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Solid Biosciences Inc. Common Stock SLDB

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Market datapartial · fetched 2026-11-12T15:08:07.207Z

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 · 2026-11-12T15:08:01.342680977Z

FundamentalsAlpha Vantage · unavailable

Share price$7.19
1D-5.6%
$7.14$7.26$7.39$7.51$7.635:30 AM6:30 AM9:00 AM1:00 PMSLDB
Sold putSold call

Solid Biosciences Inc. Common Stock options

Live interpolated SLDB call and put midpoint premiums by absolute delta.Solid Biosciences Inc. Common Stock$2.04$2.14$2.25$2.35$2.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESLDB PRICE$2.42$2.05$2.06$2.11$2.21$2.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.27769.9%55.2%
25Δ6.06679.9%44.2%
30Δ6.65593.9%36.9%
35Δ7.20523.8%30.5%
40Δ7.72477.9%25.5%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ6.50512.0%24.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
769.9%
B/E move
55.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.06
IV
679.9%
B/E move
44.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
593.9%
B/E move
36.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.20
IV
523.8%
B/E move
30.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.72
IV
477.9%
B/E move
25.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.50
IV
512.0%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend249.99%
Daily EOD
SLDB133.5%196.1%258.6%2026-10-19: 188.98%2026-10-20: 179.68%2026-10-21: 203.73%2026-10-22: 224.60%2026-10-23: 196.97%2026-10-26: 142.16%2026-10-27: 213.61%2026-10-28: 214.88%2026-10-29: 243.67%2026-10-30: 249.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
188.98%
179.68%
203.73%
224.60%
196.97%
142.16%
213.61%
214.88%
243.67%
249.99%