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Canary Marinade Solana ETF Shares of Beneficial Interest SOLC

i

Market dataready · fetched 2026-11-11T15:55:34.725Z

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: 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 · 2026-11-11T15:51:56.210578346Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:33.975315+00:00

Share price$17.25
1D+1.1%
$17.05$17.10$17.16$17.21$17.265:30 AM6:30 AM9:00 AM1:00 PMSOLC
Sold putSold call

Canary Marinade Solana ETF Shares of Beneficial Interest options

Live interpolated SOLC call and put midpoint premiums by absolute delta.Canary Marinade Solana ETF Shares of Beneficial Interest$0.67$1.61$2.56$3.51$4.45$11.42$15.08$18.75$22.41$26.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOLC spot · $17.25SOLC PRICE$0.77$0.91$1.04$1.18$1.32$1.46$1.59$1.73$1.87$2.02$2.52$3.02$0.83$0.96$1.08$1.20$1.32$1.44$1.56$1.70$2.01$2.32$2.91$3.55$4.18
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.82126.8%30.5%
25Δ24.36113.7%45.7%13.57116.9%26.9%
30Δ23.43107.5%41.1%14.32107.0%23.2%
35Δ22.50101.4%36.5%15.0797.2%19.6%
40Δ21.5695.2%31.8%15.8287.3%15.9%
45Δ20.6389.1%27.2%16.5777.4%12.3%
50Δ19.6982.9%22.6%17.3267.5%8.6%
55Δ18.7676.8%18.0%18.0458.7%5.3%
60Δ17.8270.6%13.4%18.5058.8%4.4%
65Δ16.8964.5%8.7%18.9558.9%3.6%
70Δ15.9758.7%4.3%19.6660.1%2.9%
75Δ15.3559.5%3.6%20.4161.5%2.3%
80Δ14.7360.2%2.9%21.1562.8%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.82
IV
126.8%
B/E move
30.5%

25Δ

Calls
Pseudo strike
24.36
IV
113.7%
B/E move
45.7%
Puts
Pseudo strike
13.57
IV
116.9%
B/E move
26.9%

30Δ

Calls
Pseudo strike
23.43
IV
107.5%
B/E move
41.1%
Puts
Pseudo strike
14.32
IV
107.0%
B/E move
23.2%

35Δ

Calls
Pseudo strike
22.50
IV
101.4%
B/E move
36.5%
Puts
Pseudo strike
15.07
IV
97.2%
B/E move
19.6%

40Δ

Calls
Pseudo strike
21.56
IV
95.2%
B/E move
31.8%
Puts
Pseudo strike
15.82
IV
87.3%
B/E move
15.9%

45Δ

Calls
Pseudo strike
20.63
IV
89.1%
B/E move
27.2%
Puts
Pseudo strike
16.57
IV
77.4%
B/E move
12.3%

50Δ

Calls
Pseudo strike
19.69
IV
82.9%
B/E move
22.6%
Puts
Pseudo strike
17.32
IV
67.5%
B/E move
8.6%

55Δ

Calls
Pseudo strike
18.76
IV
76.8%
B/E move
18.0%
Puts
Pseudo strike
18.04
IV
58.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.82
IV
70.6%
B/E move
13.4%
Puts
Pseudo strike
18.50
IV
58.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.89
IV
64.5%
B/E move
8.7%
Puts
Pseudo strike
18.95
IV
58.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
15.97
IV
58.7%
B/E move
4.3%
Puts
Pseudo strike
19.66
IV
60.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
15.35
IV
59.5%
B/E move
3.6%
Puts
Pseudo strike
20.41
IV
61.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
14.73
IV
60.2%
B/E move
2.9%
Puts
Pseudo strike
21.15
IV
62.8%
B/E move
1.6%

Options history

IV · four-Friday blend61.35%
Daily EOD
SOLC58.5%60.0%61.6%2026-10-19: 58.70%2026-10-20: 58.87%2026-10-21: 58.93%2026-10-22: 60.32%2026-10-23: 59.73%2026-10-26: 60.38%2026-10-27: 59.94%2026-10-28: 60.35%2026-10-29: 61.21%2026-10-30: 61.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.70%
58.87%
58.93%
60.32%
59.73%
60.38%
59.94%
60.35%
61.21%
61.35%