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Shoals Technologies Group, Inc. Class A Common Stock SHLS

i

Market dataready · fetched 2026-11-04T06:58:16.712Z

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 · 2026-11-04T00:31:33.267364791Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:58:16.258366+00:00

Share price$8.43
1D+7.9%
AH$7.80$7.98$8.17$8.35$8.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHLS
Sold putSold callAH

Shoals Technologies Group, Inc. Class A Common Stock options

Live interpolated SHLS call and put midpoint premiums by absolute delta.Shoals Technologies Group, Inc. Class A Common Stock$0.16$0.86$1.56$2.27$2.97$5.55$6.97$8.38$9.80$11.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHLS spot · $8.43SHLS PRICE$0.23$0.30$0.36$0.45$0.55$0.64$0.77$0.89$1.02$1.16$1.33$1.50$1.68$0.31$0.42$0.54$0.65$0.79$0.94$1.10$1.26$1.49$1.71$1.95$2.36$2.77
PutsExpensive1.26×
CallsExpensive1.29×
SkewBearish+5.12 pp
Implied moveBearish±$1.86
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.16132.0%35.2%6.91135.5%21.7%
25Δ10.54126.8%28.5%7.25134.0%18.9%
30Δ9.97121.2%22.5%7.57133.3%16.6%
35Δ9.65122.2%19.9%7.88132.6%14.3%
40Δ9.34123.1%17.3%8.18131.4%12.4%
45Δ9.03124.1%14.7%8.47129.9%10.8%
50Δ8.74124.6%12.8%8.76128.4%9.2%
55Δ8.46125.1%11.0%9.05127.0%7.6%
60Δ8.18125.5%9.1%9.37126.2%6.4%
65Δ7.90125.3%7.5%9.69125.4%5.3%
70Δ7.61124.0%6.1%10.03124.8%4.2%
75Δ7.33122.6%4.7%10.51126.9%3.3%
80Δ7.04121.2%3.4%10.99128.9%2.4%

20Δ

Calls
Pseudo strike
11.16
IV
132.0%
B/E move
35.2%
Puts
Pseudo strike
6.91
IV
135.5%
B/E move
21.7%

25Δ

Calls
Pseudo strike
10.54
IV
126.8%
B/E move
28.5%
Puts
Pseudo strike
7.25
IV
134.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
9.97
IV
121.2%
B/E move
22.5%
Puts
Pseudo strike
7.57
IV
133.3%
B/E move
16.6%

35Δ

Calls
Pseudo strike
9.65
IV
122.2%
B/E move
19.9%
Puts
Pseudo strike
7.88
IV
132.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
9.34
IV
123.1%
B/E move
17.3%
Puts
Pseudo strike
8.18
IV
131.4%
B/E move
12.4%

45Δ

Calls
Pseudo strike
9.03
IV
124.1%
B/E move
14.7%
Puts
Pseudo strike
8.47
IV
129.9%
B/E move
10.8%

50Δ

Calls
Pseudo strike
8.74
IV
124.6%
B/E move
12.8%
Puts
Pseudo strike
8.76
IV
128.4%
B/E move
9.2%

55Δ

Calls
Pseudo strike
8.46
IV
125.1%
B/E move
11.0%
Puts
Pseudo strike
9.05
IV
127.0%
B/E move
7.6%

60Δ

Calls
Pseudo strike
8.18
IV
125.5%
B/E move
9.1%
Puts
Pseudo strike
9.37
IV
126.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
7.90
IV
125.3%
B/E move
7.5%
Puts
Pseudo strike
9.69
IV
125.4%
B/E move
5.3%

70Δ

Calls
Pseudo strike
7.61
IV
124.0%
B/E move
6.1%
Puts
Pseudo strike
10.03
IV
124.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.33
IV
122.6%
B/E move
4.7%
Puts
Pseudo strike
10.51
IV
126.9%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.04
IV
121.2%
B/E move
3.4%
Puts
Pseudo strike
10.99
IV
128.9%
B/E move
2.4%

Options history

IV · four-Friday blend90.69%
Daily EOD
SHLS86.2%89.8%93.4%2026-10-19: 86.72%2026-10-20: 87.84%2026-10-21: 88.52%2026-10-22: 90.61%2026-10-23: 91.18%2026-10-26: 91.85%2026-10-27: 92.88%2026-10-28: 89.58%2026-10-29: 92.84%2026-10-30: 90.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
86.72%
87.84%
88.52%
90.61%
91.18%
91.85%
92.88%
89.58%
92.84%
90.69%