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Canary Marinade Solana ETF Shares of Beneficial Interest SOLC

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Market dataready · fetched 2026-10-22T14:53:13.370Z

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 · 2026-10-22T13:45:20.409665055Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:52:00.341104+00:00

Share price$21.22
1D+0.1%
$21.19$21.20$21.21$21.22$21.235:30 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$0.52$1.76$3.00$4.25$5.49$15.94$18.58$21.22$23.86$26.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLC spot · $21.22SOLC PRICE$0.65$0.72$0.81$0.94$1.08$1.22$1.36$1.51$1.76$2.06$2.36$2.66$3.13$0.76$0.90$1.04$1.18$1.33$1.47$1.63$1.78$2.16$2.54$2.89$3.45$5.13
PutsExpensive1.35×
CallsExpensive1.45×
SkewNeutral+0.03 pp
Implied moveBearish±$2.99
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.23111.9%40.8%17.32100.6%22.0%
25Δ26.2491.1%27.0%18.1093.2%18.9%
30Δ24.6279.8%19.8%18.8985.8%15.9%
35Δ23.7174.4%16.2%19.6878.5%12.9%
40Δ23.0870.9%13.9%20.4671.1%9.8%
45Δ22.4567.4%11.6%21.1464.9%7.3%
50Δ21.8263.9%9.3%21.5761.1%6.0%
55Δ21.1960.3%7.0%22.0157.4%4.7%
60Δ20.6759.5%5.7%22.5358.9%4.0%
65Δ20.1859.9%4.8%23.0560.1%3.3%
70Δ19.7060.2%4.0%23.5658.9%2.6%
75Δ19.2260.6%3.1%24.2560.6%2.0%
80Δ18.6061.5%2.4%26.0070.7%1.6%

20Δ

Calls
Pseudo strike
29.23
IV
111.9%
B/E move
40.8%
Puts
Pseudo strike
17.32
IV
100.6%
B/E move
22.0%

25Δ

Calls
Pseudo strike
26.24
IV
91.1%
B/E move
27.0%
Puts
Pseudo strike
18.10
IV
93.2%
B/E move
18.9%

30Δ

Calls
Pseudo strike
24.62
IV
79.8%
B/E move
19.8%
Puts
Pseudo strike
18.89
IV
85.8%
B/E move
15.9%

35Δ

Calls
Pseudo strike
23.71
IV
74.4%
B/E move
16.2%
Puts
Pseudo strike
19.68
IV
78.5%
B/E move
12.9%

40Δ

Calls
Pseudo strike
23.08
IV
70.9%
B/E move
13.9%
Puts
Pseudo strike
20.46
IV
71.1%
B/E move
9.8%

45Δ

Calls
Pseudo strike
22.45
IV
67.4%
B/E move
11.6%
Puts
Pseudo strike
21.14
IV
64.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
21.82
IV
63.9%
B/E move
9.3%
Puts
Pseudo strike
21.57
IV
61.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
21.19
IV
60.3%
B/E move
7.0%
Puts
Pseudo strike
22.01
IV
57.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
20.67
IV
59.5%
B/E move
5.7%
Puts
Pseudo strike
22.53
IV
58.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
20.18
IV
59.9%
B/E move
4.8%
Puts
Pseudo strike
23.05
IV
60.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
19.70
IV
60.2%
B/E move
4.0%
Puts
Pseudo strike
23.56
IV
58.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
19.22
IV
60.6%
B/E move
3.1%
Puts
Pseudo strike
24.25
IV
60.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
18.60
IV
61.5%
B/E move
2.4%
Puts
Pseudo strike
26.00
IV
70.7%
B/E move
1.6%

Options history

No recorded observations