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Solaris Resources Inc. SLSR

BASIC MATERIALS · OTHER PRECIOUS METALS & MINING
i

Market dataready · fetched 2026-11-04T08:58:11.211Z

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 · 2026-11-04T01:00:00.080745167Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T08:55:17.830425+00:00

Share price$6.92
1D+2.1%
AH$6.74$6.81$6.88$6.94$7.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLSR
Sold putSold callAH

Solaris Resources Inc. options

Live interpolated SLSR call and put midpoint premiums by absolute delta.Solaris Resources Inc.$0.11$1.49$2.86$4.24$5.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESLSR PRICE$0.26$0.35$0.45$0.55$0.64$0.74$0.85$1.02$1.20$1.37$1.55$1.72$1.90$1.48$2.05$2.63$3.20$5.22
Puts——
CallsExpensive2.81×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.46140.9%40.4%
25Δ9.12147.3%37.0%
30Δ8.79153.8%33.5%
35Δ8.46160.2%30.1%
40Δ8.12166.6%26.7%
45Δ7.79173.0%23.3%
50Δ7.46178.4%20.0%
55Δ7.12176.6%17.7%
60Δ6.78174.8%15.3%7.94135.7%6.6%
65Δ6.45173.1%13.0%8.56151.2%5.9%
70Δ6.11171.3%10.7%9.19166.8%5.2%
75Δ5.78169.6%8.3%9.81182.3%4.5%
80Δ5.44167.8%6.0%11.87228.5%4.0%

20Δ

Calls
Pseudo strike
9.46
IV
140.9%
B/E move
40.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.12
IV
147.3%
B/E move
37.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.79
IV
153.8%
B/E move
33.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.46
IV
160.2%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.12
IV
166.6%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.79
IV
173.0%
B/E move
23.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.46
IV
178.4%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.12
IV
176.6%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.78
IV
174.8%
B/E move
15.3%
Puts
Pseudo strike
7.94
IV
135.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
6.45
IV
173.1%
B/E move
13.0%
Puts
Pseudo strike
8.56
IV
151.2%
B/E move
5.9%

70Δ

Calls
Pseudo strike
6.11
IV
171.3%
B/E move
10.7%
Puts
Pseudo strike
9.19
IV
166.8%
B/E move
5.2%

75Δ

Calls
Pseudo strike
5.78
IV
169.6%
B/E move
8.3%
Puts
Pseudo strike
9.81
IV
182.3%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.44
IV
167.8%
B/E move
6.0%
Puts
Pseudo strike
11.87
IV
228.5%
B/E move
4.0%

Options history

IV · four-Friday blend101.51%
Daily EOD
SLSR101.4%101.5%101.6%2026-10-30: 101.51%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
101.51%