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SolarEdge Technologies, Inc. Common Stock SEDG

i

Market dataready · fetched 2026-11-07T02:31:50.528Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T23:32:27.176948547Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:31:49.950782+00:00

Share price$27.21
1D+1.9%
AH$26.34$26.91$27.47$28.03$28.605:30 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$0.26$1.20$2.14$3.08$4.02$17.35$22.10$26.85$31.59$36.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SEDG spot · $27.21SEDG PRICE$0.36$0.48$0.63$0.77$0.91$1.12$1.41$1.67$1.90$2.42$2.83$3.75$0.40$0.55$0.69$0.82$0.98$1.12$1.33$1.49$1.67$1.93$2.40$2.53$3.05
PutsCheap0.38×
Calls——
Skew——
Implied moveBullish±$2.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5491.4%13.6%24.7388.7%10.6%
25Δ29.8790.4%11.5%25.2290.5%9.3%
30Δ29.4093.9%10.4%25.7089.7%8.1%
35Δ28.8592.4%8.8%26.1986.3%6.8%
40Δ28.3390.3%7.4%26.6184.9%5.8%
45Δ27.9194.6%6.7%27.0281.7%4.8%
50Δ27.50102.3%6.3%27.4181.8%4.1%
55Δ27.02104.4%5.4%27.7678.8%3.4%
60Δ26.53103.2%4.5%28.1376.1%2.8%
65Δ25.93115.5%4.2%28.5276.3%2.3%
70Δ25.34118.5%3.5%29.0781.6%2.0%
75Δ29.3575.0%1.4%
80Δ24.02119.3%2.1%29.9777.2%1.1%

20Δ

Calls
Pseudo strike
30.54
IV
91.4%
B/E move
13.6%
Puts
Pseudo strike
24.73
IV
88.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
29.87
IV
90.4%
B/E move
11.5%
Puts
Pseudo strike
25.22
IV
90.5%
B/E move
9.3%

30Δ

Calls
Pseudo strike
29.40
IV
93.9%
B/E move
10.4%
Puts
Pseudo strike
25.70
IV
89.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
28.85
IV
92.4%
B/E move
8.8%
Puts
Pseudo strike
26.19
IV
86.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
28.33
IV
90.3%
B/E move
7.4%
Puts
Pseudo strike
26.61
IV
84.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
27.91
IV
94.6%
B/E move
6.7%
Puts
Pseudo strike
27.02
IV
81.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
27.50
IV
102.3%
B/E move
6.3%
Puts
Pseudo strike
27.41
IV
81.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
27.02
IV
104.4%
B/E move
5.4%
Puts
Pseudo strike
27.76
IV
78.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
26.53
IV
103.2%
B/E move
4.5%
Puts
Pseudo strike
28.13
IV
76.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
25.93
IV
115.5%
B/E move
4.2%
Puts
Pseudo strike
28.52
IV
76.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
25.34
IV
118.5%
B/E move
3.5%
Puts
Pseudo strike
29.07
IV
81.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.35
IV
75.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.02
IV
119.3%
B/E move
2.1%
Puts
Pseudo strike
29.97
IV
77.2%
B/E move
1.1%

Options history

IV · four-Friday blend110.78%
Daily close
SEDG68.5%96.5%124.4%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%