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Pony AI Inc. American Depositary Shares PONY

i

Market datapartial · fetched 2026-11-04T03:18:23.900Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:46:52.260194738Z

FundamentalsAlpha Vantage · unavailable

Share price$4.55
1D-2.6%
AH$4.47$4.53$4.59$4.65$4.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPONY
Sold putSold callAH

Pony AI Inc. American Depositary Shares options

Live interpolated PONY call and put midpoint premiums by absolute delta.Pony AI Inc. American Depositary Shares$0.08$0.23$0.38$0.53$0.68$4.20$4.39$4.58$4.77$4.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PONY spot · $4.55PONY PRICE$0.10$0.11$0.13$0.14$0.17$0.22$0.27$0.33$0.64$0.14$0.18$0.21$0.25$0.29$0.32$0.36$0.40
Puts——
Calls——
Skew——
Implied moveBearish±$0.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.22800.0%43.4%
25Δ
30Δ
35Δ
40Δ4.6979.9%5.2%
45Δ4.6479.5%4.4%4.5290.8%3.7%
50Δ4.5879.1%3.5%4.5889.7%3.3%
55Δ4.5378.7%2.7%4.6388.6%2.9%
60Δ4.4778.3%2.1%4.6887.5%2.6%
65Δ4.4178.1%1.8%4.7486.4%2.2%
70Δ4.3578.0%1.6%4.7985.3%1.8%
75Δ4.2877.8%1.3%4.8584.1%1.4%
80Δ4.9083.0%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.22
IV
800.0%
B/E move
43.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.69
IV
79.9%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.64
IV
79.5%
B/E move
4.4%
Puts
Pseudo strike
4.52
IV
90.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
4.58
IV
79.1%
B/E move
3.5%
Puts
Pseudo strike
4.58
IV
89.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
4.53
IV
78.7%
B/E move
2.7%
Puts
Pseudo strike
4.63
IV
88.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
4.47
IV
78.3%
B/E move
2.1%
Puts
Pseudo strike
4.68
IV
87.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
4.41
IV
78.1%
B/E move
1.8%
Puts
Pseudo strike
4.74
IV
86.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
4.35
IV
78.0%
B/E move
1.6%
Puts
Pseudo strike
4.79
IV
85.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
4.28
IV
77.8%
B/E move
1.3%
Puts
Pseudo strike
4.85
IV
84.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
83.0%
B/E move
1.0%

Options history

IV · four-Friday blend279.47%
Daily EOD
PONY205.6%264.2%322.9%2026-10-19: 237.90%2026-10-20: 220.84%2026-10-21: 314.78%2026-10-22: 244.04%2026-10-23: 246.11%2026-10-26: 213.68%2026-10-27: 225.35%2026-10-28: 298.92%2026-10-30: 279.47%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
237.90%
220.84%
314.78%
244.04%
246.11%
213.68%
225.35%
298.92%
279.47%