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Solana Company Class A Common Stock (DE) HSDT

i

Market dataready · fetched 2026-11-11T15:54:40.489Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:54:36.163248126Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T15:54:39.669752+00:00

Share price$1.90
1D+3.5%
$1.83$1.85$1.87$1.89$1.915:30 AM6:30 AM9:00 AM1:00 PMHSDT
Sold putSold call

Solana Company Class A Common Stock (DE) options

Live interpolated HSDT call and put midpoint premiums by absolute delta.Solana Company Class A Common Stock (DE)$1.11$1.93$2.74$3.56$4.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHSDT PRICE$1.20$1.49$1.71$1.93$2.15$2.37$2.59$2.81$3.03$3.26$3.48$3.70$3.92$4.14
PutsExpensive2.58×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.20451.6%62.8%
25Δ2.51431.5%57.9%
30Δ2.82411.3%53.1%
35Δ3.13391.2%48.3%
40Δ3.45371.0%43.4%
45Δ3.76350.9%38.6%
50Δ4.07330.7%33.8%
55Δ4.38310.6%28.9%
60Δ4.70290.4%24.1%
65Δ5.01270.3%19.3%
70Δ5.32250.2%14.4%
75Δ5.64230.0%9.6%
80Δ2.62470.0%100.9%5.95209.9%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
451.6%
B/E move
62.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.51
IV
431.5%
B/E move
57.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
411.3%
B/E move
53.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
391.2%
B/E move
48.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
371.0%
B/E move
43.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
350.9%
B/E move
38.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
330.7%
B/E move
33.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
310.6%
B/E move
28.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
290.4%
B/E move
24.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.01
IV
270.3%
B/E move
19.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.32
IV
250.2%
B/E move
14.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
230.0%
B/E move
9.6%

80Δ

Calls
Pseudo strike
2.62
IV
470.0%
B/E move
100.9%
Puts
Pseudo strike
5.95
IV
209.9%
B/E move
4.7%

Options history

IV · four-Friday blend216.83%
Daily close
HSDT205.8%285.7%365.7%2026-09-04: 277.58%2026-09-08: 324.81%2026-09-10: 354.13%2026-09-11: 354.65%2026-10-21: 216.83%Sep 4Sep 10Oct 21
5 observations2026-09-04 — 2026-10-21
Table
DateIV (%)
277.58%
324.81%
354.13%
354.65%
216.83%