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Solaris Resources Inc. SLSR

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Market datapartial · fetched 2026-10-22T16:16:35.043Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:16:06.85817589Z

FundamentalsAlpha Vantage · unavailable

Share price$6.58
1D-1.5%
$6.49$6.54$6.59$6.63$6.685:30 AM6:30 AM9:00 AM1:00 PMSLSR
Sold putSold call

Solaris Resources Inc. options

Live interpolated SLSR call and put midpoint premiums by absolute delta.Solaris Resources Inc.$0.24$1.96$3.68$5.40$7.11$3.74$5.17$6.61$8.04$9.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLSR spot · $6.58SLSR PRICE$0.48$0.62$0.75$0.89$1.02$1.16$1.29$1.43$1.56$0.43$0.50$0.58$0.65$0.73$0.81$0.88$0.96$1.04$1.11$2.25$4.44$6.62
PutsExpensive1.26×
CallsExpensive1.39×
SkewBearish+13.37 pp
Implied moveBearish±$1.64
TiltBearish39.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.00115.6%30.4%
25Δ5.27109.4%27.6%
30Δ5.53103.1%24.8%
35Δ5.7996.8%21.9%
40Δ7.4976.0%21.1%6.0690.5%19.1%
45Δ7.2275.6%19.1%6.3284.2%16.2%
50Δ6.9675.2%17.2%6.5877.9%13.4%
55Δ6.6974.8%15.2%6.8471.7%10.6%
60Δ6.4374.4%13.2%7.1165.4%7.7%
65Δ6.1674.0%11.2%7.3759.1%4.9%
70Δ5.9073.6%9.3%8.6367.1%3.2%
75Δ5.6373.2%7.3%10.8589.2%2.5%
80Δ5.3772.8%5.3%13.08111.2%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
115.6%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
109.4%
B/E move
27.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.53
IV
103.1%
B/E move
24.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
96.8%
B/E move
21.9%

40Δ

Calls
Pseudo strike
7.49
IV
76.0%
B/E move
21.1%
Puts
Pseudo strike
6.06
IV
90.5%
B/E move
19.1%

45Δ

Calls
Pseudo strike
7.22
IV
75.6%
B/E move
19.1%
Puts
Pseudo strike
6.32
IV
84.2%
B/E move
16.2%

50Δ

Calls
Pseudo strike
6.96
IV
75.2%
B/E move
17.2%
Puts
Pseudo strike
6.58
IV
77.9%
B/E move
13.4%

55Δ

Calls
Pseudo strike
6.69
IV
74.8%
B/E move
15.2%
Puts
Pseudo strike
6.84
IV
71.7%
B/E move
10.6%

60Δ

Calls
Pseudo strike
6.43
IV
74.4%
B/E move
13.2%
Puts
Pseudo strike
7.11
IV
65.4%
B/E move
7.7%

65Δ

Calls
Pseudo strike
6.16
IV
74.0%
B/E move
11.2%
Puts
Pseudo strike
7.37
IV
59.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
5.90
IV
73.6%
B/E move
9.3%
Puts
Pseudo strike
8.63
IV
67.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
5.63
IV
73.2%
B/E move
7.3%
Puts
Pseudo strike
10.85
IV
89.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
5.37
IV
72.8%
B/E move
5.3%
Puts
Pseudo strike
13.08
IV
111.2%
B/E move
1.8%

Options history

No recorded observations