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Solaris Energy Infrastructure, Inc. SEI

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T16:19:18.688Z

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 · 2026-10-22T16:18:20.345749558Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:13:54.535681+00:00

Share price$59.34
1D-11.6%
$57$60$62$65$685:30 AM6:30 AM9:00 AM1:00 PMSEI
Sold putSold call

Solaris Energy Infrastructure, Inc. options

Live interpolated SEI call and put midpoint premiums by absolute delta.Solaris Energy Infrastructure, Inc.$0.90$7.40$13.89$20.39$26.89$37.72$49.45$61.18$72.91$84.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $59.34SEI PRICE$1.60$2.10$2.61$3.29$3.91$4.62$5.51$6.48$7.20$8.07$9.42$10.76$11.98$2.26$3.01$3.82$4.65$5.44$6.65$7.66$9.08$10.81$13.83$14.79$19.80$25.01
PutsExpensive1.11×
CallsExpensive1.12×
SkewBearish+6.80 pp
Implied moveBearish±$13.18
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.8197.1%33.8%48.51104.1%22.1%
25Δ74.1095.7%28.4%51.01103.1%19.1%
30Δ70.8093.6%23.7%53.34101.9%16.5%
35Δ68.5095.7%21.0%55.54100.0%14.2%
40Δ66.0694.9%17.9%57.6696.6%12.0%
45Δ63.7694.3%15.2%59.7498.1%10.5%
50Δ61.7796.8%13.4%61.7395.8%8.9%
55Δ59.7698.9%11.6%63.9396.3%7.6%
60Δ57.6694.9%9.3%66.3497.9%6.4%
65Δ55.7192.6%7.5%69.82105.8%5.6%
70Δ53.5994.7%6.2%71.5898.9%4.3%
75Δ51.5095.1%4.9%77.01110.0%3.6%
80Δ49.4891.9%3.6%82.74116.2%2.7%

20Δ

Calls
Pseudo strike
77.81
IV
97.1%
B/E move
33.8%
Puts
Pseudo strike
48.51
IV
104.1%
B/E move
22.1%

25Δ

Calls
Pseudo strike
74.10
IV
95.7%
B/E move
28.4%
Puts
Pseudo strike
51.01
IV
103.1%
B/E move
19.1%

30Δ

Calls
Pseudo strike
70.80
IV
93.6%
B/E move
23.7%
Puts
Pseudo strike
53.34
IV
101.9%
B/E move
16.5%

35Δ

Calls
Pseudo strike
68.50
IV
95.7%
B/E move
21.0%
Puts
Pseudo strike
55.54
IV
100.0%
B/E move
14.2%

40Δ

Calls
Pseudo strike
66.06
IV
94.9%
B/E move
17.9%
Puts
Pseudo strike
57.66
IV
96.6%
B/E move
12.0%

45Δ

Calls
Pseudo strike
63.76
IV
94.3%
B/E move
15.2%
Puts
Pseudo strike
59.74
IV
98.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
61.77
IV
96.8%
B/E move
13.4%
Puts
Pseudo strike
61.73
IV
95.8%
B/E move
8.9%

55Δ

Calls
Pseudo strike
59.76
IV
98.9%
B/E move
11.6%
Puts
Pseudo strike
63.93
IV
96.3%
B/E move
7.6%

60Δ

Calls
Pseudo strike
57.66
IV
94.9%
B/E move
9.3%
Puts
Pseudo strike
66.34
IV
97.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
55.71
IV
92.6%
B/E move
7.5%
Puts
Pseudo strike
69.82
IV
105.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
53.59
IV
94.7%
B/E move
6.2%
Puts
Pseudo strike
71.58
IV
98.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
51.50
IV
95.1%
B/E move
4.9%
Puts
Pseudo strike
77.01
IV
110.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
49.48
IV
91.9%
B/E move
3.6%
Puts
Pseudo strike
82.74
IV
116.2%
B/E move
2.7%

Options history

No recorded observations