IntraAlpha
Create free account Start free

SolarEdge Technologies, Inc. Common Stock SEDG

i

Market datapartial · fetched 2026-11-05T21:53:42.329Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:49:18.36656072Z

FundamentalsAlpha Vantage · unavailable

Share price$26.03
1D-16.1%
AH$25$27$28$30$315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEDG
Sold putSold callAH

SolarEdge Technologies, Inc. Common Stock options

Live interpolated SEDG call and put midpoint premiums by absolute delta.SolarEdge Technologies, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESEDG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend110.78%
Daily close
SEDG68.5%96.5%124.4%2026-08-07: 88.37%2026-08-10: 92.02%2026-08-11: 89.22%2026-08-12: 84.45%2026-08-13: 80.45%2026-08-14: 76.48%2026-08-17: 78.62%2026-08-18: 79.13%2026-08-19: 79.87%2026-08-20: 78.44%2026-08-21: 75.22%2026-08-24: 79.12%2026-08-25: 79.22%2026-08-26: 84.79%2026-08-27: 81.16%2026-08-28: 73.22%2026-08-31: 76.45%2026-09-01: 78.19%2026-09-02: 79.25%2026-09-03: 82.03%2026-09-04: 78.07%2026-09-08: 99.87%2026-09-09: 100.53%2026-09-10: 103.65%2026-09-11: 77.46%2026-09-14: 82.54%2026-09-15: 85.59%2026-09-16: 84.88%2026-09-17: 81.58%2026-09-18: 73.54%2026-09-21: 79.39%2026-09-22: 79.93%2026-09-23: 77.06%2026-09-24: 78.16%2026-09-25: 74.54%2026-09-28: 77.42%2026-09-29: 77.84%2026-09-30: 76.17%2026-10-01: 74.67%2026-10-02: 72.34%2026-10-05: 74.95%2026-10-06: 76.39%2026-10-07: 78.03%2026-10-08: 78.61%2026-10-09: 74.91%2026-10-12: 80.88%2026-10-13: 86.84%2026-10-14: 87.02%2026-10-15: 91.49%2026-10-16: 91.51%2026-10-19: 96.62%2026-10-20: 98.91%2026-10-21: 98.91%2026-10-22: 106.50%2026-10-23: 102.39%2026-10-26: 109.97%2026-10-27: 114.41%2026-10-28: 112.75%2026-10-29: 120.57%2026-10-30: 110.78%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
88.37%
92.02%
89.22%
84.45%
80.45%
76.48%
78.62%
79.13%
79.87%
78.44%
75.22%
79.12%
79.22%
84.79%
81.16%
73.22%
76.45%
78.19%
79.25%
82.03%
78.07%
99.87%
100.53%
103.65%
77.46%
82.54%
85.59%
84.88%
81.58%
73.54%
79.39%
79.93%
77.06%
78.16%
74.54%
77.42%
77.84%
76.17%
74.67%
72.34%
74.95%
76.39%
78.03%
78.61%
74.91%
80.88%
86.84%
87.02%
91.49%
91.51%
96.62%
98.91%
98.91%
106.50%
102.39%
109.97%
114.41%
112.75%
120.57%
110.78%