Sol Strategies Inc. Common Shares STKE
FINANCIAL SERVICES · CAPITAL MARKETSi
Market dataready · fetched 2026-10-24T04:27:15.706Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:59:54.014444156Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:27:15.850044+00:00
Share price$1.30
1D-6.0%
Sold putSold callAH
Sol Strategies Inc. Common Shares options
PutsExpensive1.41×
CallsExpensive3.42×
SkewBullish-336.10 pp
Implied moveBearish±$1.25
TiltBearish83.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.18 | 134.0% | 24.0% | |||
| 25Δ | 1.30 | 160.3% | 23.3% | |||
| 30Δ | 1.43 | 186.6% | 22.5% | |||
| 35Δ | 1.55 | 212.8% | 21.8% | |||
| 40Δ | 1.67 | 239.1% | 21.1% | |||
| 45Δ | 1.80 | 265.4% | 20.4% | |||
| 50Δ | 3.72 | 523.2% | 214.9% | 1.92 | 291.7% | 19.7% |
| 55Δ | 3.65 | 559.6% | 214.3% | 2.13 | 305.7% | 18.4% |
| 60Δ | 4.56 | 669.1% | 291.5% | 2.50 | 298.9% | 16.0% |
| 65Δ | 2.86 | 292.1% | 13.7% | |||
| 70Δ | 3.23 | 285.3% | 11.4% | |||
| 75Δ | 3.59 | 278.5% | 9.0% | |||
| 80Δ | 3.95 | 271.7% | 6.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.18
- IV
- 134.0%
- B/E move
- 24.0%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.30
- IV
- 160.3%
- B/E move
- 23.3%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.43
- IV
- 186.6%
- B/E move
- 22.5%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.55
- IV
- 212.8%
- B/E move
- 21.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.67
- IV
- 239.1%
- B/E move
- 21.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.80
- IV
- 265.4%
- B/E move
- 20.4%
50Δ
- Pseudo strike
- 3.72
- IV
- 523.2%
- B/E move
- 214.9%
- Pseudo strike
- 1.92
- IV
- 291.7%
- B/E move
- 19.7%
55Δ
- Pseudo strike
- 3.65
- IV
- 559.6%
- B/E move
- 214.3%
- Pseudo strike
- 2.13
- IV
- 305.7%
- B/E move
- 18.4%
60Δ
- Pseudo strike
- 4.56
- IV
- 669.1%
- B/E move
- 291.5%
- Pseudo strike
- 2.50
- IV
- 298.9%
- B/E move
- 16.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.86
- IV
- 292.1%
- B/E move
- 13.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.23
- IV
- 285.3%
- B/E move
- 11.4%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.59
- IV
- 278.5%
- B/E move
- 9.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.95
- IV
- 271.7%
- B/E move
- 6.7%
Options history
No recorded observations