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Solaris Energy Infrastructure, Inc. SEI

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Market datapartial · fetched 2026-10-23T02:21:41.464Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:28:59.302129815Z

FundamentalsAlpha Vantage · unavailable

Share price$58.65
1D-11.3%
AH$57$60$62$65$685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEI
Sold putSold callAH

Solaris Energy Infrastructure, Inc. options

Live interpolated SEI call and put midpoint premiums by absolute delta.Solaris Energy Infrastructure, Inc.$1.04$6.24$11.45$16.66$21.86$37.00$48.93$60.86$72.79$84.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $58.65SEI PRICE$1.60$2.12$2.78$3.48$4.16$4.86$5.60$6.39$7.35$8.57$10.19$11.12$13.88$2.43$3.12$3.94$4.88$6.05$7.08$8.19$9.66$11.18$12.65$14.92$16.90$20.36
PutsExpensive1.12×
CallsExpensive1.19×
SkewBearish+1.69 pp
Implied moveBearish±$13.79
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.1798.1%34.3%47.40112.2%23.3%
25Δ73.5797.5%29.1%50.20107.6%19.7%
30Δ71.20101.3%26.1%52.60105.9%17.0%
35Δ68.76103.9%23.2%54.83105.3%14.8%
40Δ66.11103.2%19.8%57.05106.6%13.1%
45Δ63.57101.7%16.7%59.19104.4%11.1%
50Δ61.25100.2%14.0%61.33102.2%9.4%
55Δ59.0698.5%11.6%63.63102.4%8.0%
60Δ56.9898.5%9.7%65.92101.7%6.7%
65Δ54.89101.1%8.2%68.1799.2%5.3%
70Δ52.58106.4%7.0%71.04100.3%4.3%
75Δ50.60100.7%5.2%73.6697.9%3.2%
80Δ47.37112.6%4.4%77.63100.1%2.4%

20Δ

Calls
Pseudo strike
77.17
IV
98.1%
B/E move
34.3%
Puts
Pseudo strike
47.40
IV
112.2%
B/E move
23.3%

25Δ

Calls
Pseudo strike
73.57
IV
97.5%
B/E move
29.1%
Puts
Pseudo strike
50.20
IV
107.6%
B/E move
19.7%

30Δ

Calls
Pseudo strike
71.20
IV
101.3%
B/E move
26.1%
Puts
Pseudo strike
52.60
IV
105.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
68.76
IV
103.9%
B/E move
23.2%
Puts
Pseudo strike
54.83
IV
105.3%
B/E move
14.8%

40Δ

Calls
Pseudo strike
66.11
IV
103.2%
B/E move
19.8%
Puts
Pseudo strike
57.05
IV
106.6%
B/E move
13.1%

45Δ

Calls
Pseudo strike
63.57
IV
101.7%
B/E move
16.7%
Puts
Pseudo strike
59.19
IV
104.4%
B/E move
11.1%

50Δ

Calls
Pseudo strike
61.25
IV
100.2%
B/E move
14.0%
Puts
Pseudo strike
61.33
IV
102.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
59.06
IV
98.5%
B/E move
11.6%
Puts
Pseudo strike
63.63
IV
102.4%
B/E move
8.0%

60Δ

Calls
Pseudo strike
56.98
IV
98.5%
B/E move
9.7%
Puts
Pseudo strike
65.92
IV
101.7%
B/E move
6.7%

65Δ

Calls
Pseudo strike
54.89
IV
101.1%
B/E move
8.2%
Puts
Pseudo strike
68.17
IV
99.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
52.58
IV
106.4%
B/E move
7.0%
Puts
Pseudo strike
71.04
IV
100.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
50.60
IV
100.7%
B/E move
5.2%
Puts
Pseudo strike
73.66
IV
97.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
47.37
IV
112.6%
B/E move
4.4%
Puts
Pseudo strike
77.63
IV
100.1%
B/E move
2.4%

Options history

No recorded observations