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Solana Company Class A Common Stock (DE) HSDT

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Market datapartial · fetched 2026-10-22T18:23:33.290Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:22:02.969678181Z

FundamentalsAlpha Vantage · unavailable

Share price$2.26
1D+0.4%
$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)$1.37$1.71$2.05$2.39$2.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHSDT PRICE$1.41$1.50$1.60$1.68$1.74$1.81$1.87$1.94$2.00$2.13$2.30$2.46$2.63
PutsExpensive1.80×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.30368.7%60.4%
25Δ2.57330.5%52.5%
30Δ2.85292.3%44.7%
35Δ3.08262.8%38.2%
40Δ3.25244.7%33.4%
45Δ3.42226.6%28.6%
50Δ3.59208.5%23.9%
55Δ3.77190.4%19.1%
60Δ3.94172.3%14.3%
65Δ4.14159.9%11.0%
70Δ4.36150.6%8.6%
75Δ4.59141.4%6.1%
80Δ4.81132.1%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.30
IV
368.7%
B/E move
60.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.57
IV
330.5%
B/E move
52.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.85
IV
292.3%
B/E move
44.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
262.8%
B/E move
38.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
244.7%
B/E move
33.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
226.6%
B/E move
28.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
208.5%
B/E move
23.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.77
IV
190.4%
B/E move
19.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.94
IV
172.3%
B/E move
14.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
159.9%
B/E move
11.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
150.6%
B/E move
8.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
141.4%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.81
IV
132.1%
B/E move
3.7%

Options history

No recorded observations