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SOLV Energy, Inc. Class A Common Stock MWH

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Market datapartial · fetched 2026-10-22T13:55:43.828Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:55:13.346074217Z

FundamentalsAlpha Vantage · unavailable

Share price$22.31
1D+0.8%
$21.88$22.00$22.11$22.23$22.355:30 AM6:30 AM9:00 AM1:00 PMMWH
Sold putSold call

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$0.13$3.17$6.21$9.26$12.30$16.13$19.15$22.17$25.19$28.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWH spot · $22.30MWH PRICE$0.46$0.58$0.71$0.91$1.11$1.32$1.52$1.78$2.10$2.42$2.75$3.07$4.62$0.59$0.75$0.99$1.23$1.48$1.72$2.05$2.44$2.83$3.23$4.87$8.14$11.42
PutsFair0.99×
CallsExpensive1.07×
SkewBearish+9.75 pp
Implied moveBearish±$3.57
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3467.3%24.6%19.0573.9%17.2%
25Δ26.2266.3%20.2%19.8972.1%14.2%
30Δ25.1065.3%15.7%20.5171.6%12.5%
35Δ24.4965.6%13.9%21.0971.1%11.0%
40Δ23.9266.1%12.2%21.6770.7%9.5%
45Δ23.3666.5%10.6%22.2570.3%8.0%
50Δ22.7966.9%9.0%22.8470.1%6.8%
55Δ22.2367.3%7.7%23.4570.1%5.8%
60Δ21.6867.6%6.6%24.0570.1%4.9%
65Δ21.1267.9%5.6%24.6670.1%3.9%
70Δ20.5668.3%4.5%26.4579.9%3.3%
75Δ20.0168.6%3.5%29.79102.7%3.0%
80Δ18.3687.9%3.0%33.14125.5%2.7%

20Δ

Calls
Pseudo strike
27.34
IV
67.3%
B/E move
24.6%
Puts
Pseudo strike
19.05
IV
73.9%
B/E move
17.2%

25Δ

Calls
Pseudo strike
26.22
IV
66.3%
B/E move
20.2%
Puts
Pseudo strike
19.89
IV
72.1%
B/E move
14.2%

30Δ

Calls
Pseudo strike
25.10
IV
65.3%
B/E move
15.7%
Puts
Pseudo strike
20.51
IV
71.6%
B/E move
12.5%

35Δ

Calls
Pseudo strike
24.49
IV
65.6%
B/E move
13.9%
Puts
Pseudo strike
21.09
IV
71.1%
B/E move
11.0%

40Δ

Calls
Pseudo strike
23.92
IV
66.1%
B/E move
12.2%
Puts
Pseudo strike
21.67
IV
70.7%
B/E move
9.5%

45Δ

Calls
Pseudo strike
23.36
IV
66.5%
B/E move
10.6%
Puts
Pseudo strike
22.25
IV
70.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
22.79
IV
66.9%
B/E move
9.0%
Puts
Pseudo strike
22.84
IV
70.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
22.23
IV
67.3%
B/E move
7.7%
Puts
Pseudo strike
23.45
IV
70.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
21.68
IV
67.6%
B/E move
6.6%
Puts
Pseudo strike
24.05
IV
70.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
21.12
IV
67.9%
B/E move
5.6%
Puts
Pseudo strike
24.66
IV
70.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
20.56
IV
68.3%
B/E move
4.5%
Puts
Pseudo strike
26.45
IV
79.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
20.01
IV
68.6%
B/E move
3.5%
Puts
Pseudo strike
29.79
IV
102.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
18.36
IV
87.9%
B/E move
3.0%
Puts
Pseudo strike
33.14
IV
125.5%
B/E move
2.7%

Options history

No recorded observations