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Solid Biosciences LLC SLDB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T03:14:07.865Z

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 · 2026-10-22T22:14:15.423493184Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:14:06.427741+00:00

Share price$6.07
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 LLC options

Live interpolated SLDB call and put midpoint premiums by absolute delta.Solid Biosciences LLC$0.79$2.01$3.23$4.46$5.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESLDB PRICE$1.12$1.95$2.48$2.55$2.72$2.40$2.03$1.66$1.29$0.92$2.45$2.45$2.45$2.45$2.65$3.54$4.43$5.33
PutsExpensive2.41×
CallsExpensive3.14×
SkewBullish-52.45 pp
Implied move——
TiltBearish51.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.03510.3%56.8%
25Δ5.26420.6%46.9%
30Δ5.49330.8%36.9%
35Δ5.72241.1%27.0%
40Δ5.95151.3%17.1%
45Δ7.15259.9%22.6%
50Δ7.37234.9%18.9%
55Δ7.60209.9%15.2%
60Δ6.15168.3%19.8%7.83184.8%11.4%
65Δ6.68324.3%42.2%8.22166.8%8.2%
70Δ6.43392.1%46.8%9.20172.7%6.8%
75Δ5.01327.8%24.5%10.17178.5%5.4%
80Δ4.31298.2%15.9%11.15184.4%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.03
IV
510.3%
B/E move
56.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.26
IV
420.6%
B/E move
46.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
330.8%
B/E move
36.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
241.1%
B/E move
27.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
151.3%
B/E move
17.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.15
IV
259.9%
B/E move
22.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
234.9%
B/E move
18.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
209.9%
B/E move
15.2%

60Δ

Calls
Pseudo strike
6.15
IV
168.3%
B/E move
19.8%
Puts
Pseudo strike
7.83
IV
184.8%
B/E move
11.4%

65Δ

Calls
Pseudo strike
6.68
IV
324.3%
B/E move
42.2%
Puts
Pseudo strike
8.22
IV
166.8%
B/E move
8.2%

70Δ

Calls
Pseudo strike
6.43
IV
392.1%
B/E move
46.8%
Puts
Pseudo strike
9.20
IV
172.7%
B/E move
6.8%

75Δ

Calls
Pseudo strike
5.01
IV
327.8%
B/E move
24.5%
Puts
Pseudo strike
10.17
IV
178.5%
B/E move
5.4%

80Δ

Calls
Pseudo strike
4.31
IV
298.2%
B/E move
15.9%
Puts
Pseudo strike
11.15
IV
184.4%
B/E move
4.0%

Options history

No recorded observations