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Polaris Inc. PII

i

Market dataready · fetched 2026-11-03T19:44:56.262Z

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 · 2026-11-03T19:44:00.609715346Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T19:44:55.854556+00:00

Share price$63.00
1D-0.4%
$62.82$63.07$63.32$63.57$63.825:30 AM6:30 AM9:00 AM1:00 PMPII
Sold putSold call

Polaris Inc. options

Live interpolated PII call and put midpoint premiums by absolute delta.Polaris Inc.$0.49$2.53$4.58$6.62$8.67$48.89$55.14$61.39$67.63$73.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PII spot · $63.00PII PRICE$0.71$0.97$1.22$1.48$1.74$2.12$2.52$2.92$3.32$3.73$4.13$5.81$8.08$1.09$1.21$1.34$1.66$1.99$2.31$2.63$2.95$3.28
Puts——
CallsCheap0.78×
Skew——
Implied moveBearish±$5.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.9644.3%10.6%56.0469.1%12.8%
25Δ68.0045.1%9.5%58.0758.8%9.7%
30Δ67.0445.8%8.4%60.0448.9%6.8%
35Δ66.0846.6%7.2%60.8447.7%6.1%
40Δ65.1247.3%6.1%61.6346.5%5.3%
45Δ64.3047.1%5.4%62.4345.4%4.6%
50Δ63.4946.7%4.8%63.2244.2%3.8%
55Δ62.6846.3%4.1%64.0243.0%3.1%
60Δ61.8745.9%3.5%64.8241.8%2.3%
65Δ61.0645.5%2.8%
70Δ60.2545.1%2.2%
75Δ58.4154.6%1.9%
80Δ56.1068.6%1.9%

20Δ

Calls
Pseudo strike
68.96
IV
44.3%
B/E move
10.6%
Puts
Pseudo strike
56.04
IV
69.1%
B/E move
12.8%

25Δ

Calls
Pseudo strike
68.00
IV
45.1%
B/E move
9.5%
Puts
Pseudo strike
58.07
IV
58.8%
B/E move
9.7%

30Δ

Calls
Pseudo strike
67.04
IV
45.8%
B/E move
8.4%
Puts
Pseudo strike
60.04
IV
48.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
66.08
IV
46.6%
B/E move
7.2%
Puts
Pseudo strike
60.84
IV
47.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
65.12
IV
47.3%
B/E move
6.1%
Puts
Pseudo strike
61.63
IV
46.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
64.30
IV
47.1%
B/E move
5.4%
Puts
Pseudo strike
62.43
IV
45.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
63.49
IV
46.7%
B/E move
4.8%
Puts
Pseudo strike
63.22
IV
44.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
62.68
IV
46.3%
B/E move
4.1%
Puts
Pseudo strike
64.02
IV
43.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
61.87
IV
45.9%
B/E move
3.5%
Puts
Pseudo strike
64.82
IV
41.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
61.06
IV
45.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
60.25
IV
45.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
58.41
IV
54.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
56.10
IV
68.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.45%
Daily EOD
PII42.9%48.5%54.1%2026-10-19: 52.07%2026-10-20: 50.50%2026-10-21: 50.80%2026-10-22: 51.30%2026-10-23: 53.22%2026-10-26: 53.36%2026-10-27: 47.22%2026-10-28: 47.04%2026-10-29: 43.72%2026-10-30: 45.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.07%
50.50%
50.80%
51.30%
53.22%
53.36%
47.22%
47.04%
43.72%
45.45%