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Solventum Corporation SOLV

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Market datapartial · fetched 2026-10-22T14:07:18.918Z

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 · 2026-10-22T13:59:48.418875782Z

FundamentalsAlpha Vantage · unavailable

Share price$86.95
1D+0.5%
$86.34$86.55$86.76$86.96$87.175:30 AM6:30 AM9:00 AM1:00 PMSOLV
Sold putSold call

Solventum Corporation options

Live interpolated SOLV call and put midpoint premiums by absolute delta.Solventum Corporation$0.93$3.21$5.50$7.78$10.07$75.07$81.05$87.03$93.01$98.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLV spot · $86.95SOLV PRICE$1.18$1.33$1.71$2.08$2.45$3.00$3.56$4.11$4.67$5.64$6.82$7.99$9.41$1.52$1.82$2.13$2.44$2.85$3.48$4.11$4.73$5.36$5.99$6.62$7.24$7.87
PutsExpensive1.30×
CallsExpensive1.47×
SkewBullish-0.66 pp
Implied moveBearish±$7.66
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.2347.6%15.5%77.6252.5%12.5%
25Δ94.3937.9%10.1%80.4046.8%9.6%
30Δ92.9537.7%8.9%82.1243.5%8.0%
35Δ91.5137.5%7.6%83.8440.1%6.4%
40Δ90.0837.2%6.4%85.3837.8%5.1%
45Δ88.8937.3%5.7%86.5637.8%4.4%
50Δ87.7237.4%5.0%87.7537.8%3.8%
55Δ86.5537.5%4.3%88.9337.8%3.2%
60Δ85.3837.7%3.6%90.1037.6%2.5%
65Δ83.9638.9%3.0%91.1335.9%2.1%
70Δ82.4140.7%2.6%92.1634.2%1.6%
75Δ80.8642.6%2.2%93.1932.5%1.2%
80Δ79.0743.8%1.8%94.2230.8%0.7%

20Δ

Calls
Pseudo strike
99.23
IV
47.6%
B/E move
15.5%
Puts
Pseudo strike
77.62
IV
52.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
94.39
IV
37.9%
B/E move
10.1%
Puts
Pseudo strike
80.40
IV
46.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
92.95
IV
37.7%
B/E move
8.9%
Puts
Pseudo strike
82.12
IV
43.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
91.51
IV
37.5%
B/E move
7.6%
Puts
Pseudo strike
83.84
IV
40.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
90.08
IV
37.2%
B/E move
6.4%
Puts
Pseudo strike
85.38
IV
37.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
88.89
IV
37.3%
B/E move
5.7%
Puts
Pseudo strike
86.56
IV
37.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
87.72
IV
37.4%
B/E move
5.0%
Puts
Pseudo strike
87.75
IV
37.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
86.55
IV
37.5%
B/E move
4.3%
Puts
Pseudo strike
88.93
IV
37.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
85.38
IV
37.7%
B/E move
3.6%
Puts
Pseudo strike
90.10
IV
37.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
83.96
IV
38.9%
B/E move
3.0%
Puts
Pseudo strike
91.13
IV
35.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
82.41
IV
40.7%
B/E move
2.6%
Puts
Pseudo strike
92.16
IV
34.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
80.86
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
93.19
IV
32.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
79.07
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
94.22
IV
30.8%
B/E move
0.7%

Options history

No recorded observations