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Volatility Shares Trust Solana ETF SOLZ

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Market datapartial · fetched 2026-10-23T15:51:12.691Z

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 · 2026-10-23T15:50:54.898750232Z

FundamentalsAlpha Vantage · unavailable

Share price$10.35
1D+0.3%
$10.24$10.28$10.32$10.36$10.405:30 AM6:30 AM9:00 AM1:00 PMSOLZ
Sold putSold call

Volatility Shares Trust Solana ETF options

Live interpolated SOLZ call and put midpoint premiums by absolute delta.Volatility Shares Trust Solana ETF$0.31$1.29$2.27$3.26$4.24$7.17$8.77$10.37$11.97$13.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLZ spot · $10.35SOLZ PRICE$0.41$0.50$0.47$0.45$0.44$0.55$0.66$0.78$0.89$1.21$1.64$2.07$2.51$0.47$0.47$0.55$0.64$0.74$0.95$1.15$1.35$1.56$1.77$1.98$2.93$3.95
PutsExpensive1.60×
CallsExpensive1.62×
SkewBullish-1.28 pp
Implied moveBearish±$1.81
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.97159.5%68.0%8.20125.9%25.3%
25Δ14.79142.0%47.7%8.9996.2%17.8%
30Δ13.46112.6%34.6%9.3589.5%15.0%
35Δ12.1283.2%21.4%9.7283.2%12.3%
40Δ10.9658.9%10.2%10.0778.8%9.9%
45Δ10.7460.1%9.1%10.3881.3%8.9%
50Δ10.5261.3%8.1%10.6983.7%7.8%
55Δ10.3062.5%7.0%11.0186.1%6.7%
60Δ10.0863.7%5.9%11.3384.4%5.7%
65Δ9.6972.8%5.3%11.6582.6%4.6%
70Δ9.2286.3%4.9%11.9780.8%3.5%
75Δ8.7499.7%4.5%13.0088.8%2.8%
80Δ8.27113.2%4.1%14.0897.6%2.1%

20Δ

Calls
Pseudo strike
16.97
IV
159.5%
B/E move
68.0%
Puts
Pseudo strike
8.20
IV
125.9%
B/E move
25.3%

25Δ

Calls
Pseudo strike
14.79
IV
142.0%
B/E move
47.7%
Puts
Pseudo strike
8.99
IV
96.2%
B/E move
17.8%

30Δ

Calls
Pseudo strike
13.46
IV
112.6%
B/E move
34.6%
Puts
Pseudo strike
9.35
IV
89.5%
B/E move
15.0%

35Δ

Calls
Pseudo strike
12.12
IV
83.2%
B/E move
21.4%
Puts
Pseudo strike
9.72
IV
83.2%
B/E move
12.3%

40Δ

Calls
Pseudo strike
10.96
IV
58.9%
B/E move
10.2%
Puts
Pseudo strike
10.07
IV
78.8%
B/E move
9.9%

45Δ

Calls
Pseudo strike
10.74
IV
60.1%
B/E move
9.1%
Puts
Pseudo strike
10.38
IV
81.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
10.52
IV
61.3%
B/E move
8.1%
Puts
Pseudo strike
10.69
IV
83.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
10.30
IV
62.5%
B/E move
7.0%
Puts
Pseudo strike
11.01
IV
86.1%
B/E move
6.7%

60Δ

Calls
Pseudo strike
10.08
IV
63.7%
B/E move
5.9%
Puts
Pseudo strike
11.33
IV
84.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
9.69
IV
72.8%
B/E move
5.3%
Puts
Pseudo strike
11.65
IV
82.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
9.22
IV
86.3%
B/E move
4.9%
Puts
Pseudo strike
11.97
IV
80.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
8.74
IV
99.7%
B/E move
4.5%
Puts
Pseudo strike
13.00
IV
88.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
8.27
IV
113.2%
B/E move
4.1%
Puts
Pseudo strike
14.08
IV
97.6%
B/E move
2.1%

Options history

No recorded observations