Canary Marinade Solana ETF (SOLC) Options Statistics & Positioning

Canary Marinade Solana ETF (SOLC) options trade at a 30-day at-the-money implied volatility of 108.4%, an IV rank of 96 out of 100 over the past year. The options market prices a ±$3.30 (±15.0%) move in SOLC for the front expiration. Max pain sits at $23 and the put/call open interest ratio is 0.00. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$22.01

52-week range

$12.60 – $28.63

ATM IV (30d)

108.4%

IV rank

96 / 100

High

Expected move

±$3.30 (±15.0%)

Put/call OI

0.00

Call-heavy

Max pain

$23

↑ 4.5% above close

What's SOLC's IV rank right now?Where's the max pain for SOLC?Explain what gamma exposure means for SOLC.

Explore SOLC Options Statistics

SOLC Implied Volatility

108.4% ATM IV (30d)

An IV rank of 96 places implied volatility near the top of its 52-week range.

Full implied volatility analysis →

SOLC Open Interest

0.00 put/call OI ratio

6 calls and 0 puts outstanding across all expirations.

Full open interest analysis →

SOLC Max Pain

$23 max pain

4.5% above the last close — see how max pain has moved over the past year.

Full max pain analysis →

SOLC Gamma Exposure

$34.27K net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

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SOLC Options FAQ

How often is SOLC options data on this page updated?

All SOLC statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see SOLC max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated SOLC pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.