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Solventum Corporation SOLV

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Market datapartial · fetched 2026-10-24T04:24:33.367Z

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 · 2026-10-23T23:00:00.002241152Z

FundamentalsAlpha Vantage · unavailable

Share price$85.41
1D-1.5%
AH$84.72$85.25$85.79$86.33$86.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLV
Sold putSold callAH

Solventum Corporation options

Live interpolated SOLV call and put midpoint premiums by absolute delta.Solventum Corporation$0.69$3.20$5.71$8.21$10.72$74.62$80.39$86.17$91.94$97.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLV spot · $85.41SOLV PRICE$0.96$1.31$1.66$2.06$2.67$3.29$3.90$4.51$5.34$6.17$6.99$8.20$10.00$1.14$1.29$1.70$2.10$2.51$2.92$3.71$4.50$5.29$6.08$6.92$7.78$8.63
PutsExpensive1.16×
CallsExpensive1.53×
SkewBullish-6.44 pp
Implied moveBullish±$7.60
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.9437.3%11.1%78.0642.9%9.9%
25Δ92.5438.0%9.9%80.7234.2%7.0%
30Δ91.1438.6%8.7%81.8034.4%6.2%
35Δ89.7839.4%7.5%82.8734.5%5.4%
40Δ88.5840.9%6.8%83.9534.7%4.6%
45Δ87.3842.3%6.2%85.0334.9%3.9%
50Δ86.1843.7%5.5%86.2135.8%3.4%
55Δ84.9845.1%4.8%87.3836.8%3.0%
60Δ83.6045.2%4.1%88.5637.7%2.5%
65Δ82.2245.3%3.5%89.7438.6%2.0%
70Δ80.8445.4%2.8%90.9437.7%1.6%
75Δ79.1646.5%2.3%92.1536.2%1.2%
80Δ76.9949.1%1.8%93.3634.8%0.8%

20Δ

Calls
Pseudo strike
93.94
IV
37.3%
B/E move
11.1%
Puts
Pseudo strike
78.06
IV
42.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
92.54
IV
38.0%
B/E move
9.9%
Puts
Pseudo strike
80.72
IV
34.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
91.14
IV
38.6%
B/E move
8.7%
Puts
Pseudo strike
81.80
IV
34.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
89.78
IV
39.4%
B/E move
7.5%
Puts
Pseudo strike
82.87
IV
34.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
88.58
IV
40.9%
B/E move
6.8%
Puts
Pseudo strike
83.95
IV
34.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
87.38
IV
42.3%
B/E move
6.2%
Puts
Pseudo strike
85.03
IV
34.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
86.18
IV
43.7%
B/E move
5.5%
Puts
Pseudo strike
86.21
IV
35.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
84.98
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
87.38
IV
36.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
83.60
IV
45.2%
B/E move
4.1%
Puts
Pseudo strike
88.56
IV
37.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
82.22
IV
45.3%
B/E move
3.5%
Puts
Pseudo strike
89.74
IV
38.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
80.84
IV
45.4%
B/E move
2.8%
Puts
Pseudo strike
90.94
IV
37.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
79.16
IV
46.5%
B/E move
2.3%
Puts
Pseudo strike
92.15
IV
36.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
76.99
IV
49.1%
B/E move
1.8%
Puts
Pseudo strike
93.36
IV
34.8%
B/E move
0.8%

Options history

No recorded observations