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Solventum Corporation SOLV

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Market dataready · fetched 2026-11-13T17:10:49.087Z

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 · 2026-11-13T17:10:24.6563352Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T17:10:48.261452+00:00

Share price$88.39
1D-1.0%
$88.30$88.66$89.02$89.38$89.745:30 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$0.38$2.11$3.84$5.56$7.29$81.91$85.17$88.44$91.70$94.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOLV spot · $88.39SOLV PRICE$0.57$0.74$0.92$1.09$1.37$1.82$2.26$2.71$3.16$3.60$4.05$4.83$6.79$0.79$1.01$1.27$1.58$1.89$2.20$2.51$2.82
Puts——
CallsExpensive1.06×
Skew——
Implied moveBearish±$4.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.1538.2%6.0%82.7854.7%7.2%
25Δ92.2838.1%5.2%84.2352.5%5.9%
30Δ91.4138.1%4.5%85.3750.9%4.9%
35Δ90.5438.0%3.7%86.1550.0%4.3%
40Δ89.7438.5%3.1%86.9349.1%3.8%
45Δ89.0439.8%2.8%87.7148.2%3.2%
50Δ88.3441.1%2.5%88.5047.3%2.7%
55Δ87.6442.4%2.2%89.2846.4%2.2%
60Δ86.9443.7%1.9%
65Δ86.2445.0%1.6%
70Δ85.5446.3%1.4%
75Δ84.5449.5%1.1%
80Δ82.4659.2%1.0%

20Δ

Calls
Pseudo strike
93.15
IV
38.2%
B/E move
6.0%
Puts
Pseudo strike
82.78
IV
54.7%
B/E move
7.2%

25Δ

Calls
Pseudo strike
92.28
IV
38.1%
B/E move
5.2%
Puts
Pseudo strike
84.23
IV
52.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
91.41
IV
38.1%
B/E move
4.5%
Puts
Pseudo strike
85.37
IV
50.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
90.54
IV
38.0%
B/E move
3.7%
Puts
Pseudo strike
86.15
IV
50.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
89.74
IV
38.5%
B/E move
3.1%
Puts
Pseudo strike
86.93
IV
49.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
89.04
IV
39.8%
B/E move
2.8%
Puts
Pseudo strike
87.71
IV
48.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
88.34
IV
41.1%
B/E move
2.5%
Puts
Pseudo strike
88.50
IV
47.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
87.64
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
89.28
IV
46.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
86.94
IV
43.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
86.24
IV
45.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
85.54
IV
46.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
84.54
IV
49.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
82.46
IV
59.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.99%
Daily EOD
SOLV32.9%34.5%36.2%2026-10-19: 33.09%2026-10-20: 33.66%2026-10-21: 34.47%2026-10-22: 33.76%2026-10-23: 33.79%2026-10-26: 34.37%2026-10-27: 35.89%2026-10-28: 34.08%2026-10-29: 34.26%2026-10-30: 35.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.09%
33.66%
34.47%
33.76%
33.79%
34.37%
35.89%
34.08%
34.26%
35.99%