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Solaris Energy Infrastructure, Inc. SEI

i

Market dataready · fetched 2026-11-13T18:12:01.054Z

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: 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 · 2026-11-13T18:11:55.999822745Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:12:00.472892+00:00

Share price$62.51
1D-3.6%
$61$63$64$65$675:30 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.$0.65$2.56$4.46$6.37$8.27$51.86$57.76$63.65$69.55$75.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $62.51SEI PRICE$0.86$1.15$1.44$1.81$2.17$2.62$3.08$3.60$4.20$4.81$5.63$6.45$7.22$1.01$1.32$1.68$2.04$2.47$2.91$3.39$3.92$4.44$5.20$5.97$6.82$7.72
PutsCheap0.94×
CallsCheap0.79×
SkewBullish-5.99 pp
Implied moveBearish±$6.47
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.4694.2%14.1%56.2997.1%11.6%
25Δ68.9493.9%12.1%57.7295.1%9.8%
30Δ67.5393.6%10.3%58.8793.9%8.5%
35Δ66.3894.1%9.1%60.0392.8%7.2%
40Δ65.2494.5%7.8%61.0491.9%6.3%
45Δ64.1795.2%6.8%62.0591.1%5.4%
50Δ63.1295.9%5.9%63.0490.0%4.6%
55Δ62.0696.6%5.0%64.0188.7%3.9%
60Δ60.9997.4%4.3%64.9887.5%3.1%
65Δ59.9198.2%3.5%66.0787.4%2.6%
70Δ58.7099.5%2.9%67.1787.3%2.1%
75Δ57.50100.7%2.3%68.3285.9%1.6%
80Δ56.3696.5%1.7%69.5083.9%1.2%

20Δ

Calls
Pseudo strike
70.46
IV
94.2%
B/E move
14.1%
Puts
Pseudo strike
56.29
IV
97.1%
B/E move
11.6%

25Δ

Calls
Pseudo strike
68.94
IV
93.9%
B/E move
12.1%
Puts
Pseudo strike
57.72
IV
95.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
67.53
IV
93.6%
B/E move
10.3%
Puts
Pseudo strike
58.87
IV
93.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
66.38
IV
94.1%
B/E move
9.1%
Puts
Pseudo strike
60.03
IV
92.8%
B/E move
7.2%

40Δ

Calls
Pseudo strike
65.24
IV
94.5%
B/E move
7.8%
Puts
Pseudo strike
61.04
IV
91.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
64.17
IV
95.2%
B/E move
6.8%
Puts
Pseudo strike
62.05
IV
91.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
63.12
IV
95.9%
B/E move
5.9%
Puts
Pseudo strike
63.04
IV
90.0%
B/E move
4.6%

55Δ

Calls
Pseudo strike
62.06
IV
96.6%
B/E move
5.0%
Puts
Pseudo strike
64.01
IV
88.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
60.99
IV
97.4%
B/E move
4.3%
Puts
Pseudo strike
64.98
IV
87.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
59.91
IV
98.2%
B/E move
3.5%
Puts
Pseudo strike
66.07
IV
87.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
58.70
IV
99.5%
B/E move
2.9%
Puts
Pseudo strike
67.17
IV
87.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
57.50
IV
100.7%
B/E move
2.3%
Puts
Pseudo strike
68.32
IV
85.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.36
IV
96.5%
B/E move
1.7%
Puts
Pseudo strike
69.50
IV
83.9%
B/E move
1.2%

Options history

IV · four-Friday blend90.69%
Daily EOD
SEI80.3%85.9%91.5%2026-10-19: 81.66%2026-10-20: 81.56%2026-10-21: 81.11%2026-10-22: 86.90%2026-10-23: 88.73%2026-10-26: 90.39%2026-10-27: 89.60%2026-10-28: 88.96%2026-10-29: 85.87%2026-10-30: 90.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.66%
81.56%
81.11%
86.90%
88.73%
90.39%
89.60%
88.96%
85.87%
90.69%