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Volatility Shares Trust Solana ETF SOLZ

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Market datapartial · fetched 2026-10-22T23:58:06.393Z

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 · 2026-10-22T21:24:31.724711176Z

FundamentalsAlpha Vantage · unavailable

Share price$10.18
1D-0.9%
AH$10.19$10.25$10.30$10.36$10.425:30 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$0.18$0.66$1.14$1.61$2.09$7.59$8.91$10.22$11.53$12.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOLZ spot · $10.18SOLZ PRICE$0.46$0.23$0.24$0.36$0.48$0.61$0.73$0.85$1.01$1.22$1.44$1.66$1.95$0.63$0.54$0.50$0.54$0.59$0.65$0.74$0.82$0.91$0.99$1.19$1.60
PutsExpensive1.30×
CallsExpensive1.32×
SkewBullish-2.58 pp
Implied moveBalanced±$1.47
TiltBullish7.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.05181.9%81.9%7.75156.4%30.0%
25Δ11.6961.2%17.2%8.69109.2%19.9%
30Δ10.9543.5%9.9%9.2383.5%14.3%
35Δ10.7848.6%9.4%9.5674.3%11.5%
40Δ10.6153.7%9.0%9.8865.2%8.7%
45Δ10.4458.7%8.5%10.1260.3%7.0%
50Δ10.2763.8%8.1%10.3157.7%6.0%
55Δ10.1068.9%7.6%10.5055.1%5.0%
60Δ9.8873.4%7.0%10.6952.6%4.0%
65Δ9.5876.8%6.1%10.8750.0%2.9%
70Δ9.2780.3%5.2%11.1550.4%2.2%
75Δ8.9583.4%4.3%11.6057.0%1.8%
80Δ8.5783.9%3.3%

20Δ

Calls
Pseudo strike
18.05
IV
181.9%
B/E move
81.9%
Puts
Pseudo strike
7.75
IV
156.4%
B/E move
30.0%

25Δ

Calls
Pseudo strike
11.69
IV
61.2%
B/E move
17.2%
Puts
Pseudo strike
8.69
IV
109.2%
B/E move
19.9%

30Δ

Calls
Pseudo strike
10.95
IV
43.5%
B/E move
9.9%
Puts
Pseudo strike
9.23
IV
83.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
10.78
IV
48.6%
B/E move
9.4%
Puts
Pseudo strike
9.56
IV
74.3%
B/E move
11.5%

40Δ

Calls
Pseudo strike
10.61
IV
53.7%
B/E move
9.0%
Puts
Pseudo strike
9.88
IV
65.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
10.44
IV
58.7%
B/E move
8.5%
Puts
Pseudo strike
10.12
IV
60.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
10.27
IV
63.8%
B/E move
8.1%
Puts
Pseudo strike
10.31
IV
57.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
10.10
IV
68.9%
B/E move
7.6%
Puts
Pseudo strike
10.50
IV
55.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
9.88
IV
73.4%
B/E move
7.0%
Puts
Pseudo strike
10.69
IV
52.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
9.58
IV
76.8%
B/E move
6.1%
Puts
Pseudo strike
10.87
IV
50.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
9.27
IV
80.3%
B/E move
5.2%
Puts
Pseudo strike
11.15
IV
50.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
8.95
IV
83.4%
B/E move
4.3%
Puts
Pseudo strike
11.60
IV
57.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
8.57
IV
83.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations