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Solstice Advanced Materials Inc. Common Stock SOLS

i

Market dataready · fetched 2026-11-12T03:07:34.901Z

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: 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 · 2026-11-11T23:28:52.142761593Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:07:34.566292+00:00

Share price$67.00
1D-0.7%
AH$65.59$66.15$66.71$67.27$67.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLS
Sold putSold callAH

Solstice Advanced Materials Inc. Common Stock options

Live interpolated SOLS call and put midpoint premiums by absolute delta.Solstice Advanced Materials Inc. Common Stock$0.46$1.93$3.39$4.86$6.33$52.32$58.84$65.36$71.88$78.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLS spot · $67.00SOLS PRICE$0.62$0.80$0.99$1.26$1.56$1.86$2.16$2.46$2.76$3.06$3.77$4.84$5.90$0.81$1.06$1.31$1.56$1.89$2.21$2.54$2.86$3.19$3.51$3.84$4.85$5.89
PutsCheap0.60×
CallsCheap0.60×
SkewBearish+3.41 pp
Implied moveBearish±$4.70
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.6052.2%9.3%61.8660.0%8.9%
25Δ71.4251.6%7.8%62.8959.9%7.7%
30Δ70.2451.1%6.3%63.9359.9%6.5%
35Δ69.4550.7%5.5%64.9659.8%5.4%
40Δ68.7650.3%5.0%65.6958.2%4.8%
45Δ68.0850.0%4.4%66.4056.5%4.2%
50Δ67.3949.7%3.8%67.1254.8%3.6%
55Δ66.7049.3%3.2%67.8353.2%3.0%
60Δ66.0149.0%2.6%68.5451.5%2.5%
65Δ65.3248.6%2.1%69.2649.8%1.9%
70Δ64.3450.6%1.7%69.9748.1%1.3%
75Δ63.1054.6%1.4%71.1648.9%1.0%
80Δ61.8658.6%1.1%72.3749.8%0.8%

20Δ

Calls
Pseudo strike
72.60
IV
52.2%
B/E move
9.3%
Puts
Pseudo strike
61.86
IV
60.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
71.42
IV
51.6%
B/E move
7.8%
Puts
Pseudo strike
62.89
IV
59.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
70.24
IV
51.1%
B/E move
6.3%
Puts
Pseudo strike
63.93
IV
59.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
69.45
IV
50.7%
B/E move
5.5%
Puts
Pseudo strike
64.96
IV
59.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
68.76
IV
50.3%
B/E move
5.0%
Puts
Pseudo strike
65.69
IV
58.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
68.08
IV
50.0%
B/E move
4.4%
Puts
Pseudo strike
66.40
IV
56.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
67.39
IV
49.7%
B/E move
3.8%
Puts
Pseudo strike
67.12
IV
54.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
66.70
IV
49.3%
B/E move
3.2%
Puts
Pseudo strike
67.83
IV
53.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
66.01
IV
49.0%
B/E move
2.6%
Puts
Pseudo strike
68.54
IV
51.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
65.32
IV
48.6%
B/E move
2.1%
Puts
Pseudo strike
69.26
IV
49.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
64.34
IV
50.6%
B/E move
1.7%
Puts
Pseudo strike
69.97
IV
48.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
63.10
IV
54.6%
B/E move
1.4%
Puts
Pseudo strike
71.16
IV
48.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
61.86
IV
58.6%
B/E move
1.1%
Puts
Pseudo strike
72.37
IV
49.8%
B/E move
0.8%

Options history

IV · four-Friday blend53.15%
Daily EOD
SOLS48.4%51.1%53.9%2026-10-19: 49.22%2026-10-20: 50.18%2026-10-21: 48.81%2026-10-22: 51.93%2026-10-23: 49.58%2026-10-26: 51.54%2026-10-27: 50.25%2026-10-28: 51.63%2026-10-29: 53.48%2026-10-30: 53.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.22%
50.18%
48.81%
51.93%
49.58%
51.54%
50.25%
51.63%
53.48%
53.15%