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Solstice Advanced Materials Inc. Common Stock SOLS

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Market datapartial · fetched 2026-10-22T18:27:16.997Z

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 · 2026-10-22T18:27:03.627778517Z

FundamentalsAlpha Vantage · unavailable

Share price$60.26
1D-4.3%
$60$61$62$63$655:30 AM6:30 AM9:00 AM1:00 PMSOLS
Sold putSold call

Solstice Advanced Materials Inc. Common Stock options

Live interpolated SOLS call and put midpoint premiums by absolute delta.Solstice Advanced Materials Inc. Common Stock$0.71$3.21$5.71$8.21$10.70$46.57$53.03$59.48$65.93$72.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLS spot · $60.26SOLS PRICE$0.98$1.32$1.66$2.02$2.51$3.01$3.50$4.00$4.73$5.47$6.20$6.93$9.98$1.18$1.54$2.03$2.52$3.01$3.50$4.21$4.91$5.62$6.33$7.16$8.00$8.85
PutsCheap0.82×
CallsFair1.01×
SkewBullish-3.01 pp
Implied moveBearish±$7.71
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.8455.5%17.5%53.4055.5%13.3%
25Δ68.1855.2%15.3%55.0355.8%11.2%
30Δ66.5254.8%13.2%56.2755.7%10.0%
35Δ64.9054.5%11.1%57.5155.5%8.7%
40Δ63.6754.9%9.8%58.7555.3%7.5%
45Δ62.4555.2%8.6%60.0055.1%6.2%
50Δ61.2255.6%7.4%61.2054.7%5.4%
55Δ60.0056.0%6.2%62.4054.3%4.6%
60Δ58.7655.9%5.4%63.6053.9%3.8%
65Δ57.5155.9%4.5%64.8053.5%3.0%
70Δ56.2755.9%3.7%66.0051.6%2.4%
75Δ55.0355.8%2.8%67.1949.4%1.8%
80Δ51.8771.2%2.7%68.3847.2%1.2%

20Δ

Calls
Pseudo strike
69.84
IV
55.5%
B/E move
17.5%
Puts
Pseudo strike
53.40
IV
55.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
68.18
IV
55.2%
B/E move
15.3%
Puts
Pseudo strike
55.03
IV
55.8%
B/E move
11.2%

30Δ

Calls
Pseudo strike
66.52
IV
54.8%
B/E move
13.2%
Puts
Pseudo strike
56.27
IV
55.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
64.90
IV
54.5%
B/E move
11.1%
Puts
Pseudo strike
57.51
IV
55.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
63.67
IV
54.9%
B/E move
9.8%
Puts
Pseudo strike
58.75
IV
55.3%
B/E move
7.5%

45Δ

Calls
Pseudo strike
62.45
IV
55.2%
B/E move
8.6%
Puts
Pseudo strike
60.00
IV
55.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
61.22
IV
55.6%
B/E move
7.4%
Puts
Pseudo strike
61.20
IV
54.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
60.00
IV
56.0%
B/E move
6.2%
Puts
Pseudo strike
62.40
IV
54.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
58.76
IV
55.9%
B/E move
5.4%
Puts
Pseudo strike
63.60
IV
53.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
57.51
IV
55.9%
B/E move
4.5%
Puts
Pseudo strike
64.80
IV
53.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
56.27
IV
55.9%
B/E move
3.7%
Puts
Pseudo strike
66.00
IV
51.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
55.03
IV
55.8%
B/E move
2.8%
Puts
Pseudo strike
67.19
IV
49.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
51.87
IV
71.2%
B/E move
2.7%
Puts
Pseudo strike
68.38
IV
47.2%
B/E move
1.2%

Options history

No recorded observations