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Solana Company Class A Common Stock (DE) HSDT

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Market datapartial · fetched 2026-10-22T18:48:54.669Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:48:25.70967561Z

FundamentalsAlpha Vantage · unavailable

Share price$2.27
1D+0.7%
$2.24$2.26$2.29$2.31$2.335:30 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)$1.18$1.57$1.97$2.36$2.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHSDT PRICE$1.22$1.34$1.65$1.78$1.90$2.02$2.15$2.27$2.40$2.52$2.65
PutsExpensive1.67×
CallsExpensive2.93×
SkewBullish-184.66 pp
Implied move——
TiltBearish76.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ3.17286.2%33.3%
45Δ3.37270.9%29.8%
50Δ3.57255.6%26.4%
55Δ3.77240.3%22.9%
60Δ3.98225.0%19.4%
65Δ4.18209.7%16.0%
70Δ4.38194.4%12.5%
75Δ2.89412.2%81.0%4.59179.1%9.1%
80Δ2.17407.1%55.0%4.79163.8%5.6%

20Δ

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

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
IV
B/E move
Puts
Pseudo strike
3.17
IV
286.2%
B/E move
33.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
270.9%
B/E move
29.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
255.6%
B/E move
26.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.77
IV
240.3%
B/E move
22.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
225.0%
B/E move
19.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.18
IV
209.7%
B/E move
16.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
194.4%
B/E move
12.5%

75Δ

Calls
Pseudo strike
2.89
IV
412.2%
B/E move
81.0%
Puts
Pseudo strike
4.59
IV
179.1%
B/E move
9.1%

80Δ

Calls
Pseudo strike
2.17
IV
407.1%
B/E move
55.0%
Puts
Pseudo strike
4.79
IV
163.8%
B/E move
5.6%

Options history

No recorded observations