IntraAlpha
Create free account Start free

SolarEdge Technologies Inc SEDG

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-15T20:04:42.899Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.026893152Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:51.313834+00:00

Share price$31.43
1D+5.5%
AH$29.62$30.12$30.62$31.12$31.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEDG
Sold putSold callAH

SolarEdge Technologies Inc options

Live interpolated SEDG call and put midpoint premiums by absolute delta.SolarEdge Technologies Inc$0.00$2.01$4.02$6.03$8.05$28.78$29.96$31.14$32.31$33.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $31.43OPTION PRICELive SEDG spot · $31.43SEDG PRICE$0.17$0.22$0.29$0.36$0.44$0.52$0.61$0.72$0.82$0.92$1.03$1.14$1.69$0.20$0.28$0.35$0.36$0.48$0.66$0.85$0.97$1.10$1.17$1.24$2.26$7.46
PutsExpensive1.85×
CallsFair0.97×
SkewBearish+38.68 pp
Implied moveBearish±$1.46
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.8093.1%4.9%30.09102.3%4.9%
25Δ32.5393.4%4.2%30.31107.4%4.5%
30Δ32.3093.7%3.7%30.54109.5%3.9%
35Δ32.0894.0%3.2%30.8792.8%2.9%
40Δ31.8794.6%2.8%31.1194.7%2.5%
45Δ31.6795.5%2.4%31.31109.5%2.5%
50Δ31.4796.3%2.1%31.50124.3%2.5%
55Δ31.2895.7%1.8%31.75121.4%2.1%
60Δ31.0895.2%1.5%31.99118.6%1.7%
65Δ30.8993.1%1.2%32.17110.1%1.4%
70Δ30.7089.9%1.0%32.35101.5%1.0%
75Δ30.5286.7%0.7%33.36148.1%1.0%
80Δ29.96112.5%0.7%38.24396.4%2.1%

20Δ

Calls
Pseudo strike
32.80
IV
93.1%
B/E move
4.9%
Puts
Pseudo strike
30.09
IV
102.3%
B/E move
4.9%

25Δ

Calls
Pseudo strike
32.53
IV
93.4%
B/E move
4.2%
Puts
Pseudo strike
30.31
IV
107.4%
B/E move
4.5%

30Δ

Calls
Pseudo strike
32.30
IV
93.7%
B/E move
3.7%
Puts
Pseudo strike
30.54
IV
109.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
32.08
IV
94.0%
B/E move
3.2%
Puts
Pseudo strike
30.87
IV
92.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
31.87
IV
94.6%
B/E move
2.8%
Puts
Pseudo strike
31.11
IV
94.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
31.67
IV
95.5%
B/E move
2.4%
Puts
Pseudo strike
31.31
IV
109.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
31.47
IV
96.3%
B/E move
2.1%
Puts
Pseudo strike
31.50
IV
124.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
31.28
IV
95.7%
B/E move
1.8%
Puts
Pseudo strike
31.75
IV
121.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
31.08
IV
95.2%
B/E move
1.5%
Puts
Pseudo strike
31.99
IV
118.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
30.89
IV
93.1%
B/E move
1.2%
Puts
Pseudo strike
32.17
IV
110.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
30.70
IV
89.9%
B/E move
1.0%
Puts
Pseudo strike
32.35
IV
101.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.52
IV
86.7%
B/E move
0.7%
Puts
Pseudo strike
33.36
IV
148.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
29.96
IV
112.5%
B/E move
0.7%
Puts
Pseudo strike
38.24
IV
396.4%
B/E move
2.1%