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Shoals Technologies Group, Inc. Class A Common Stock SHLS

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Market datapartial · fetched 2026-10-22T23:19:33.251Z

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 · 2026-10-22T22:50:25.121048905Z

FundamentalsAlpha Vantage · unavailable

Share price$7.65
1D+1.3%
AH$7.44$7.57$7.70$7.83$7.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHLS
Sold putSold callAH

Shoals Technologies Group, Inc. Class A Common Stock options

Live interpolated SHLS call and put midpoint premiums by absolute delta.Shoals Technologies Group, Inc. Class A Common Stock$0.14$0.94$1.75$2.55$3.36$4.82$6.23$7.63$9.04$10.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHLS spot · $7.65SHLS PRICE$0.23$0.29$0.37$0.46$0.56$0.66$0.77$0.90$1.04$1.18$1.33$1.48$1.64$0.30$0.41$0.52$0.65$0.79$0.93$1.08$1.31$1.54$1.76$2.18$2.60$3.13
PutsExpensive1.27×
CallsExpensive1.28×
SkewBearish+1.63 pp
Implied moveBearish±$1.85
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.45108.9%39.6%6.23105.1%22.6%
25Δ9.78103.6%31.7%6.54105.6%19.9%
30Δ9.38104.1%27.5%6.85106.0%17.3%
35Δ8.98104.6%23.4%7.15105.8%15.0%
40Δ8.66105.1%20.5%7.43104.9%13.2%
45Δ8.34105.6%17.7%7.72104.0%11.3%
50Δ8.03106.1%14.9%8.01103.2%9.5%
55Δ7.73106.2%12.9%8.33103.7%8.2%
60Δ7.44106.4%10.9%8.66104.3%6.9%
65Δ7.15106.6%8.9%8.99104.9%5.6%
70Δ6.87104.6%7.1%9.48108.2%4.6%
75Δ6.60100.5%5.6%9.98111.7%3.6%
80Δ6.3396.3%4.1%10.57112.2%2.7%

20Δ

Calls
Pseudo strike
10.45
IV
108.9%
B/E move
39.6%
Puts
Pseudo strike
6.23
IV
105.1%
B/E move
22.6%

25Δ

Calls
Pseudo strike
9.78
IV
103.6%
B/E move
31.7%
Puts
Pseudo strike
6.54
IV
105.6%
B/E move
19.9%

30Δ

Calls
Pseudo strike
9.38
IV
104.1%
B/E move
27.5%
Puts
Pseudo strike
6.85
IV
106.0%
B/E move
17.3%

35Δ

Calls
Pseudo strike
8.98
IV
104.6%
B/E move
23.4%
Puts
Pseudo strike
7.15
IV
105.8%
B/E move
15.0%

40Δ

Calls
Pseudo strike
8.66
IV
105.1%
B/E move
20.5%
Puts
Pseudo strike
7.43
IV
104.9%
B/E move
13.2%

45Δ

Calls
Pseudo strike
8.34
IV
105.6%
B/E move
17.7%
Puts
Pseudo strike
7.72
IV
104.0%
B/E move
11.3%

50Δ

Calls
Pseudo strike
8.03
IV
106.1%
B/E move
14.9%
Puts
Pseudo strike
8.01
IV
103.2%
B/E move
9.5%

55Δ

Calls
Pseudo strike
7.73
IV
106.2%
B/E move
12.9%
Puts
Pseudo strike
8.33
IV
103.7%
B/E move
8.2%

60Δ

Calls
Pseudo strike
7.44
IV
106.4%
B/E move
10.9%
Puts
Pseudo strike
8.66
IV
104.3%
B/E move
6.9%

65Δ

Calls
Pseudo strike
7.15
IV
106.6%
B/E move
8.9%
Puts
Pseudo strike
8.99
IV
104.9%
B/E move
5.6%

70Δ

Calls
Pseudo strike
6.87
IV
104.6%
B/E move
7.1%
Puts
Pseudo strike
9.48
IV
108.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.60
IV
100.5%
B/E move
5.6%
Puts
Pseudo strike
9.98
IV
111.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
6.33
IV
96.3%
B/E move
4.1%
Puts
Pseudo strike
10.57
IV
112.2%
B/E move
2.7%

Options history

No recorded observations