IntraAlpha
Create free account Start free

Solaris Energy Infrastructure, Inc. SEI

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-03T14:47:02.976Z

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 · 2026-11-03T14:46:51.501670894Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:47:00.050150+00:00

Share price$70.76
1D+4.4%
$67.28$68.25$69.21$70.17$71.145:30 AM6:30 AM9:00 AM1:00 PMSEI
Sold putSold call

Solaris Energy Infrastructure, Inc. options

Live interpolated SEI call and put midpoint premiums by absolute delta.Solaris Energy Infrastructure, Inc.$0.86$7.25$13.64$20.02$26.41$46.75$58.42$70.08$81.75$93.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEI spot · $70.75SEI PRICE$1.55$2.02$2.58$3.18$3.79$4.46$5.26$6.13$7.05$8.23$9.72$10.82$12.25$2.54$3.35$4.40$5.54$6.56$7.81$9.26$10.54$12.36$14.89$17.00$19.20$24.57
PutsExpensive1.15×
CallsCheap0.84×
SkewBearish+27.42 pp
Implied moveBearish±$14.51
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.17100.7%25.4%58.25129.3%21.3%
25Δ83.6498.0%21.1%61.15127.1%18.3%
30Δ81.1198.7%18.3%63.69128.8%16.2%
35Δ78.7498.7%15.8%66.16130.4%14.3%
40Δ76.4897.6%13.4%68.64127.3%12.3%
45Δ74.3896.8%11.4%71.11126.3%10.5%
50Δ72.4897.9%9.9%73.57126.5%9.1%
55Δ70.5998.3%8.4%75.93123.2%7.6%
60Δ68.7098.1%7.1%78.61123.5%6.4%
65Δ66.72100.1%5.9%81.83127.1%5.4%
70Δ64.60104.5%5.0%84.73125.3%4.3%
75Δ62.64101.4%3.8%87.66122.0%3.2%
80Δ60.5199.7%2.8%93.54130.3%2.5%

20Δ

Calls
Pseudo strike
87.17
IV
100.7%
B/E move
25.4%
Puts
Pseudo strike
58.25
IV
129.3%
B/E move
21.3%

25Δ

Calls
Pseudo strike
83.64
IV
98.0%
B/E move
21.1%
Puts
Pseudo strike
61.15
IV
127.1%
B/E move
18.3%

30Δ

Calls
Pseudo strike
81.11
IV
98.7%
B/E move
18.3%
Puts
Pseudo strike
63.69
IV
128.8%
B/E move
16.2%

35Δ

Calls
Pseudo strike
78.74
IV
98.7%
B/E move
15.8%
Puts
Pseudo strike
66.16
IV
130.4%
B/E move
14.3%

40Δ

Calls
Pseudo strike
76.48
IV
97.6%
B/E move
13.4%
Puts
Pseudo strike
68.64
IV
127.3%
B/E move
12.3%

45Δ

Calls
Pseudo strike
74.38
IV
96.8%
B/E move
11.4%
Puts
Pseudo strike
71.11
IV
126.3%
B/E move
10.5%

50Δ

Calls
Pseudo strike
72.48
IV
97.9%
B/E move
9.9%
Puts
Pseudo strike
73.57
IV
126.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
70.59
IV
98.3%
B/E move
8.4%
Puts
Pseudo strike
75.93
IV
123.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
68.70
IV
98.1%
B/E move
7.1%
Puts
Pseudo strike
78.61
IV
123.5%
B/E move
6.4%

65Δ

Calls
Pseudo strike
66.72
IV
100.1%
B/E move
5.9%
Puts
Pseudo strike
81.83
IV
127.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
64.60
IV
104.5%
B/E move
5.0%
Puts
Pseudo strike
84.73
IV
125.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
62.64
IV
101.4%
B/E move
3.8%
Puts
Pseudo strike
87.66
IV
122.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
60.51
IV
99.7%
B/E move
2.8%
Puts
Pseudo strike
93.54
IV
130.3%
B/E move
2.5%

Options history

IV · four-Friday blend90.69%
Daily EOD
SEI80.3%85.9%91.5%2026-10-19: 81.66%2026-10-20: 81.56%2026-10-21: 81.11%2026-10-22: 86.90%2026-10-23: 88.73%2026-10-26: 90.39%2026-10-27: 89.60%2026-10-28: 88.96%2026-10-29: 85.87%2026-10-30: 90.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.66%
81.56%
81.11%
86.90%
88.73%
90.39%
89.60%
88.96%
85.87%
90.69%