IntraAlpha
Create free account Start free

Solid Biosciences Inc. Common Stock SLDB

i

Market datapartial · fetched 2026-10-22T20:15:13.070Z

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 · 2026-10-22T20:00:01.060010776Z

FundamentalsAlpha Vantage · unavailable

Share price$6.19
1D-3.0%
AH$6.07$6.18$6.30$6.41$6.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLDB
Sold putSold callAH

Solid Biosciences Inc. Common Stock options

Live interpolated SLDB call and put midpoint premiums by absolute delta.Solid Biosciences Inc. Common Stock$1.03$2.19$3.35$4.52$5.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESLDB PRICE$1.84$2.48$2.55$2.70$2.36$1.96$1.55$1.15$2.21$2.45$2.45$2.45$2.45$3.35$4.32$5.28$5.34
PutsExpensive2.50×
CallsExpensive3.30×
SkewBullish-59.82 pp
Implied move——
TiltBearish59.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.06501.8%56.4%
25Δ5.31405.4%45.9%
30Δ5.56309.1%35.3%
35Δ5.81212.7%24.8%
40Δ6.85261.4%25.1%
45Δ7.24257.1%22.6%
50Δ7.49230.6%18.6%
55Δ7.74204.2%14.6%
60Δ7.98177.8%10.6%
65Δ6.61291.0%36.6%8.99184.6%8.9%
70Δ6.42376.2%43.8%10.05193.6%7.4%
75Δ5.09315.3%23.4%11.11202.7%5.9%
80Δ4.42281.8%14.9%11.28190.4%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
501.8%
B/E move
56.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
405.4%
B/E move
45.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
309.1%
B/E move
35.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.81
IV
212.7%
B/E move
24.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.85
IV
261.4%
B/E move
25.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
257.1%
B/E move
22.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.49
IV
230.6%
B/E move
18.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.74
IV
204.2%
B/E move
14.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.98
IV
177.8%
B/E move
10.6%

65Δ

Calls
Pseudo strike
6.61
IV
291.0%
B/E move
36.6%
Puts
Pseudo strike
8.99
IV
184.6%
B/E move
8.9%

70Δ

Calls
Pseudo strike
6.42
IV
376.2%
B/E move
43.8%
Puts
Pseudo strike
10.05
IV
193.6%
B/E move
7.4%

75Δ

Calls
Pseudo strike
5.09
IV
315.3%
B/E move
23.4%
Puts
Pseudo strike
11.11
IV
202.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
4.42
IV
281.8%
B/E move
14.9%
Puts
Pseudo strike
11.28
IV
190.4%
B/E move
4.1%

Options history

No recorded observations