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Solid Biosciences Inc. Common Stock SLDB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T07:29:10.706Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:00:00.662413973Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:29:08.453815+00:00

Share price$6.28
1D+4.7%
AH$5.98$6.07$6.15$6.24$6.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLDB
Sold putSold callAH

Solid Biosciences Inc. Common Stock options

Live interpolated SLDB call and put midpoint premiums by absolute delta.Solid Biosciences Inc. Common Stock$2.18$2.71$3.23$3.76$4.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESLDB PRICE$2.24$2.43$2.49$2.54$2.45$2.47$2.48$2.50$2.58$2.71$2.83$2.96$4.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.06228.5%26.6%
45Δ7.34206.7%22.4%
50Δ7.62184.9%18.1%
55Δ7.91163.2%13.8%
60Δ8.18148.6%11.0%
65Δ7.39300.1%53.4%8.44137.7%8.8%
70Δ6.14281.1%36.4%8.70126.7%6.6%
75Δ5.45244.9%26.4%8.96115.8%4.4%
80Δ4.83206.7%17.3%10.20128.1%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.06
IV
228.5%
B/E move
26.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.34
IV
206.7%
B/E move
22.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.62
IV
184.9%
B/E move
18.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
163.2%
B/E move
13.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.18
IV
148.6%
B/E move
11.0%

65Δ

Calls
Pseudo strike
7.39
IV
300.1%
B/E move
53.4%
Puts
Pseudo strike
8.44
IV
137.7%
B/E move
8.8%

70Δ

Calls
Pseudo strike
6.14
IV
281.1%
B/E move
36.4%
Puts
Pseudo strike
8.70
IV
126.7%
B/E move
6.6%

75Δ

Calls
Pseudo strike
5.45
IV
244.9%
B/E move
26.4%
Puts
Pseudo strike
8.96
IV
115.8%
B/E move
4.4%

80Δ

Calls
Pseudo strike
4.83
IV
206.7%
B/E move
17.3%
Puts
Pseudo strike
10.20
IV
128.1%
B/E move
3.4%

Options history

IV · four-Friday blend249.99%
Daily EOD
SLDB133.5%196.1%258.6%2026-10-19: 188.98%2026-10-20: 179.68%2026-10-21: 203.73%2026-10-22: 224.60%2026-10-23: 196.97%2026-10-26: 142.16%2026-10-27: 213.61%2026-10-28: 214.88%2026-10-29: 243.67%2026-10-30: 249.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
188.98%
179.68%
203.73%
224.60%
196.97%
142.16%
213.61%
214.88%
243.67%
249.99%