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SolarEdge Technologies Inc SEDG

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-16T00:17:49.088Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:59.413559011Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:48.252536+00:00

Share price$31.01
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$0.65$3.07$5.48$7.89$10.30$19.60$25.38$31.16$36.93$42.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEDG spot · $31.01SEDG PRICE$0.91$1.21$1.54$1.89$2.25$2.71$3.17$3.72$4.28$4.99$5.72$6.33$6.92$1.13$1.53$1.96$2.44$2.94$3.54$4.15$4.85$5.56$6.33$7.12$8.20$9.61
PutsCheap0.92×
CallsExpensive1.06×
SkewBullish-10.60 pp
Implied moveBearish±$7.32
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.0596.1%38.5%25.5588.9%21.2%
25Δ39.8995.6%32.5%26.7689.6%18.7%
30Δ38.2196.1%28.2%27.9389.8%16.3%
35Δ36.6395.9%24.2%29.0489.4%14.2%
40Δ35.1395.4%20.6%30.1689.0%12.2%
45Δ33.8796.4%18.0%31.2688.7%10.6%
50Δ32.6397.7%15.5%32.3688.5%9.0%
55Δ31.4298.6%13.3%33.4987.6%7.6%
60Δ30.2099.5%11.2%34.6286.6%6.3%
65Δ28.95101.0%9.4%35.7684.8%5.1%
70Δ27.68102.6%7.7%36.9182.6%3.9%
75Δ26.5398.5%6.0%38.3181.6%2.9%
80Δ25.4093.3%4.2%39.9882.0%2.1%

20Δ

Calls
Pseudo strike
42.05
IV
96.1%
B/E move
38.5%
Puts
Pseudo strike
25.55
IV
88.9%
B/E move
21.2%

25Δ

Calls
Pseudo strike
39.89
IV
95.6%
B/E move
32.5%
Puts
Pseudo strike
26.76
IV
89.6%
B/E move
18.7%

30Δ

Calls
Pseudo strike
38.21
IV
96.1%
B/E move
28.2%
Puts
Pseudo strike
27.93
IV
89.8%
B/E move
16.3%

35Δ

Calls
Pseudo strike
36.63
IV
95.9%
B/E move
24.2%
Puts
Pseudo strike
29.04
IV
89.4%
B/E move
14.2%

40Δ

Calls
Pseudo strike
35.13
IV
95.4%
B/E move
20.6%
Puts
Pseudo strike
30.16
IV
89.0%
B/E move
12.2%

45Δ

Calls
Pseudo strike
33.87
IV
96.4%
B/E move
18.0%
Puts
Pseudo strike
31.26
IV
88.7%
B/E move
10.6%

50Δ

Calls
Pseudo strike
32.63
IV
97.7%
B/E move
15.5%
Puts
Pseudo strike
32.36
IV
88.5%
B/E move
9.0%

55Δ

Calls
Pseudo strike
31.42
IV
98.6%
B/E move
13.3%
Puts
Pseudo strike
33.49
IV
87.6%
B/E move
7.6%

60Δ

Calls
Pseudo strike
30.20
IV
99.5%
B/E move
11.2%
Puts
Pseudo strike
34.62
IV
86.6%
B/E move
6.3%

65Δ

Calls
Pseudo strike
28.95
IV
101.0%
B/E move
9.4%
Puts
Pseudo strike
35.76
IV
84.8%
B/E move
5.1%

70Δ

Calls
Pseudo strike
27.68
IV
102.6%
B/E move
7.7%
Puts
Pseudo strike
36.91
IV
82.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
26.53
IV
98.5%
B/E move
6.0%
Puts
Pseudo strike
38.31
IV
81.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
25.40
IV
93.3%
B/E move
4.2%
Puts
Pseudo strike
39.98
IV
82.0%
B/E move
2.1%