IntraAlpha
Create free account Start free

Slide Insurance Holdings, Inc. Common Stock SLDE

i

Market dataready · fetched 2026-11-07T03:13:31.073Z

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 · 2026-11-06T21:27:29.596517928Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:13:30.578484+00:00

Share price$25.58
1D-3.1%
AH$24.61$25.09$25.57$26.05$26.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLDE
Sold putSold callAH

Slide Insurance Holdings, Inc. Common Stock options

Live interpolated SLDE call and put midpoint premiums by absolute delta.Slide Insurance Holdings, Inc. Common Stock$0.17$1.40$2.63$3.87$5.10$20.16$22.86$25.55$28.25$30.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLDE spot · $25.58SLDE PRICE$0.42$0.55$0.68$0.81$0.94$1.07$1.20$1.33$1.46$1.68$1.92$2.16$2.40$0.30$0.34$0.38$0.45$0.92$1.40$1.88$2.36$2.83$3.31$3.79$4.27$4.74
PutsCheap0.65×
CallsCheap0.78×
SkewBullish-6.62 pp
Implied moveBearish±$3.08
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7881.1%18.1%23.2157.2%10.4%
25Δ29.2078.3%16.3%23.8249.7%8.2%
30Δ28.6175.4%14.5%24.4242.2%6.0%
35Δ28.0272.5%12.7%25.0235.2%3.9%
40Δ27.4469.7%10.9%25.5740.7%3.7%
45Δ26.8566.8%9.1%26.1146.2%3.4%
50Δ26.2663.9%7.3%26.6651.6%3.1%
55Δ25.6761.1%5.6%27.2157.1%2.9%
60Δ25.0958.2%3.8%27.7562.6%2.6%
65Δ24.6955.6%3.1%28.3068.1%2.3%
70Δ24.3453.0%2.6%28.8473.6%2.1%
75Δ23.9850.4%2.2%29.3979.0%1.8%
80Δ23.6247.8%1.7%29.9384.5%1.5%

20Δ

Calls
Pseudo strike
29.78
IV
81.1%
B/E move
18.1%
Puts
Pseudo strike
23.21
IV
57.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
29.20
IV
78.3%
B/E move
16.3%
Puts
Pseudo strike
23.82
IV
49.7%
B/E move
8.2%

30Δ

Calls
Pseudo strike
28.61
IV
75.4%
B/E move
14.5%
Puts
Pseudo strike
24.42
IV
42.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
28.02
IV
72.5%
B/E move
12.7%
Puts
Pseudo strike
25.02
IV
35.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
27.44
IV
69.7%
B/E move
10.9%
Puts
Pseudo strike
25.57
IV
40.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
26.85
IV
66.8%
B/E move
9.1%
Puts
Pseudo strike
26.11
IV
46.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.26
IV
63.9%
B/E move
7.3%
Puts
Pseudo strike
26.66
IV
51.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
25.67
IV
61.1%
B/E move
5.6%
Puts
Pseudo strike
27.21
IV
57.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
25.09
IV
58.2%
B/E move
3.8%
Puts
Pseudo strike
27.75
IV
62.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
24.69
IV
55.6%
B/E move
3.1%
Puts
Pseudo strike
28.30
IV
68.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
24.34
IV
53.0%
B/E move
2.6%
Puts
Pseudo strike
28.84
IV
73.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
23.98
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
29.39
IV
79.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.62
IV
47.8%
B/E move
1.7%
Puts
Pseudo strike
29.93
IV
84.5%
B/E move
1.5%

Options history

IV · four-Friday blend46.49%
Daily close
SLDE36.2%52.7%69.1%2026-08-11: 58.19%2026-08-19: 52.54%2026-08-20: 66.86%2026-08-21: 39.07%2026-08-26: 39.73%2026-09-11: 42.16%2026-09-18: 38.46%2026-09-21: 42.73%2026-09-22: 39.81%2026-09-23: 42.28%2026-09-24: 40.79%2026-09-25: 44.20%2026-09-28: 42.67%2026-09-30: 40.86%2026-10-01: 44.59%2026-10-02: 41.91%2026-10-08: 47.82%2026-10-09: 46.49%Aug 11Sep 22Oct 9
18 observations2026-08-11 — 2026-10-09
Table
DateIV (%)
58.19%
52.54%
66.86%
39.07%
39.73%
42.16%
38.46%
42.73%
39.81%
42.28%
40.79%
44.20%
42.67%
40.86%
44.59%
41.91%
47.82%
46.49%