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SolarEdge Technologies Inc SEDG

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-15T20:37:00.506Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:13.392341634Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:00.046076+00:00

Share price$31.88
1D+7.0%
AH$29.59$30.21$30.82$31.43$32.055:30 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$2.39$4.78$7.17$9.56$28.28$29.75$31.22$32.69$34.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $31.88OPTION PRICELive SEDG spot · $31.88SEDG PRICE$0.14$0.18$0.22$0.27$0.32$0.37$0.42$0.48$0.53$0.59$0.64$0.70$0.75$0.25$0.35$0.37$0.55$0.75$0.93$1.10$1.21$1.34$1.47$3.78$8.86$3.71
PutsExpensive2.52×
CallsCheap0.61×
SkewBearish+120.93 pp
Implied moveBearish±$1.51
TiltBearish63.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9774.1%3.8%30.23125.6%6.0%
25Δ32.7672.6%3.3%30.49133.7%5.5%
30Δ32.5471.1%2.8%30.96112.7%4.0%
35Δ32.3769.4%2.4%31.19128.0%3.9%
40Δ32.2167.6%2.0%31.40146.5%3.9%
45Δ32.0565.9%1.7%31.66155.9%3.6%
50Δ31.9163.9%1.4%31.99156.1%3.1%
55Δ31.7861.8%1.2%32.29148.6%2.5%
60Δ31.6659.7%1.0%32.57141.2%2.0%
65Δ31.5357.6%0.7%32.84134.8%1.6%
70Δ31.4155.5%0.5%34.85281.1%2.5%
75Δ31.2853.5%0.3%39.62520.2%3.5%
80Δ31.1551.4%0.1%35.23211.8%1.1%

20Δ

Calls
Pseudo strike
32.97
IV
74.1%
B/E move
3.8%
Puts
Pseudo strike
30.23
IV
125.6%
B/E move
6.0%

25Δ

Calls
Pseudo strike
32.76
IV
72.6%
B/E move
3.3%
Puts
Pseudo strike
30.49
IV
133.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
32.54
IV
71.1%
B/E move
2.8%
Puts
Pseudo strike
30.96
IV
112.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
32.37
IV
69.4%
B/E move
2.4%
Puts
Pseudo strike
31.19
IV
128.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
32.21
IV
67.6%
B/E move
2.0%
Puts
Pseudo strike
31.40
IV
146.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
32.05
IV
65.9%
B/E move
1.7%
Puts
Pseudo strike
31.66
IV
155.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
31.91
IV
63.9%
B/E move
1.4%
Puts
Pseudo strike
31.99
IV
156.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
31.78
IV
61.8%
B/E move
1.2%
Puts
Pseudo strike
32.29
IV
148.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
31.66
IV
59.7%
B/E move
1.0%
Puts
Pseudo strike
32.57
IV
141.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
31.53
IV
57.6%
B/E move
0.7%
Puts
Pseudo strike
32.84
IV
134.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
31.41
IV
55.5%
B/E move
0.5%
Puts
Pseudo strike
34.85
IV
281.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
31.28
IV
53.5%
B/E move
0.3%
Puts
Pseudo strike
39.62
IV
520.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
31.15
IV
51.4%
B/E move
0.1%
Puts
Pseudo strike
35.23
IV
211.8%
B/E move
1.1%