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SOLV Energy, Inc. Class A Common Stock MWH

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Market dataready · fetched 2026-11-12T01:03:48.133Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-11T21:00:06.014488477Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T01:03:47.636007+00:00

Share price$27.58
1D-2.9%
AH$27.48$27.77$28.06$28.34$28.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMWH
Sold putSold callAH

SOLV Energy, Inc. Class A Common Stock options

Live interpolated MWH call and put midpoint premiums by absolute delta.SOLV Energy, Inc. Class A Common Stock$0.37$1.46$2.56$3.65$4.74$22.26$24.99$27.72$30.45$33.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MWH spot · $27.58MWH PRICE$0.49$0.63$0.78$0.98$1.26$1.53$1.81$2.08$2.36$2.63$2.91$3.18$4.42$0.53$0.72$1.00$1.29$1.58$1.87$2.16$2.45$2.74$3.03
Puts——
CallsFair0.96×
Skew——
Implied moveBearish±$3.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.4799.3%19.5%24.3899.8%13.5%
25Δ31.4999.5%16.5%25.1897.4%11.3%
30Δ30.5199.8%13.4%25.7497.4%10.3%
35Δ29.7299.9%11.3%26.3097.4%9.3%
40Δ29.1599.8%10.3%26.8697.4%8.4%
45Δ28.5899.7%9.2%27.4297.4%7.4%
50Δ28.0199.6%8.1%27.9897.3%6.4%
55Δ27.4399.5%7.0%28.5497.3%5.4%
60Δ26.8699.4%5.9%29.1097.3%4.4%
65Δ26.2999.3%4.9%29.6697.3%3.4%
70Δ25.7299.2%3.8%
75Δ25.1599.1%2.7%
80Δ23.80122.4%2.3%

20Δ

Calls
Pseudo strike
32.47
IV
99.3%
B/E move
19.5%
Puts
Pseudo strike
24.38
IV
99.8%
B/E move
13.5%

25Δ

Calls
Pseudo strike
31.49
IV
99.5%
B/E move
16.5%
Puts
Pseudo strike
25.18
IV
97.4%
B/E move
11.3%

30Δ

Calls
Pseudo strike
30.51
IV
99.8%
B/E move
13.4%
Puts
Pseudo strike
25.74
IV
97.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
29.72
IV
99.9%
B/E move
11.3%
Puts
Pseudo strike
26.30
IV
97.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
29.15
IV
99.8%
B/E move
10.3%
Puts
Pseudo strike
26.86
IV
97.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
28.58
IV
99.7%
B/E move
9.2%
Puts
Pseudo strike
27.42
IV
97.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
28.01
IV
99.6%
B/E move
8.1%
Puts
Pseudo strike
27.98
IV
97.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
27.43
IV
99.5%
B/E move
7.0%
Puts
Pseudo strike
28.54
IV
97.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
26.86
IV
99.4%
B/E move
5.9%
Puts
Pseudo strike
29.10
IV
97.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
26.29
IV
99.3%
B/E move
4.9%
Puts
Pseudo strike
29.66
IV
97.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
25.72
IV
99.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.15
IV
99.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.80
IV
122.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.81%
Daily EOD
MWH62.3%64.7%67.1%2026-10-19: 62.97%2026-10-20: 63.90%2026-10-21: 62.60%2026-10-22: 64.24%2026-10-23: 64.84%2026-10-26: 64.69%2026-10-27: 63.40%2026-10-28: 64.39%2026-10-29: 64.05%2026-10-30: 66.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.97%
63.90%
62.60%
64.24%
64.84%
64.69%
63.40%
64.39%
64.05%
66.81%