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Slide Insurance Holdings, Inc. Common Stock SLDE

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-15T20:35:54.054Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:30.554986216Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:53.364878+00:00

Share price$26.61
1D+3.9%
AH$25.52$25.81$26.11$26.40$26.695:30 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$0.35$1.85$3.36$4.87$6.38$21.82$24.37$26.92$29.47$32.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $26.61OPTION PRICELive SLDE spot · $26.61SLDE PRICE$0.69$1.13$1.57$2.01$2.44$2.88$3.32$3.75$4.19$4.63$5.07$5.50$5.94$0.66$0.51$0.75$1.10$1.45$1.81$2.16$2.51$2.86$3.22$3.57$3.92$5.22
PutsExpensive8.74×
CallsExpensive4.23×
SkewBullish-44.79 pp
Implied moveBullish±$5.48
TiltBullish18.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.26225.3%12.6%22.22445.1%18.9%
25Δ28.61241.3%11.8%24.49250.8%9.9%
30Δ27.96257.3%11.0%25.39214.1%7.4%
35Δ27.30273.3%10.1%25.90223.9%6.8%
40Δ26.65289.2%9.3%26.41233.6%6.2%
45Δ26.00305.2%8.5%26.91243.4%5.6%
50Δ25.35321.2%7.7%27.42253.2%5.1%
55Δ24.69337.2%6.9%27.93262.9%4.5%
60Δ24.04353.2%6.1%28.44272.7%3.9%
65Δ23.39369.2%5.3%28.94282.5%3.3%
70Δ22.74385.2%4.5%29.45292.2%2.7%
75Δ22.08401.1%3.7%29.96302.0%2.2%
80Δ21.43417.1%2.9%31.38317.0%1.7%

20Δ

Calls
Pseudo strike
29.26
IV
225.3%
B/E move
12.6%
Puts
Pseudo strike
22.22
IV
445.1%
B/E move
18.9%

25Δ

Calls
Pseudo strike
28.61
IV
241.3%
B/E move
11.8%
Puts
Pseudo strike
24.49
IV
250.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
27.96
IV
257.3%
B/E move
11.0%
Puts
Pseudo strike
25.39
IV
214.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
27.30
IV
273.3%
B/E move
10.1%
Puts
Pseudo strike
25.90
IV
223.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
26.65
IV
289.2%
B/E move
9.3%
Puts
Pseudo strike
26.41
IV
233.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
26.00
IV
305.2%
B/E move
8.5%
Puts
Pseudo strike
26.91
IV
243.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
25.35
IV
321.2%
B/E move
7.7%
Puts
Pseudo strike
27.42
IV
253.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
24.69
IV
337.2%
B/E move
6.9%
Puts
Pseudo strike
27.93
IV
262.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
24.04
IV
353.2%
B/E move
6.1%
Puts
Pseudo strike
28.44
IV
272.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
23.39
IV
369.2%
B/E move
5.3%
Puts
Pseudo strike
28.94
IV
282.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
22.74
IV
385.2%
B/E move
4.5%
Puts
Pseudo strike
29.45
IV
292.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
22.08
IV
401.1%
B/E move
3.7%
Puts
Pseudo strike
29.96
IV
302.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
21.43
IV
417.1%
B/E move
2.9%
Puts
Pseudo strike
31.38
IV
317.0%
B/E move
1.7%