IntraAlpha
Create free account Start free

Canary Marinade Solana ETF Shares of Beneficial Interest SOLC

i

Market datapartial · fetched 2026-10-22T21:13:04.325Z

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 · 2026-10-22T20:00:00.211455288Z

FundamentalsAlpha Vantage · unavailable

Share price$21.00
1D-0.9%
AH$20.93$21.01$21.09$21.16$21.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLC
Sold putSold callAH

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$0.55$1.51$2.47$3.42$4.38$16.10$18.60$21.10$23.60$26.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLC spot · $21.00SOLC PRICE$0.65$0.71$0.80$0.91$1.02$1.13$1.28$1.45$1.70$1.96$2.30$2.63$3.11$0.73$0.83$0.94$1.04$1.18$1.32$1.57$1.85$2.16$2.49$2.90$3.36$4.11
PutsExpensive1.28×
CallsExpensive1.42×
SkewBullish-3.39 pp
Implied moveBearish±$2.85
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.05113.6%41.4%17.3796.7%20.8%
25Δ25.8790.5%26.5%18.4683.8%16.1%
30Δ24.3479.6%19.7%19.2774.8%12.7%
35Δ23.3272.8%15.4%19.9467.1%10.0%
40Δ22.5567.2%12.2%20.4463.1%8.3%
45Δ21.8962.4%9.6%20.9159.4%6.7%
50Δ21.4059.9%8.0%21.3759.1%5.7%
55Δ20.9258.1%6.5%21.8359.5%4.9%
60Δ20.4759.0%5.6%22.3159.6%4.1%
65Δ20.0259.9%4.7%22.8059.5%3.3%
70Δ19.5360.7%3.9%23.3659.6%2.6%
75Δ19.0261.6%3.1%23.9559.9%2.0%
80Δ18.4162.9%2.4%24.8162.1%1.4%

20Δ

Calls
Pseudo strike
29.05
IV
113.6%
B/E move
41.4%
Puts
Pseudo strike
17.37
IV
96.7%
B/E move
20.8%

25Δ

Calls
Pseudo strike
25.87
IV
90.5%
B/E move
26.5%
Puts
Pseudo strike
18.46
IV
83.8%
B/E move
16.1%

30Δ

Calls
Pseudo strike
24.34
IV
79.6%
B/E move
19.7%
Puts
Pseudo strike
19.27
IV
74.8%
B/E move
12.7%

35Δ

Calls
Pseudo strike
23.32
IV
72.8%
B/E move
15.4%
Puts
Pseudo strike
19.94
IV
67.1%
B/E move
10.0%

40Δ

Calls
Pseudo strike
22.55
IV
67.2%
B/E move
12.2%
Puts
Pseudo strike
20.44
IV
63.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
21.89
IV
62.4%
B/E move
9.6%
Puts
Pseudo strike
20.91
IV
59.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
21.40
IV
59.9%
B/E move
8.0%
Puts
Pseudo strike
21.37
IV
59.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
20.92
IV
58.1%
B/E move
6.5%
Puts
Pseudo strike
21.83
IV
59.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
20.47
IV
59.0%
B/E move
5.6%
Puts
Pseudo strike
22.31
IV
59.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
20.02
IV
59.9%
B/E move
4.7%
Puts
Pseudo strike
22.80
IV
59.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
19.53
IV
60.7%
B/E move
3.9%
Puts
Pseudo strike
23.36
IV
59.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
19.02
IV
61.6%
B/E move
3.1%
Puts
Pseudo strike
23.95
IV
59.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
18.41
IV
62.9%
B/E move
2.4%
Puts
Pseudo strike
24.81
IV
62.1%
B/E move
1.4%

Options history

No recorded observations