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Volatility Shares Trust 2x Solana ETF SOLT

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Market datapartial · fetched 2026-10-22T16:37:58.330Z

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 · 2026-10-22T16:37:03.152676896Z

FundamentalsAlpha Vantage · unavailable

Share price$57.56
1D-0.1%
$57.30$57.63$57.96$58.28$58.615:30 AM6:30 AM9:00 AM1:00 PMSOLT
Sold putSold call

Volatility Shares Trust 2x Solana ETF options

Live interpolated SOLT call and put midpoint premiums by absolute delta.Volatility Shares Trust 2x Solana ETF$1.17$8.29$15.40$22.52$29.64$31.70$45.48$59.27$73.05$86.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLT spot · $57.56SOLT PRICE$1.94$2.71$3.26$4.01$4.75$5.50$6.46$7.41$8.74$10.00$11.49$13.26$15.22$2.96$3.92$4.78$6.16$7.30$8.40$9.84$11.62$13.93$16.48$19.43$23.35$27.59
PutsExpensive1.13×
CallsExpensive1.15×
SkewBearish+0.42 pp
Implied moveBearish±$16.30
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.24125.7%48.0%45.09134.5%26.8%
25Δ80.60134.2%44.7%48.13132.4%23.2%
30Δ73.98125.4%34.2%51.04126.5%19.6%
35Δ70.48125.8%29.4%53.59129.6%17.6%
40Δ67.04123.8%24.7%56.21126.4%15.0%
45Δ63.86120.8%20.5%58.66122.1%12.7%
50Δ61.26121.9%17.6%61.18120.7%10.8%
55Δ58.63120.8%14.7%63.87121.0%9.2%
60Δ56.19125.1%12.8%66.97123.2%7.9%
65Δ53.63125.4%10.6%70.29124.4%6.5%
70Δ51.03126.8%8.6%73.96125.3%5.3%
75Δ48.26129.2%6.9%78.55127.3%4.1%
80Δ45.34130.4%5.2%83.44127.4%3.0%

20Δ

Calls
Pseudo strike
83.24
IV
125.7%
B/E move
48.0%
Puts
Pseudo strike
45.09
IV
134.5%
B/E move
26.8%

25Δ

Calls
Pseudo strike
80.60
IV
134.2%
B/E move
44.7%
Puts
Pseudo strike
48.13
IV
132.4%
B/E move
23.2%

30Δ

Calls
Pseudo strike
73.98
IV
125.4%
B/E move
34.2%
Puts
Pseudo strike
51.04
IV
126.5%
B/E move
19.6%

35Δ

Calls
Pseudo strike
70.48
IV
125.8%
B/E move
29.4%
Puts
Pseudo strike
53.59
IV
129.6%
B/E move
17.6%

40Δ

Calls
Pseudo strike
67.04
IV
123.8%
B/E move
24.7%
Puts
Pseudo strike
56.21
IV
126.4%
B/E move
15.0%

45Δ

Calls
Pseudo strike
63.86
IV
120.8%
B/E move
20.5%
Puts
Pseudo strike
58.66
IV
122.1%
B/E move
12.7%

50Δ

Calls
Pseudo strike
61.26
IV
121.9%
B/E move
17.6%
Puts
Pseudo strike
61.18
IV
120.7%
B/E move
10.8%

55Δ

Calls
Pseudo strike
58.63
IV
120.8%
B/E move
14.7%
Puts
Pseudo strike
63.87
IV
121.0%
B/E move
9.2%

60Δ

Calls
Pseudo strike
56.19
IV
125.1%
B/E move
12.8%
Puts
Pseudo strike
66.97
IV
123.2%
B/E move
7.9%

65Δ

Calls
Pseudo strike
53.63
IV
125.4%
B/E move
10.6%
Puts
Pseudo strike
70.29
IV
124.4%
B/E move
6.5%

70Δ

Calls
Pseudo strike
51.03
IV
126.8%
B/E move
8.6%
Puts
Pseudo strike
73.96
IV
125.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
48.26
IV
129.2%
B/E move
6.9%
Puts
Pseudo strike
78.55
IV
127.3%
B/E move
4.1%

80Δ

Calls
Pseudo strike
45.34
IV
130.4%
B/E move
5.2%
Puts
Pseudo strike
83.44
IV
127.4%
B/E move
3.0%

Options history

No recorded observations