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Solstice Advanced Materials, Inc SOLS

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T00:20:46.945Z

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 · 2026-10-22T22:20:53.773301129Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:15:39.555558+00:00

Share price$60.01
1D-4.9%
AH$59$61$62$63$655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLS
Sold putSold callAH

Solstice Advanced Materials, Inc options

Live interpolated SOLS call and put midpoint premiums by absolute delta.Solstice Advanced Materials, Inc$0.69$3.27$5.86$8.44$11.02$46.73$52.94$59.14$65.35$71.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLS spot · $60.01SOLS PRICE$0.97$1.27$1.57$1.96$2.43$2.91$3.38$3.90$4.57$5.23$5.90$6.57$8.78$1.19$1.54$2.08$2.65$3.23$3.80$4.48$5.19$5.90$6.62$7.77$9.02$10.28
PutsCheap0.88×
CallsFair0.99×
SkewBearish+2.95 pp
Implied moveBearish±$7.86
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4654.6%17.4%53.1655.7%13.4%
25Δ67.6853.5%14.9%54.7556.0%11.3%
30Δ65.9052.3%12.4%56.0556.8%10.1%
35Δ64.4252.0%10.6%57.2957.6%9.0%
40Δ63.2552.6%9.5%58.5458.4%7.8%
45Δ62.0853.2%8.3%59.7859.3%6.7%
50Δ60.9153.8%7.1%61.0258.6%5.8%
55Δ59.7454.2%6.0%62.2757.7%4.9%
60Δ58.5753.8%5.2%63.5256.7%4.0%
65Δ57.4053.5%4.4%64.7655.8%3.1%
70Δ56.2353.1%3.5%66.3055.5%2.5%
75Δ55.0552.8%2.7%67.9155.3%1.9%
80Δ52.6160.8%2.3%69.5255.1%1.3%

20Δ

Calls
Pseudo strike
69.46
IV
54.6%
B/E move
17.4%
Puts
Pseudo strike
53.16
IV
55.7%
B/E move
13.4%

25Δ

Calls
Pseudo strike
67.68
IV
53.5%
B/E move
14.9%
Puts
Pseudo strike
54.75
IV
56.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
65.90
IV
52.3%
B/E move
12.4%
Puts
Pseudo strike
56.05
IV
56.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
64.42
IV
52.0%
B/E move
10.6%
Puts
Pseudo strike
57.29
IV
57.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
63.25
IV
52.6%
B/E move
9.5%
Puts
Pseudo strike
58.54
IV
58.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
62.08
IV
53.2%
B/E move
8.3%
Puts
Pseudo strike
59.78
IV
59.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
60.91
IV
53.8%
B/E move
7.1%
Puts
Pseudo strike
61.02
IV
58.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
59.74
IV
54.2%
B/E move
6.0%
Puts
Pseudo strike
62.27
IV
57.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
58.57
IV
53.8%
B/E move
5.2%
Puts
Pseudo strike
63.52
IV
56.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
57.40
IV
53.5%
B/E move
4.4%
Puts
Pseudo strike
64.76
IV
55.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
56.23
IV
53.1%
B/E move
3.5%
Puts
Pseudo strike
66.30
IV
55.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
55.05
IV
52.8%
B/E move
2.7%
Puts
Pseudo strike
67.91
IV
55.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
52.61
IV
60.8%
B/E move
2.3%
Puts
Pseudo strike
69.52
IV
55.1%
B/E move
1.3%

Options history

No recorded observations