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First Solar, Inc. Common Stock FSLR

i

Market dataready · fetched 2026-11-04T06:48:17.113Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:59:59.946140755Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:48:16.252231+00:00

Share price$191.00
1D+2.0%
AH$182$184$185$187$1895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSLR
Sold putSold callAH

First Solar, Inc. Common Stock options

Live interpolated FSLR call and put midpoint premiums by absolute delta.First Solar, Inc. Common Stock$0.00$15.43$30.86$46.28$61.71$156.76$169.61$182.47$195.32$208.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSLR spot · $191.00FSLR PRICE$1.48$1.89$2.33$2.78$3.24$3.72$4.19$4.64$5.10$5.55$5.98$6.40$6.81$2.35$3.20$4.18$5.34$6.75$8.40$10.30$12.63$15.84$18.87$24.13$36.02$57.25
PutsExpensive3.90×
CallsFair1.00×
SkewBearish+106.26 pp
Implied moveBearish±$14.48
TiltBearish58.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.4896.8%7.3%175.86141.4%9.2%
25Δ200.5892.5%6.0%178.84143.2%8.0%
30Δ198.2789.5%5.0%181.56146.1%7.1%
35Δ196.2686.4%4.2%184.18150.1%6.4%
40Δ194.4583.2%3.5%186.79155.9%5.7%
45Δ192.8480.4%2.9%189.56162.4%5.2%
50Δ191.4176.8%2.4%192.53168.4%4.6%
55Δ190.0273.1%1.9%195.87175.6%4.1%
60Δ188.8969.3%1.6%199.85188.5%3.7%
65Δ187.7565.4%1.2%203.96193.1%3.1%
70Δ186.8261.1%0.9%209.93211.3%2.7%
75Δ185.9556.6%0.7%222.04231.0%2.6%
80Δ185.0752.2%0.5%243.56297.7%2.5%

20Δ

Calls
Pseudo strike
203.48
IV
96.8%
B/E move
7.3%
Puts
Pseudo strike
175.86
IV
141.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
200.58
IV
92.5%
B/E move
6.0%
Puts
Pseudo strike
178.84
IV
143.2%
B/E move
8.0%

30Δ

Calls
Pseudo strike
198.27
IV
89.5%
B/E move
5.0%
Puts
Pseudo strike
181.56
IV
146.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
196.26
IV
86.4%
B/E move
4.2%
Puts
Pseudo strike
184.18
IV
150.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
194.45
IV
83.2%
B/E move
3.5%
Puts
Pseudo strike
186.79
IV
155.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
192.84
IV
80.4%
B/E move
2.9%
Puts
Pseudo strike
189.56
IV
162.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
191.41
IV
76.8%
B/E move
2.4%
Puts
Pseudo strike
192.53
IV
168.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
190.02
IV
73.1%
B/E move
1.9%
Puts
Pseudo strike
195.87
IV
175.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
188.89
IV
69.3%
B/E move
1.6%
Puts
Pseudo strike
199.85
IV
188.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
187.75
IV
65.4%
B/E move
1.2%
Puts
Pseudo strike
203.96
IV
193.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
186.82
IV
61.1%
B/E move
0.9%
Puts
Pseudo strike
209.93
IV
211.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
185.95
IV
56.6%
B/E move
0.7%
Puts
Pseudo strike
222.04
IV
231.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
185.07
IV
52.2%
B/E move
0.5%
Puts
Pseudo strike
243.56
IV
297.7%
B/E move
2.5%

Options history

IV · four-Friday blend56.50%
Daily close
FSLR36.6%83.4%130.2%2026-08-06: 123.78%2026-08-07: 62.37%2026-08-10: 61.36%2026-08-11: 57.75%2026-08-12: 56.50%2026-08-13: 53.46%2026-08-14: 49.45%2026-08-17: 51.67%2026-08-18: 51.72%2026-08-19: 50.43%2026-08-20: 49.08%2026-08-21: 47.98%2026-08-24: 47.61%2026-08-25: 48.16%2026-08-26: 49.54%2026-08-27: 47.65%2026-08-28: 44.29%2026-08-31: 46.67%2026-09-01: 47.95%2026-09-02: 47.73%2026-09-03: 46.90%2026-09-04: 43.10%2026-09-08: 51.94%2026-09-09: 51.06%2026-09-10: 51.40%2026-09-11: 46.80%2026-09-14: 50.63%2026-09-15: 51.08%2026-09-16: 51.12%2026-09-17: 50.35%2026-09-18: 45.52%2026-09-21: 48.89%2026-09-22: 48.49%2026-09-23: 49.87%2026-09-24: 58.45%2026-09-25: 49.19%2026-09-28: 50.55%2026-09-29: 52.05%2026-09-30: 50.76%2026-10-01: 47.95%2026-10-02: 47.25%2026-10-05: 48.81%2026-10-06: 51.24%2026-10-07: 50.09%2026-10-08: 50.07%2026-10-09: 52.47%2026-10-12: 56.93%2026-10-13: 57.57%2026-10-14: 57.18%2026-10-15: 58.16%2026-10-16: 61.31%2026-10-19: 64.14%2026-10-20: 65.36%2026-10-21: 69.70%2026-10-22: 69.63%2026-10-23: 73.32%2026-10-26: 80.51%2026-10-27: 88.49%2026-10-28: 91.94%2026-10-29: 105.02%2026-10-30: 56.50%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
123.78%
62.37%
61.36%
57.75%
56.50%
53.46%
49.45%
51.67%
51.72%
50.43%
49.08%
47.98%
47.61%
48.16%
49.54%
47.65%
44.29%
46.67%
47.95%
47.73%
46.90%
43.10%
51.94%
51.06%
51.40%
46.80%
50.63%
51.08%
51.12%
50.35%
45.52%
48.89%
48.49%
49.87%
58.45%
49.19%
50.55%
52.05%
50.76%
47.95%
47.25%
48.81%
51.24%
50.09%
50.07%
52.47%
56.93%
57.57%
57.18%
58.16%
61.31%
64.14%
65.36%
69.70%
69.63%
73.32%
80.51%
88.49%
91.94%
105.02%
56.50%