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Volatility Shares Trust 2x Solana ETF SOLT

i

Market dataready · fetched 2026-11-04T09:40:39.708Z

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 · 2026-11-04T09:27:18.00501312Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:40:38.641453+00:00

Share price$45.05
1D
Price history unavailable.

Volatility Shares Trust 2x Solana ETF options

Live interpolated SOLT call and put midpoint premiums by absolute delta.Volatility Shares Trust 2x Solana ETF$1.62$5.16$8.70$12.24$15.78$28.10$37.76$47.43$57.09$66.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOLT spot · $45.05SOLT PRICE$2.22$2.68$3.25$3.94$4.80$6.30$7.26$8.45$9.76$11.52$2.00$2.51$3.12$3.74$4.39$5.20$6.20$7.66$8.29$9.33$10.94$12.29$14.76
PutsExpensive1.17×
Calls——
Skew——
Implied moveBearish±$11.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.01158.0%24.5%
25Δ38.33150.9%20.5%
30Δ55.28143.6%27.6%40.27146.5%17.6%
35Δ52.65139.4%22.8%42.06141.7%14.9%
40Δ50.81141.6%20.0%43.72136.9%12.7%
45Δ49.16146.4%17.9%45.34135.5%10.9%
50Δ47.52153.8%16.1%47.00136.2%9.4%
55Δ48.96141.8%8.3%
60Δ43.79152.0%11.2%50.35133.1%6.6%
65Δ41.99153.5%9.3%51.97129.5%5.3%
70Δ40.08157.7%7.7%54.04130.3%4.3%
75Δ38.06160.6%6.2%55.86126.4%3.3%
80Δ35.70167.9%4.8%58.70128.7%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.01
IV
158.0%
B/E move
24.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.33
IV
150.9%
B/E move
20.5%

30Δ

Calls
Pseudo strike
55.28
IV
143.6%
B/E move
27.6%
Puts
Pseudo strike
40.27
IV
146.5%
B/E move
17.6%

35Δ

Calls
Pseudo strike
52.65
IV
139.4%
B/E move
22.8%
Puts
Pseudo strike
42.06
IV
141.7%
B/E move
14.9%

40Δ

Calls
Pseudo strike
50.81
IV
141.6%
B/E move
20.0%
Puts
Pseudo strike
43.72
IV
136.9%
B/E move
12.7%

45Δ

Calls
Pseudo strike
49.16
IV
146.4%
B/E move
17.9%
Puts
Pseudo strike
45.34
IV
135.5%
B/E move
10.9%

50Δ

Calls
Pseudo strike
47.52
IV
153.8%
B/E move
16.1%
Puts
Pseudo strike
47.00
IV
136.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.96
IV
141.8%
B/E move
8.3%

60Δ

Calls
Pseudo strike
43.79
IV
152.0%
B/E move
11.2%
Puts
Pseudo strike
50.35
IV
133.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
41.99
IV
153.5%
B/E move
9.3%
Puts
Pseudo strike
51.97
IV
129.5%
B/E move
5.3%

70Δ

Calls
Pseudo strike
40.08
IV
157.7%
B/E move
7.7%
Puts
Pseudo strike
54.04
IV
130.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
38.06
IV
160.6%
B/E move
6.2%
Puts
Pseudo strike
55.86
IV
126.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
35.70
IV
167.9%
B/E move
4.8%
Puts
Pseudo strike
58.70
IV
128.7%
B/E move
2.5%

Options history

IV · four-Friday blend127.76%
Daily EOD
SOLT113.7%121.3%128.8%2026-10-19: 114.76%2026-10-20: 118.05%2026-10-21: 119.07%2026-10-22: 120.00%2026-10-23: 121.02%2026-10-26: 120.56%2026-10-27: 119.97%2026-10-28: 118.54%2026-10-29: 118.59%2026-10-30: 127.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
114.76%
118.05%
119.07%
120.00%
121.02%
120.56%
119.97%
118.54%
118.59%
127.76%