.8%3.67161.9%16.6%
50Δ3.78143.8%21.6%3.88158.5%13.8%
55Δ3.59151.5%19.4%4.61183.1%12.3%
60Δ3.41159.3%17.2%6.13249.9%12.5%
65Δ3.23167.1%15.0%7.66316.6%12.8%
70Δ3.05174.9%12.8%7.09274.3%9.6%
75Δ2.77262.8%15.1%6.07202.7%6.0%
80Δ2.46381.2%19.1%10.70309.7%5.7%

20Δ

Calls
Pseudo strike
8.98
IV
245.8%
B/E move
162.5%
Puts
Pseudo strike
2.40
IV
311.8%
B/E move
45.5%

25Δ

Calls
Pseudo strike
14.96
IV
411.2%
B/E move
338.1%
Puts
Pseudo strike
2.75
IV
230.3%
B/E move
33.9%

30Δ

Calls
Pseudo strike
7.55
IV
290.1%
B/E move
126.3%
Puts
Pseudo strike
3.06
IV
172.0%
B/E move
24.9%

35Δ

Calls
Pseudo strike
5.57
IV
222.3%
B/E move
69.7%
Puts
Pseudo strike
3.26
IV
168.6%
B/E move
22.1%

40Δ

Calls
Pseudo strike
4.53
IV
169.8%
B/E move
39.9%
Puts
Pseudo strike
3.47
IV
165.2%
B/E move
19.4%

45Δ

Calls
Pseudo strike
3.96
IV
136.0%
B/E move
23.8%
Puts
Pseudo strike
3.67
IV
161.9%
B/E move
16.6%

50Δ

Calls
Pseudo strike
3.78
IV
143.8%
B/E move
21.6%
Puts
Pseudo strike
3.88
IV
158.5%
B/E move
13.8%

55Δ

Calls
Pseudo strike
3.59
IV
151.5%
B/E move
19.4%
Puts
Pseudo strike
4.61
IV
183.1%
B/E move
12.3%

60Δ

Calls
Pseudo strike
3.41
IV
159.3%
B/E move
17.2%
Puts
Pseudo strike
6.13
IV
249.9%
B/E move
12.5%

65Δ

Calls
Pseudo strike
3.23
IV
167.1%
B/E move
15.0%
Puts
Pseudo strike
7.66
IV
316.6%
B/E move
12.8%

70Δ

Calls
Pseudo strike
3.05
IV
174.9%
B/E move
12.8%
Puts
Pseudo strike
7.09
IV
274.3%
B/E move
9.6%

75Δ

Calls
Pseudo strike
2.77
IV
262.8%
B/E move
15.1%
Puts
Pseudo strike
6.07
IV
202.7%
B/E move
6.0%

80Δ

Calls
Pseudo strike
2.46
IV
381.2%
B/E move
19.1%
Puts
Pseudo strike
10.70
IV
309.7%
B/E move
5.7%

Options history

No recorded observations