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SOLV Energy, Inc. Class A Common Stock MWH

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Market datapartial · fetched 2026-10-22T17:34:27.001Z

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 · 2026-10-22T17:34:24.053348483Z

FundamentalsAlpha Vantage · unavailable

Share price$21.45
1D-3.1%
$20.98$21.34$21.70$22.06$22.415:30 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$0.19$2.63$5.06$7.50$9.93$15.28$18.53$21.79$25.05$28.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MWH spot · $21.45MWH PRICE$0.46$0.57$0.75$0.92$1.10$1.28$1.55$1.81$2.08$2.34$2.71$3.22$3.73$0.57$0.75$0.93$1.17$1.45$1.74$2.02$2.32$2.79$3.26$3.73$5.04$9.23
PutsCheap0.92×
CallsExpensive1.10×
SkewBearish+3.79 pp
Implied moveBearish±$3.57
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6277.2%30.9%18.3473.3%17.1%
25Δ25.0969.7%19.6%19.0372.3%14.8%
30Δ24.3969.6%17.2%19.7171.3%12.4%
35Δ23.7569.7%15.1%20.3270.9%10.7%
40Δ23.1269.9%12.9%20.8771.1%9.5%
45Δ22.4870.0%10.8%21.4271.3%8.2%
50Δ21.9470.1%9.5%21.9771.5%7.0%
55Δ21.4070.2%8.3%22.5271.6%5.8%
60Δ20.8670.3%7.0%23.1871.7%4.9%
65Δ20.3270.4%5.7%23.8371.8%4.1%
70Δ19.7271.0%4.6%24.4971.9%3.2%
75Δ19.0372.1%3.7%25.9578.1%2.5%
80Δ18.3473.3%2.9%30.21105.8%2.2%

20Δ

Calls
Pseudo strike
27.62
IV
77.2%
B/E move
30.9%
Puts
Pseudo strike
18.34
IV
73.3%
B/E move
17.1%

25Δ

Calls
Pseudo strike
25.09
IV
69.7%
B/E move
19.6%
Puts
Pseudo strike
19.03
IV
72.3%
B/E move
14.8%

30Δ

Calls
Pseudo strike
24.39
IV
69.6%
B/E move
17.2%
Puts
Pseudo strike
19.71
IV
71.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
23.75
IV
69.7%
B/E move
15.1%
Puts
Pseudo strike
20.32
IV
70.9%
B/E move
10.7%

40Δ

Calls
Pseudo strike
23.12
IV
69.9%
B/E move
12.9%
Puts
Pseudo strike
20.87
IV
71.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
22.48
IV
70.0%
B/E move
10.8%
Puts
Pseudo strike
21.42
IV
71.3%
B/E move
8.2%

50Δ

Calls
Pseudo strike
21.94
IV
70.1%
B/E move
9.5%
Puts
Pseudo strike
21.97
IV
71.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
21.40
IV
70.2%
B/E move
8.3%
Puts
Pseudo strike
22.52
IV
71.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
20.86
IV
70.3%
B/E move
7.0%
Puts
Pseudo strike
23.18
IV
71.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
20.32
IV
70.4%
B/E move
5.7%
Puts
Pseudo strike
23.83
IV
71.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
19.72
IV
71.0%
B/E move
4.6%
Puts
Pseudo strike
24.49
IV
71.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
19.03
IV
72.1%
B/E move
3.7%
Puts
Pseudo strike
25.95
IV
78.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
18.34
IV
73.3%
B/E move
2.9%
Puts
Pseudo strike
30.21
IV
105.8%
B/E move
2.2%

Options history

No recorded observations