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Volatility Shares Trust 2x Solana ETF SOLT

i

Market datapartial · fetched 2026-11-13T18:10:07.373Z

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 · 2026-11-13T18:06:31.187450999Z

FundamentalsAlpha Vantage · unavailable

Share price$33.02
1D-4.6%
$32.06$32.83$33.60$34.37$35.145:30 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$0.53$2.25$3.97$5.70$7.42$24.30$29.37$34.45$39.52$44.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOLT spot · $33.02SOLT PRICE$0.71$0.90$1.17$1.30$1.63$2.09$2.61$2.79$3.44$3.93$4.53$5.18$5.53$1.70$1.53$1.67$2.00$2.60$2.93$3.26$3.65$4.17$5.51$5.73$6.92
Puts——
CallsExpensive1.65×
Skew——
Implied moveBearish±$5.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.48153.6%24.8%
25Δ38.58144.4%19.6%28.35209.4%19.3%
30Δ37.60148.3%17.4%30.18156.9%13.3%
35Δ36.10133.2%13.3%31.25138.7%10.4%
40Δ35.31137.9%11.9%32.07136.8%8.9%
45Δ34.62150.1%11.2%32.89146.9%8.3%
50Δ33.92163.8%10.6%33.67141.2%6.9%
55Δ32.88148.9%8.0%34.42134.8%5.6%
60Δ32.01161.6%7.4%35.16130.3%4.6%
65Δ31.09161.0%6.0%35.96128.6%3.7%
70Δ30.12162.4%4.9%37.40144.3%3.4%
75Δ29.11162.5%3.8%37.96131.0%2.4%
80Δ28.38149.5%2.7%39.34134.1%1.8%

20Δ

Calls
Pseudo strike
40.48
IV
153.6%
B/E move
24.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.58
IV
144.4%
B/E move
19.6%
Puts
Pseudo strike
28.35
IV
209.4%
B/E move
19.3%

30Δ

Calls
Pseudo strike
37.60
IV
148.3%
B/E move
17.4%
Puts
Pseudo strike
30.18
IV
156.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
36.10
IV
133.2%
B/E move
13.3%
Puts
Pseudo strike
31.25
IV
138.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
35.31
IV
137.9%
B/E move
11.9%
Puts
Pseudo strike
32.07
IV
136.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
34.62
IV
150.1%
B/E move
11.2%
Puts
Pseudo strike
32.89
IV
146.9%
B/E move
8.3%

50Δ

Calls
Pseudo strike
33.92
IV
163.8%
B/E move
10.6%
Puts
Pseudo strike
33.67
IV
141.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
32.88
IV
148.9%
B/E move
8.0%
Puts
Pseudo strike
34.42
IV
134.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
32.01
IV
161.6%
B/E move
7.4%
Puts
Pseudo strike
35.16
IV
130.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
31.09
IV
161.0%
B/E move
6.0%
Puts
Pseudo strike
35.96
IV
128.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
30.12
IV
162.4%
B/E move
4.9%
Puts
Pseudo strike
37.40
IV
144.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
29.11
IV
162.5%
B/E move
3.8%
Puts
Pseudo strike
37.96
IV
131.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
28.38
IV
149.5%
B/E move
2.7%
Puts
Pseudo strike
39.34
IV
134.1%
B/E move
1.8%

Options history

IV · four-Friday blend127.76%
Daily EOD
SOLT113.7%121.3%128.8%2026-10-19: 114.76%2026-10-20: 118.05%2026-10-21: 119.07%2026-10-22: 120.00%2026-10-23: 121.02%2026-10-26: 120.56%2026-10-27: 119.97%2026-10-28: 118.54%2026-10-29: 118.59%2026-10-30: 127.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
114.76%
118.05%
119.07%
120.00%
121.02%
120.56%
119.97%
118.54%
118.59%
127.76%