IntraAlpha
Create free account Start free

Shoals Technologies Group Inc SHLS

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-22T21:08:26.387Z

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 · 2026-10-22T20:00:01.926515053Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:03:34.237711+00:00

Share price$7.73
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 options

Live interpolated SHLS call and put midpoint premiums by absolute delta.Shoals Technologies Group Inc$0.13$1.05$1.96$2.88$3.80$4.74$6.17$7.59$9.02$10.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHLS spot · $7.73SHLS PRICE$0.23$0.29$0.37$0.45$0.55$0.65$0.75$0.87$1.00$1.14$1.27$1.40$1.54$0.32$0.43$0.54$0.68$0.83$0.98$1.17$1.41$1.65$2.00$2.45$2.97$3.54
PutsExpensive1.34×
CallsExpensive1.21×
SkewBearish+12.56 pp
Implied moveBearish±$1.92
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.49106.6%38.6%6.27107.8%23.0%
25Δ9.80100.7%30.6%6.59108.6%20.3%
30Δ9.41100.9%26.5%6.91109.3%17.6%
35Δ9.01101.0%22.4%7.22109.1%15.5%
40Δ8.70101.1%19.6%7.52108.6%13.5%
45Δ8.39101.2%16.9%7.82108.0%11.6%
50Δ8.08101.4%14.2%8.13108.2%9.9%
55Δ7.80101.0%12.1%8.48109.4%8.5%
60Δ7.52100.5%10.2%8.83110.6%7.2%
65Δ7.24100.0%8.4%9.26113.6%6.0%
70Δ6.9798.8%6.6%9.79118.3%5.0%
75Δ6.7492.9%5.3%10.40121.6%3.9%
80Δ6.5087.1%4.0%11.05123.4%2.9%

20Δ

Calls
Pseudo strike
10.49
IV
106.6%
B/E move
38.6%
Puts
Pseudo strike
6.27
IV
107.8%
B/E move
23.0%

25Δ

Calls
Pseudo strike
9.80
IV
100.7%
B/E move
30.6%
Puts
Pseudo strike
6.59
IV
108.6%
B/E move
20.3%

30Δ

Calls
Pseudo strike
9.41
IV
100.9%
B/E move
26.5%
Puts
Pseudo strike
6.91
IV
109.3%
B/E move
17.6%

35Δ

Calls
Pseudo strike
9.01
IV
101.0%
B/E move
22.4%
Puts
Pseudo strike
7.22
IV
109.1%
B/E move
15.5%

40Δ

Calls
Pseudo strike
8.70
IV
101.1%
B/E move
19.6%
Puts
Pseudo strike
7.52
IV
108.6%
B/E move
13.5%

45Δ

Calls
Pseudo strike
8.39
IV
101.2%
B/E move
16.9%
Puts
Pseudo strike
7.82
IV
108.0%
B/E move
11.6%

50Δ

Calls
Pseudo strike
8.08
IV
101.4%
B/E move
14.2%
Puts
Pseudo strike
8.13
IV
108.2%
B/E move
9.9%

55Δ

Calls
Pseudo strike
7.80
IV
101.0%
B/E move
12.1%
Puts
Pseudo strike
8.48
IV
109.4%
B/E move
8.5%

60Δ

Calls
Pseudo strike
7.52
IV
100.5%
B/E move
10.2%
Puts
Pseudo strike
8.83
IV
110.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.24
IV
100.0%
B/E move
8.4%
Puts
Pseudo strike
9.26
IV
113.6%
B/E move
6.0%

70Δ

Calls
Pseudo strike
6.97
IV
98.8%
B/E move
6.6%
Puts
Pseudo strike
9.79
IV
118.3%
B/E move
5.0%

75Δ

Calls
Pseudo strike
6.74
IV
92.9%
B/E move
5.3%
Puts
Pseudo strike
10.40
IV
121.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
6.50
IV
87.1%
B/E move
4.0%
Puts
Pseudo strike
11.05
IV
123.4%
B/E move
2.9%

Options history

No recorded observations