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SOLV Energy, Inc. Class A Common Stock MWH

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Market datapartial · fetched 2026-10-22T23:27:30.375Z

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 · 2026-10-22T20:00:03.335027957Z

FundamentalsAlpha Vantage · unavailable

Share price$21.53
1D-2.7%
AH$20.75$21.17$21.59$22.01$22.435:30 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$0.08$3.43$6.77$10.11$13.46$15.39$18.62$21.84$25.07$28.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWH spot · $21.53MWH PRICE$0.44$0.56$0.73$0.91$1.09$1.26$1.53$1.81$2.10$2.38$2.72$3.21$3.71$0.58$0.76$0.94$1.19$1.47$1.75$2.02$2.33$2.77$3.21$3.65$5.46$12.49
PutsFair0.97×
CallsExpensive1.06×
SkewBearish+8.14 pp
Implied moveBearish±$3.56
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5075.0%29.8%18.3874.3%17.3%
25Δ24.9867.1%18.6%19.0873.3%14.9%
30Δ24.3767.4%16.6%19.7872.4%12.5%
35Δ23.7667.7%14.6%20.3872.0%10.9%
40Δ23.1668.0%12.6%20.9471.9%9.6%
45Δ22.5568.3%10.6%21.4971.7%8.3%
50Δ22.0069.0%9.3%22.0571.6%7.0%
55Δ21.4669.6%8.1%22.6271.4%5.8%
60Δ20.9270.2%6.9%23.2471.1%4.9%
65Δ20.3870.9%5.7%23.8770.7%4.0%
70Δ19.8071.4%4.6%24.5070.3%3.2%
75Δ19.1371.8%3.8%26.4482.4%2.6%
80Δ18.4572.3%2.9%33.37141.5%3.0%

20Δ

Calls
Pseudo strike
27.50
IV
75.0%
B/E move
29.8%
Puts
Pseudo strike
18.38
IV
74.3%
B/E move
17.3%

25Δ

Calls
Pseudo strike
24.98
IV
67.1%
B/E move
18.6%
Puts
Pseudo strike
19.08
IV
73.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
24.37
IV
67.4%
B/E move
16.6%
Puts
Pseudo strike
19.78
IV
72.4%
B/E move
12.5%

35Δ

Calls
Pseudo strike
23.76
IV
67.7%
B/E move
14.6%
Puts
Pseudo strike
20.38
IV
72.0%
B/E move
10.9%

40Δ

Calls
Pseudo strike
23.16
IV
68.0%
B/E move
12.6%
Puts
Pseudo strike
20.94
IV
71.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
22.55
IV
68.3%
B/E move
10.6%
Puts
Pseudo strike
21.49
IV
71.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
22.00
IV
69.0%
B/E move
9.3%
Puts
Pseudo strike
22.05
IV
71.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
21.46
IV
69.6%
B/E move
8.1%
Puts
Pseudo strike
22.62
IV
71.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
20.92
IV
70.2%
B/E move
6.9%
Puts
Pseudo strike
23.24
IV
71.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
20.38
IV
70.9%
B/E move
5.7%
Puts
Pseudo strike
23.87
IV
70.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
19.80
IV
71.4%
B/E move
4.6%
Puts
Pseudo strike
24.50
IV
70.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
19.13
IV
71.8%
B/E move
3.8%
Puts
Pseudo strike
26.44
IV
82.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
18.45
IV
72.3%
B/E move
2.9%
Puts
Pseudo strike
33.37
IV
141.5%
B/E move
3.0%

Options history

No recorded observations