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Volatility Shares Trust Solana ETF SOLZ

i

Market dataready · fetched 2026-11-13T01:07:44.118Z

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 · 2026-11-13T00:30:32.696925891Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:07:43.970415+00:00

Share price$8.06
1D-0.1%
AH$7.93$7.97$8.02$8.06$8.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOLZ
Sold putSold callAH

Volatility Shares Trust Solana ETF options

Live interpolated SOLZ call and put midpoint premiums by absolute delta.Volatility Shares Trust Solana ETF$0.12$0.82$1.52$2.22$2.92$6.94$7.66$8.39$9.12$9.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SOLZ spot · $8.06SOLZ PRICE$0.19$0.21$0.24$0.27$0.29$0.32$0.35$0.46$0.57$0.69$0.81$0.93$0.40$0.40$0.25$0.40$0.56$0.72$0.87$1.03$2.47$2.72
Puts——
Calls——
Skew——
Implied moveBearish±$0.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.27258.4%27.2%
25Δ9.30121.0%17.8%6.91197.6%19.3%
30Δ8.90104.3%13.1%
35Δ8.7397.0%11.3%
40Δ8.5589.7%9.4%
45Δ8.3782.3%7.5%8.0255.5%3.5%
50Δ8.1975.0%5.6%8.2064.6%3.3%
55Δ8.0167.7%3.7%8.3773.6%3.1%
60Δ7.8669.5%3.2%8.5582.6%2.9%
65Δ7.7172.1%2.8%8.7291.7%2.6%
70Δ7.5674.6%2.4%8.89100.7%2.4%
75Δ7.4177.1%1.9%10.23196.5%3.8%
80Δ7.2679.7%1.5%10.56185.5%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.27
IV
258.4%
B/E move
27.2%

25Δ

Calls
Pseudo strike
9.30
IV
121.0%
B/E move
17.8%
Puts
Pseudo strike
6.91
IV
197.6%
B/E move
19.3%

30Δ

Calls
Pseudo strike
8.90
IV
104.3%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.73
IV
97.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.55
IV
89.7%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.37
IV
82.3%
B/E move
7.5%
Puts
Pseudo strike
8.02
IV
55.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
8.19
IV
75.0%
B/E move
5.6%
Puts
Pseudo strike
8.20
IV
64.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
8.01
IV
67.7%
B/E move
3.7%
Puts
Pseudo strike
8.37
IV
73.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
7.86
IV
69.5%
B/E move
3.2%
Puts
Pseudo strike
8.55
IV
82.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
7.71
IV
72.1%
B/E move
2.8%
Puts
Pseudo strike
8.72
IV
91.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
7.56
IV
74.6%
B/E move
2.4%
Puts
Pseudo strike
8.89
IV
100.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
7.41
IV
77.1%
B/E move
1.9%
Puts
Pseudo strike
10.23
IV
196.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.26
IV
79.7%
B/E move
1.5%
Puts
Pseudo strike
10.56
IV
185.5%
B/E move
2.7%

Options history

IV · four-Friday blend64.28%
Daily EOD
SOLZ56.2%62.1%67.9%2026-10-19: 61.69%2026-10-20: 67.06%2026-10-21: 57.37%2026-10-22: 57.05%2026-10-23: 62.89%2026-10-26: 62.56%2026-10-27: 62.27%2026-10-28: 62.26%2026-10-29: 62.80%2026-10-30: 64.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.69%
67.06%
57.37%
57.05%
62.89%
62.56%
62.27%
62.26%
62.80%
64.28%