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Slide Insurance Holdings, Inc. Common Stock SLDE

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Market dataready · fetched 2026-11-04T06:31:14.547Z

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 · 2026-11-03T21:00:03.338596728Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:31:13.801922+00:00

Share price$27.59
1D+0.1%
AH$27.31$27.51$27.72$27.92$28.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLDE
Sold putSold callAH

Slide Insurance Holdings, Inc. Common Stock options

Live interpolated SLDE call and put midpoint premiums by absolute delta.Slide Insurance Holdings, Inc. Common Stock$0.23$0.91$1.58$2.26$2.94$22.80$25.19$27.59$29.98$32.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLDE spot · $27.59SLDE PRICE$0.30$0.50$0.71$0.91$1.11$1.32$1.52$1.73$1.93$2.13$2.34$2.54$2.75$0.41$0.60$0.78$0.96$1.15$1.33$1.51$1.70$1.88$2.07$2.25$2.43$2.62
PutsCheap0.77×
CallsCheap0.70×
SkewBearish+4.93 pp
Implied moveBalanced±$3.04
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8640.6%9.3%25.0957.4%10.6%
25Δ29.4841.4%8.7%25.4956.3%9.8%
30Δ29.1042.3%8.0%25.9055.1%8.9%
35Δ28.7243.1%7.4%26.3154.0%8.1%
40Δ28.3444.0%6.7%26.7252.9%7.3%
45Δ27.9644.8%6.1%27.1351.7%6.5%
50Δ27.5745.7%5.5%27.5350.6%5.7%
55Δ27.1946.5%4.8%27.9449.5%4.9%
60Δ26.8147.4%4.2%28.3548.3%4.1%
65Δ26.4348.2%3.5%28.7647.2%3.3%
70Δ26.0549.1%2.9%29.1646.1%2.4%
75Δ25.6749.9%2.3%29.5744.9%1.6%
80Δ25.2950.8%1.6%29.9843.8%0.8%

20Δ

Calls
Pseudo strike
29.86
IV
40.6%
B/E move
9.3%
Puts
Pseudo strike
25.09
IV
57.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
29.48
IV
41.4%
B/E move
8.7%
Puts
Pseudo strike
25.49
IV
56.3%
B/E move
9.8%

30Δ

Calls
Pseudo strike
29.10
IV
42.3%
B/E move
8.0%
Puts
Pseudo strike
25.90
IV
55.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
28.72
IV
43.1%
B/E move
7.4%
Puts
Pseudo strike
26.31
IV
54.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
28.34
IV
44.0%
B/E move
6.7%
Puts
Pseudo strike
26.72
IV
52.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
27.96
IV
44.8%
B/E move
6.1%
Puts
Pseudo strike
27.13
IV
51.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
27.57
IV
45.7%
B/E move
5.5%
Puts
Pseudo strike
27.53
IV
50.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
27.19
IV
46.5%
B/E move
4.8%
Puts
Pseudo strike
27.94
IV
49.5%
B/E move
4.9%

60Δ

Calls
Pseudo strike
26.81
IV
47.4%
B/E move
4.2%
Puts
Pseudo strike
28.35
IV
48.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.43
IV
48.2%
B/E move
3.5%
Puts
Pseudo strike
28.76
IV
47.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
26.05
IV
49.1%
B/E move
2.9%
Puts
Pseudo strike
29.16
IV
46.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.67
IV
49.9%
B/E move
2.3%
Puts
Pseudo strike
29.57
IV
44.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
25.29
IV
50.8%
B/E move
1.6%
Puts
Pseudo strike
29.98
IV
43.8%
B/E move
0.8%

Options history

IV · four-Friday blend46.49%
Daily close
SLDE36.2%52.7%69.1%2026-08-11: 58.19%2026-08-19: 52.54%2026-08-20: 66.86%2026-08-21: 39.07%2026-08-26: 39.73%2026-09-11: 42.16%2026-09-18: 38.46%2026-09-21: 42.73%2026-09-22: 39.81%2026-09-23: 42.28%2026-09-24: 40.79%2026-09-25: 44.20%2026-09-28: 42.67%2026-09-30: 40.86%2026-10-01: 44.59%2026-10-02: 41.91%2026-10-08: 47.82%2026-10-09: 46.49%Aug 11Sep 22Oct 9
18 observations2026-08-11 — 2026-10-09
Table
DateIV (%)
58.19%
52.54%
66.86%
39.07%
39.73%
42.16%
38.46%
42.73%
39.81%
42.28%
40.79%
44.20%
42.67%
40.86%
44.59%
41.91%
47.82%
46.49%