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Slide Insurance Holdings, Inc. Common Stock SLDE

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Market dataready · fetched 2026-11-08T00:40:35.146Z

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 2026-11-08T00:40:34.433806+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$3.86$5.09$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$2.41$0.30$0.34$0.38$0.44$0.92$1.40$1.87$2.35$2.83$3.30$3.78$4.26$4.74
PutsCheap0.65×
CallsCheap0.78×
SkewBullish-7.03 pp
Implied moveBearish±$3.07
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7884.0%18.1%23.2159.2%10.4%
25Δ29.2081.0%16.3%23.8251.5%8.2%
30Δ28.6178.1%14.5%24.4243.7%6.0%
35Δ28.0275.1%12.7%25.0236.4%3.9%
40Δ27.4372.2%10.9%25.5642.1%3.7%
45Δ26.8469.3%9.1%26.1147.7%3.4%
50Δ26.2666.3%7.3%26.6553.4%3.1%
55Δ25.6763.4%5.5%27.2059.1%2.9%
60Δ25.0860.4%3.7%27.7464.7%2.6%
65Δ24.6957.8%3.1%28.2970.4%2.3%
70Δ24.3355.1%2.6%28.8476.1%2.1%
75Δ23.9752.5%2.2%29.3881.8%1.8%
80Δ23.6149.8%1.7%29.9387.4%1.5%

20Δ

Calls
Pseudo strike
29.78
IV
84.0%
B/E move
18.1%
Puts
Pseudo strike
23.21
IV
59.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
29.20
IV
81.0%
B/E move
16.3%
Puts
Pseudo strike
23.82
IV
51.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
28.61
IV
78.1%
B/E move
14.5%
Puts
Pseudo strike
24.42
IV
43.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
28.02
IV
75.1%
B/E move
12.7%
Puts
Pseudo strike
25.02
IV
36.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
27.43
IV
72.2%
B/E move
10.9%
Puts
Pseudo strike
25.56
IV
42.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
26.84
IV
69.3%
B/E move
9.1%
Puts
Pseudo strike
26.11
IV
47.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.26
IV
66.3%
B/E move
7.3%
Puts
Pseudo strike
26.65
IV
53.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
25.67
IV
63.4%
B/E move
5.5%
Puts
Pseudo strike
27.20
IV
59.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
25.08
IV
60.4%
B/E move
3.7%
Puts
Pseudo strike
27.74
IV
64.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
24.69
IV
57.8%
B/E move
3.1%
Puts
Pseudo strike
28.29
IV
70.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
24.33
IV
55.1%
B/E move
2.6%
Puts
Pseudo strike
28.84
IV
76.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
23.97
IV
52.5%
B/E move
2.2%
Puts
Pseudo strike
29.38
IV
81.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.61
IV
49.8%
B/E move
1.7%
Puts
Pseudo strike
29.93
IV
87.4%
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%