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Solaris Energy Infrastructure, Inc. SEI

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Market datapartial · fetched 2026-10-22T20:33:05.634Z

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 · 2026-10-22T20:10:00.002539004Z

FundamentalsAlpha Vantage · unavailable

Share price$58.61
1D-12.9%
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$6.18$11.32$16.47$21.61$36.95$48.90$60.84$72.78$84.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $58.61SEI PRICE$1.60$2.12$2.78$3.49$4.16$4.86$5.61$6.41$7.37$8.61$10.23$11.15$13.91$2.43$3.11$3.93$4.87$6.03$7.06$8.16$9.61$11.14$12.55$14.84$16.79$20.12
PutsExpensive1.11×
CallsExpensive1.21×
SkewBearish+1.02 pp
Implied moveBearish±$13.77
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.1698.3%34.4%47.38111.9%23.3%
25Δ73.5697.7%29.1%50.18107.4%19.7%
30Δ71.19101.5%26.2%52.57105.7%17.0%
35Δ68.75104.1%23.3%54.80105.1%14.8%
40Δ66.09103.5%19.9%57.00106.3%13.0%
45Δ63.55102.0%16.7%59.15104.2%11.1%
50Δ61.23100.4%14.0%61.27102.0%9.4%
55Δ59.0398.8%11.6%63.56102.0%8.0%
60Δ56.9498.9%9.7%65.85101.5%6.7%
65Δ54.85101.6%8.3%68.0598.7%5.3%
70Δ52.52107.0%7.1%70.9399.9%4.3%
75Δ50.54101.1%5.3%73.5297.5%3.2%
80Δ47.30113.1%4.4%77.3699.2%2.3%

20Δ

Calls
Pseudo strike
77.16
IV
98.3%
B/E move
34.4%
Puts
Pseudo strike
47.38
IV
111.9%
B/E move
23.3%

25Δ

Calls
Pseudo strike
73.56
IV
97.7%
B/E move
29.1%
Puts
Pseudo strike
50.18
IV
107.4%
B/E move
19.7%

30Δ

Calls
Pseudo strike
71.19
IV
101.5%
B/E move
26.2%
Puts
Pseudo strike
52.57
IV
105.7%
B/E move
17.0%

35Δ

Calls
Pseudo strike
68.75
IV
104.1%
B/E move
23.3%
Puts
Pseudo strike
54.80
IV
105.1%
B/E move
14.8%

40Δ

Calls
Pseudo strike
66.09
IV
103.5%
B/E move
19.9%
Puts
Pseudo strike
57.00
IV
106.3%
B/E move
13.0%

45Δ

Calls
Pseudo strike
63.55
IV
102.0%
B/E move
16.7%
Puts
Pseudo strike
59.15
IV
104.2%
B/E move
11.1%

50Δ

Calls
Pseudo strike
61.23
IV
100.4%
B/E move
14.0%
Puts
Pseudo strike
61.27
IV
102.0%
B/E move
9.4%

55Δ

Calls
Pseudo strike
59.03
IV
98.8%
B/E move
11.6%
Puts
Pseudo strike
63.56
IV
102.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
56.94
IV
98.9%
B/E move
9.7%
Puts
Pseudo strike
65.85
IV
101.5%
B/E move
6.7%

65Δ

Calls
Pseudo strike
54.85
IV
101.6%
B/E move
8.3%
Puts
Pseudo strike
68.05
IV
98.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
52.52
IV
107.0%
B/E move
7.1%
Puts
Pseudo strike
70.93
IV
99.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
50.54
IV
101.1%
B/E move
5.3%
Puts
Pseudo strike
73.52
IV
97.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
47.30
IV
113.1%
B/E move
4.4%
Puts
Pseudo strike
77.36
IV
99.2%
B/E move
2.3%

Options history

No recorded observations