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Shoals Technologies Group, Inc. Class A Common Stock SHLS

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Market dataready · fetched 2026-11-12T00:46:23.455Z

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 · 2026-11-12T00:00:13.032783564Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:46:23.054260+00:00

Share price$8.68
1D+6.0%
AH$8.10$8.29$8.49$8.69$8.895:30 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$0.11$0.39$0.67$0.95$1.23$6.25$7.56$8.87$10.18$11.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHLS spot · $8.68SHLS PRICE$0.14$0.19$0.24$0.29$0.34$0.40$0.49$0.57$0.66$0.75$0.83$0.94$1.15$0.17$0.20$0.25$0.30$0.36$0.41$0.47$0.52$0.57$0.70$0.83$0.96$1.09
PutsCheap0.56×
CallsCheap0.55×
SkewBullish-13.33 pp
Implied moveBullish±$0.96
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.9694.0%16.3%7.57108.3%14.7%
25Δ9.7593.8%14.5%7.9690.9%10.5%
30Δ9.5593.7%12.7%8.1387.0%9.2%
35Δ9.3493.5%11.0%8.2884.6%8.2%
40Δ9.1493.4%9.2%8.4282.1%7.1%
45Δ8.9593.2%7.7%8.5779.7%6.1%
50Δ8.7893.0%6.8%8.7177.2%5.0%
55Δ8.6292.8%5.9%8.8574.8%4.0%
60Δ8.4692.6%5.0%9.0072.3%2.9%
65Δ8.2992.4%4.1%9.1671.3%2.5%
70Δ8.1392.2%3.2%9.3370.3%2.1%
75Δ7.9592.2%2.4%9.4969.4%1.7%
80Δ7.6992.9%1.9%9.6668.4%1.2%

20Δ

Calls
Pseudo strike
9.96
IV
94.0%
B/E move
16.3%
Puts
Pseudo strike
7.57
IV
108.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
9.75
IV
93.8%
B/E move
14.5%
Puts
Pseudo strike
7.96
IV
90.9%
B/E move
10.5%

30Δ

Calls
Pseudo strike
9.55
IV
93.7%
B/E move
12.7%
Puts
Pseudo strike
8.13
IV
87.0%
B/E move
9.2%

35Δ

Calls
Pseudo strike
9.34
IV
93.5%
B/E move
11.0%
Puts
Pseudo strike
8.28
IV
84.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
9.14
IV
93.4%
B/E move
9.2%
Puts
Pseudo strike
8.42
IV
82.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
8.95
IV
93.2%
B/E move
7.7%
Puts
Pseudo strike
8.57
IV
79.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
8.78
IV
93.0%
B/E move
6.8%
Puts
Pseudo strike
8.71
IV
77.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
8.62
IV
92.8%
B/E move
5.9%
Puts
Pseudo strike
8.85
IV
74.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
8.46
IV
92.6%
B/E move
5.0%
Puts
Pseudo strike
9.00
IV
72.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
8.29
IV
92.4%
B/E move
4.1%
Puts
Pseudo strike
9.16
IV
71.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
8.13
IV
92.2%
B/E move
3.2%
Puts
Pseudo strike
9.33
IV
70.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
7.95
IV
92.2%
B/E move
2.4%
Puts
Pseudo strike
9.49
IV
69.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.69
IV
92.9%
B/E move
1.9%
Puts
Pseudo strike
9.66
IV
68.4%
B/E move
1.2%

Options history

IV · four-Friday blend90.69%
Daily EOD
SHLS86.2%89.8%93.4%2026-10-19: 86.72%2026-10-20: 87.84%2026-10-21: 88.52%2026-10-22: 90.61%2026-10-23: 91.18%2026-10-26: 91.85%2026-10-27: 92.88%2026-10-28: 89.58%2026-10-29: 92.84%2026-10-30: 90.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
86.72%
87.84%
88.52%
90.61%
91.18%
91.85%
92.88%
89.58%
92.84%
90.69%