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SOL Options

Spot: 150Demo pricing (BS, σ=70%)

CALLS (click to select)				STRIKE	PUTS (click to select)
Δ	IV	Price	Θ/d	Strike	Θ/d	Price	IV	Δ
1.00	70%	60.37	-0.02	90	-0.01	0.04	70%	-0.00
0.98	70%	50.56	-0.03	100	-0.02	0.19	70%	-0.02
0.95	70%	41.05	-0.06	110	-0.05	0.65	70%	-0.05
0.89	70%	32.17	-0.11	120	-0.09	1.73	70%	-0.11
0.80	70%	24.26	-0.15	130	-0.14	3.78	70%	-0.20
0.68	70%	17.58	-0.19	140	-0.17	7.06	70%	-0.32
0.55	70%	12.25	-0.21	150	-0.19	11.69	70%	-0.45
0.42	70%	8.22	-0.20	160	-0.18	17.63	70%	-0.58
0.31	70%	5.33	-0.18	170	-0.16	24.71	70%	-0.69
0.21	70%	3.36	-0.15	180	-0.13	32.69	70%	-0.79
0.14	70%	2.05	-0.12	190	-0.09	41.35	70%	-0.86
0.09	70%	1.23	-0.09	200	-0.06	50.49	70%	-0.91
0.06	70%	0.72	-0.06	210	-0.03	59.94	70%	-0.94

Options ticket

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