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Volatility Shares Trust 2x Solana ETF SOLT

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Market datapartial · fetched 2026-10-23T01:36:34.655Z

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 · 2026-10-22T23:47:08.283678893Z

FundamentalsAlpha Vantage · unavailable

Share price$56.45
1D-2.0%
AH$56.01$56.69$57.36$58.03$58.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLT
Sold putSold callAH

Volatility Shares Trust 2x Solana ETF options

Live interpolated SOLT call and put midpoint premiums by absolute delta.Volatility Shares Trust 2x Solana ETF$1.25$8.00$14.76$21.51$28.27$31.53$45.36$59.19$73.02$86.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLT spot · $56.45SOLT PRICE$1.98$2.79$3.17$4.01$4.79$5.55$6.23$7.28$8.54$9.79$11.40$13.03$15.50$2.75$3.80$4.43$5.81$7.01$7.96$9.73$11.60$12.73$15.96$18.75$22.13$26.32
PutsExpensive1.12×
CallsExpensive1.17×
SkewBullish-4.69 pp
Implied moveBearish±$15.96
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.42132.3%51.3%44.64127.9%25.8%
25Δ80.77142.0%48.0%47.24131.4%23.1%
30Δ72.34124.2%33.8%50.20120.7%18.9%
35Δ69.59129.0%30.4%52.60125.6%17.1%
40Δ66.23128.1%25.8%55.10124.4%14.8%
45Δ63.00125.2%21.4%57.43118.6%12.4%
50Δ59.93119.5%17.2%60.05121.5%10.9%
55Δ57.47120.8%14.7%62.79122.7%9.3%
60Δ55.10124.5%12.7%64.96116.6%7.5%
65Δ52.60125.0%10.5%68.76123.2%6.5%
70Δ50.00128.8%8.8%72.27123.8%5.2%
75Δ47.31129.6%6.9%76.31124.1%4.0%
80Δ44.06137.4%5.5%81.13125.0%2.9%

20Δ

Calls
Pseudo strike
83.42
IV
132.3%
B/E move
51.3%
Puts
Pseudo strike
44.64
IV
127.9%
B/E move
25.8%

25Δ

Calls
Pseudo strike
80.77
IV
142.0%
B/E move
48.0%
Puts
Pseudo strike
47.24
IV
131.4%
B/E move
23.1%

30Δ

Calls
Pseudo strike
72.34
IV
124.2%
B/E move
33.8%
Puts
Pseudo strike
50.20
IV
120.7%
B/E move
18.9%

35Δ

Calls
Pseudo strike
69.59
IV
129.0%
B/E move
30.4%
Puts
Pseudo strike
52.60
IV
125.6%
B/E move
17.1%

40Δ

Calls
Pseudo strike
66.23
IV
128.1%
B/E move
25.8%
Puts
Pseudo strike
55.10
IV
124.4%
B/E move
14.8%

45Δ

Calls
Pseudo strike
63.00
IV
125.2%
B/E move
21.4%
Puts
Pseudo strike
57.43
IV
118.6%
B/E move
12.4%

50Δ

Calls
Pseudo strike
59.93
IV
119.5%
B/E move
17.2%
Puts
Pseudo strike
60.05
IV
121.5%
B/E move
10.9%

55Δ

Calls
Pseudo strike
57.47
IV
120.8%
B/E move
14.7%
Puts
Pseudo strike
62.79
IV
122.7%
B/E move
9.3%

60Δ

Calls
Pseudo strike
55.10
IV
124.5%
B/E move
12.7%
Puts
Pseudo strike
64.96
IV
116.6%
B/E move
7.5%

65Δ

Calls
Pseudo strike
52.60
IV
125.0%
B/E move
10.5%
Puts
Pseudo strike
68.76
IV
123.2%
B/E move
6.5%

70Δ

Calls
Pseudo strike
50.00
IV
128.8%
B/E move
8.8%
Puts
Pseudo strike
72.27
IV
123.8%
B/E move
5.2%

75Δ

Calls
Pseudo strike
47.31
IV
129.6%
B/E move
6.9%
Puts
Pseudo strike
76.31
IV
124.1%
B/E move
4.0%

80Δ

Calls
Pseudo strike
44.06
IV
137.4%
B/E move
5.5%
Puts
Pseudo strike
81.13
IV
125.0%
B/E move
2.9%

Options history

No recorded observations