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Solaris Energy Infrastructure, Inc. SEI

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T16:38:13.239Z

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 · 2026-10-22T16:37:41.299249751Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:38:11.241438+00:00

Share price$58.81
1D-12.4%
$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.$0.99$6.62$12.26$17.89$23.53$37.75$49.47$61.19$72.92$84.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $58.80SEI PRICE$1.60$2.11$2.67$3.32$3.89$4.63$5.49$6.37$7.21$8.11$9.67$11.05$12.61$2.22$2.98$3.82$4.61$5.36$6.64$7.77$9.07$10.70$12.37$14.20$17.35$21.90
PutsExpensive1.08×
CallsExpensive1.14×
SkewBearish+2.50 pp
Implied moveBearish±$13.27
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.3697.4%34.3%48.26103.1%21.7%
25Δ73.8497.0%29.2%50.70102.8%18.9%
30Δ70.8196.6%25.0%52.96102.6%16.4%
35Δ68.3197.8%21.8%55.18100.0%14.0%
40Δ65.6295.0%18.2%57.2596.0%11.8%
45Δ63.4295.5%15.7%59.3698.3%10.3%
50Δ61.3897.1%13.7%61.3997.5%8.8%
55Δ59.3397.5%11.7%63.5396.8%7.4%
60Δ57.2795.8%9.6%65.8697.6%6.2%
65Δ55.3093.9%7.8%68.2297.1%5.0%
70Δ53.0898.8%6.7%70.7096.0%3.9%
75Δ50.9199.1%5.4%74.3799.7%3.0%
80Δ48.5998.8%4.1%79.38105.4%2.3%

20Δ

Calls
Pseudo strike
77.36
IV
97.4%
B/E move
34.3%
Puts
Pseudo strike
48.26
IV
103.1%
B/E move
21.7%

25Δ

Calls
Pseudo strike
73.84
IV
97.0%
B/E move
29.2%
Puts
Pseudo strike
50.70
IV
102.8%
B/E move
18.9%

30Δ

Calls
Pseudo strike
70.81
IV
96.6%
B/E move
25.0%
Puts
Pseudo strike
52.96
IV
102.6%
B/E move
16.4%

35Δ

Calls
Pseudo strike
68.31
IV
97.8%
B/E move
21.8%
Puts
Pseudo strike
55.18
IV
100.0%
B/E move
14.0%

40Δ

Calls
Pseudo strike
65.62
IV
95.0%
B/E move
18.2%
Puts
Pseudo strike
57.25
IV
96.0%
B/E move
11.8%

45Δ

Calls
Pseudo strike
63.42
IV
95.5%
B/E move
15.7%
Puts
Pseudo strike
59.36
IV
98.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
61.38
IV
97.1%
B/E move
13.7%
Puts
Pseudo strike
61.39
IV
97.5%
B/E move
8.8%

55Δ

Calls
Pseudo strike
59.33
IV
97.5%
B/E move
11.7%
Puts
Pseudo strike
63.53
IV
96.8%
B/E move
7.4%

60Δ

Calls
Pseudo strike
57.27
IV
95.8%
B/E move
9.6%
Puts
Pseudo strike
65.86
IV
97.6%
B/E move
6.2%

65Δ

Calls
Pseudo strike
55.30
IV
93.9%
B/E move
7.8%
Puts
Pseudo strike
68.22
IV
97.1%
B/E move
5.0%

70Δ

Calls
Pseudo strike
53.08
IV
98.8%
B/E move
6.7%
Puts
Pseudo strike
70.70
IV
96.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
50.91
IV
99.1%
B/E move
5.4%
Puts
Pseudo strike
74.37
IV
99.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
48.59
IV
98.8%
B/E move
4.1%
Puts
Pseudo strike
79.38
IV
105.4%
B/E move
2.3%

Options history

No recorded observations