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First Solar, Inc. Common Stock FSLR

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Market dataready · fetched 2026-11-07T23:10:50.774Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:03:20.635027471Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T23:10:50.116384+00:00

Share price$201.99
1D+3.3%
AH$193$197$201$205$2095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSLR
Sold putSold callAH

First Solar, Inc. Common Stock options

Live interpolated FSLR call and put midpoint premiums by absolute delta.First Solar, Inc. Common Stock$1.07$6.24$11.41$16.58$21.75$170.51$187.28$204.05$220.83$237.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSLR spot · $201.99FSLR PRICE$1.63$2.16$2.80$3.48$4.22$5.03$5.82$6.66$7.79$9.02$10.05$12.04$13.56$2.03$2.82$3.62$4.24$5.09$6.16$7.33$8.05$9.44$11.06$13.13$16.10$20.26
PutsCheap0.76×
CallsCheap0.52×
SkewBearish+8.58 pp
Implied moveBearish±$13.14
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ215.8958.3%7.7%188.6467.2%7.6%
25Δ213.0957.8%6.6%191.2068.9%6.7%
30Δ210.8758.8%5.8%193.5570.1%6.0%
35Δ208.7559.3%5.1%196.2966.2%4.9%
40Δ206.6759.4%4.4%198.5665.4%4.2%
45Δ204.6859.8%3.8%200.7166.3%3.7%
50Δ202.7059.0%3.2%202.8567.1%3.2%
55Δ200.8157.9%2.7%204.8663.3%2.6%
60Δ198.8458.5%2.3%207.0663.8%2.2%
65Δ196.8859.1%1.9%209.4164.6%1.8%
70Δ195.0057.3%1.5%212.1366.4%1.5%
75Δ192.4859.9%1.3%215.6470.1%1.2%
80Δ190.3058.3%0.9%220.3075.4%1.0%

20Δ

Calls
Pseudo strike
215.89
IV
58.3%
B/E move
7.7%
Puts
Pseudo strike
188.64
IV
67.2%
B/E move
7.6%

25Δ

Calls
Pseudo strike
213.09
IV
57.8%
B/E move
6.6%
Puts
Pseudo strike
191.20
IV
68.9%
B/E move
6.7%

30Δ

Calls
Pseudo strike
210.87
IV
58.8%
B/E move
5.8%
Puts
Pseudo strike
193.55
IV
70.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
208.75
IV
59.3%
B/E move
5.1%
Puts
Pseudo strike
196.29
IV
66.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
206.67
IV
59.4%
B/E move
4.4%
Puts
Pseudo strike
198.56
IV
65.4%
B/E move
4.2%

45Δ

Calls
Pseudo strike
204.68
IV
59.8%
B/E move
3.8%
Puts
Pseudo strike
200.71
IV
66.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
202.70
IV
59.0%
B/E move
3.2%
Puts
Pseudo strike
202.85
IV
67.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
200.81
IV
57.9%
B/E move
2.7%
Puts
Pseudo strike
204.86
IV
63.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
198.84
IV
58.5%
B/E move
2.3%
Puts
Pseudo strike
207.06
IV
63.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
196.88
IV
59.1%
B/E move
1.9%
Puts
Pseudo strike
209.41
IV
64.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
195.00
IV
57.3%
B/E move
1.5%
Puts
Pseudo strike
212.13
IV
66.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
192.48
IV
59.9%
B/E move
1.3%
Puts
Pseudo strike
215.64
IV
70.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
190.30
IV
58.3%
B/E move
0.9%
Puts
Pseudo strike
220.30
IV
75.4%
B/E move
1.0%

Options history

IV · four-Friday blend56.50%
Daily close
FSLR38.1%74.1%110.0%2026-08-10: 61.36%2026-08-11: 57.75%2026-08-12: 56.50%2026-08-13: 53.46%2026-08-14: 49.45%2026-08-17: 51.67%2026-08-18: 51.72%2026-08-19: 50.43%2026-08-20: 49.08%2026-08-21: 47.98%2026-08-24: 47.61%2026-08-25: 48.16%2026-08-26: 49.54%2026-08-27: 47.65%2026-08-28: 44.29%2026-08-31: 46.67%2026-09-01: 47.95%2026-09-02: 47.73%2026-09-03: 46.90%2026-09-04: 43.10%2026-09-08: 51.94%2026-09-09: 51.06%2026-09-10: 51.40%2026-09-11: 46.80%2026-09-14: 50.63%2026-09-15: 51.08%2026-09-16: 51.12%2026-09-17: 50.35%2026-09-18: 45.52%2026-09-21: 48.89%2026-09-22: 48.49%2026-09-23: 49.87%2026-09-24: 58.45%2026-09-25: 49.19%2026-09-28: 50.55%2026-09-29: 52.05%2026-09-30: 50.76%2026-10-01: 47.95%2026-10-02: 47.25%2026-10-05: 48.81%2026-10-06: 51.24%2026-10-07: 50.09%2026-10-08: 50.07%2026-10-09: 52.47%2026-10-12: 56.93%2026-10-13: 57.57%2026-10-14: 57.18%2026-10-15: 58.16%2026-10-16: 61.31%2026-10-19: 64.14%2026-10-20: 65.36%2026-10-21: 69.70%2026-10-22: 69.63%2026-10-23: 73.32%2026-10-26: 80.51%2026-10-27: 88.49%2026-10-28: 91.94%2026-10-29: 105.02%2026-10-30: 56.50%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
61.36%
57.75%
56.50%
53.46%
49.45%
51.67%
51.72%
50.43%
49.08%
47.98%
47.61%
48.16%
49.54%
47.65%
44.29%
46.67%
47.95%
47.73%
46.90%
43.10%
51.94%
51.06%
51.40%
46.80%
50.63%
51.08%
51.12%
50.35%
45.52%
48.89%
48.49%
49.87%
58.45%
49.19%
50.55%
52.05%
50.76%
47.95%
47.25%
48.81%
51.24%
50.09%
50.07%
52.47%
56.93%
57.57%
57.18%
58.16%
61.31%
64.14%
65.36%
69.70%
69.63%
73.32%
80.51%
88.49%
91.94%
105.02%
56.50%