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Slide Insurance Holdings, Inc. Common Stock SLDE

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-16T00:18:46.659Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:15:23.607589573Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:46.310676+00:00

Share price$27.05
1D+3.6%
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$0.07$2.37$4.67$6.98$9.28$20.46$23.64$26.81$29.99$33.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLDE spot · $27.05SLDE PRICE$0.32$0.48$0.64$0.80$0.95$1.11$1.27$1.43$1.59$1.75$1.90$2.06$2.22$0.66$0.83$1.05$1.43$1.81$2.19$2.57$2.95$3.34$3.72$5.73$8.61
PutsExpensive1.21×
CallsCheap0.53×
SkewBearish+32.67 pp
Implied moveBearish±$3.84
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8933.4%11.7%23.3262.9%16.2%
25Δ29.5132.9%10.9%24.2559.7%13.4%
30Δ29.1332.5%10.0%25.1257.1%11.0%
35Δ28.7532.0%9.2%25.7957.6%9.9%
40Δ28.3631.5%8.4%26.4558.0%8.9%
45Δ27.9831.1%7.6%27.1158.4%7.9%
50Δ27.6030.6%6.7%27.7858.8%6.8%
55Δ27.2230.2%5.9%28.4459.2%5.8%
60Δ26.8429.7%5.1%29.1159.6%4.7%
65Δ26.4629.3%4.3%29.7760.0%3.7%
70Δ26.0828.8%3.4%31.8873.8%3.3%
75Δ25.6928.4%2.6%34.7694.6%3.3%
80Δ25.3127.9%1.8%

20Δ

Calls
Pseudo strike
29.89
IV
33.4%
B/E move
11.7%
Puts
Pseudo strike
23.32
IV
62.9%
B/E move
16.2%

25Δ

Calls
Pseudo strike
29.51
IV
32.9%
B/E move
10.9%
Puts
Pseudo strike
24.25
IV
59.7%
B/E move
13.4%

30Δ

Calls
Pseudo strike
29.13
IV
32.5%
B/E move
10.0%
Puts
Pseudo strike
25.12
IV
57.1%
B/E move
11.0%

35Δ

Calls
Pseudo strike
28.75
IV
32.0%
B/E move
9.2%
Puts
Pseudo strike
25.79
IV
57.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
28.36
IV
31.5%
B/E move
8.4%
Puts
Pseudo strike
26.45
IV
58.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
27.98
IV
31.1%
B/E move
7.6%
Puts
Pseudo strike
27.11
IV
58.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
27.60
IV
30.6%
B/E move
6.7%
Puts
Pseudo strike
27.78
IV
58.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
27.22
IV
30.2%
B/E move
5.9%
Puts
Pseudo strike
28.44
IV
59.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
26.84
IV
29.7%
B/E move
5.1%
Puts
Pseudo strike
29.11
IV
59.6%
B/E move
4.7%

65Δ

Calls
Pseudo strike
26.46
IV
29.3%
B/E move
4.3%
Puts
Pseudo strike
29.77
IV
60.0%
B/E move
3.7%

70Δ

Calls
Pseudo strike
26.08
IV
28.8%
B/E move
3.4%
Puts
Pseudo strike
31.88
IV
73.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
25.69
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
34.76
IV
94.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
25.31
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move