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Solaris Resources Inc. SLSR

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Market datapartial · fetched 2026-10-22T21:36:02.694Z

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 · 2026-10-22T20:10:00.004213783Z

FundamentalsAlpha Vantage · unavailable

Share price$6.58
1D-1.3%
AH$6.49$6.54$6.59$6.63$6.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLSR
Sold putSold callAH

Solaris Resources Inc. options

Live interpolated SLSR call and put midpoint premiums by absolute delta.Solaris Resources Inc.$0.16$0.71$1.25$1.79$2.34$4.93$5.87$6.81$7.74$8.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLSR spot · $6.58SLSR PRICE$0.22$0.26$0.30$0.35$0.46$0.58$0.70$0.82$0.94$1.07$1.19$1.31$1.43$0.23$0.31$0.38$0.46$0.53$0.60$0.68$0.75$0.83$0.90$0.98$1.07$2.18
PutsExpensive1.12×
CallsExpensive1.73×
SkewBullish-24.33 pp
Implied moveBalanced±$1.38
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.68127.0%50.4%5.4078.9%21.4%
25Δ8.97115.0%40.3%5.5977.2%19.7%
30Δ8.26103.1%30.2%5.7875.5%17.9%
35Δ7.5691.1%20.1%5.9873.7%16.1%
40Δ7.2989.6%17.8%6.1772.0%14.3%
45Δ7.0689.0%16.2%6.3670.3%12.6%
50Δ6.8388.4%14.5%6.5568.5%10.8%
55Δ6.6187.9%12.9%6.7466.8%9.0%
60Δ6.3887.3%11.3%6.9365.1%7.3%
65Δ6.1586.7%9.7%7.1263.4%5.5%
70Δ5.9286.1%8.0%7.3161.6%3.7%
75Δ5.6985.6%6.4%7.5260.1%2.0%
80Δ5.4785.0%4.8%8.6772.4%1.4%

20Δ

Calls
Pseudo strike
9.68
IV
127.0%
B/E move
50.4%
Puts
Pseudo strike
5.40
IV
78.9%
B/E move
21.4%

25Δ

Calls
Pseudo strike
8.97
IV
115.0%
B/E move
40.3%
Puts
Pseudo strike
5.59
IV
77.2%
B/E move
19.7%

30Δ

Calls
Pseudo strike
8.26
IV
103.1%
B/E move
30.2%
Puts
Pseudo strike
5.78
IV
75.5%
B/E move
17.9%

35Δ

Calls
Pseudo strike
7.56
IV
91.1%
B/E move
20.1%
Puts
Pseudo strike
5.98
IV
73.7%
B/E move
16.1%

40Δ

Calls
Pseudo strike
7.29
IV
89.6%
B/E move
17.8%
Puts
Pseudo strike
6.17
IV
72.0%
B/E move
14.3%

45Δ

Calls
Pseudo strike
7.06
IV
89.0%
B/E move
16.2%
Puts
Pseudo strike
6.36
IV
70.3%
B/E move
12.6%

50Δ

Calls
Pseudo strike
6.83
IV
88.4%
B/E move
14.5%
Puts
Pseudo strike
6.55
IV
68.5%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.61
IV
87.9%
B/E move
12.9%
Puts
Pseudo strike
6.74
IV
66.8%
B/E move
9.0%

60Δ

Calls
Pseudo strike
6.38
IV
87.3%
B/E move
11.3%
Puts
Pseudo strike
6.93
IV
65.1%
B/E move
7.3%

65Δ

Calls
Pseudo strike
6.15
IV
86.7%
B/E move
9.7%
Puts
Pseudo strike
7.12
IV
63.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
5.92
IV
86.1%
B/E move
8.0%
Puts
Pseudo strike
7.31
IV
61.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
5.69
IV
85.6%
B/E move
6.4%
Puts
Pseudo strike
7.52
IV
60.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
5.47
IV
85.0%
B/E move
4.8%
Puts
Pseudo strike
8.67
IV
72.4%
B/E move
1.4%

Options history

No recorded observations