Share price$4.84
1D+3.1%
Sold putSold call
Smart Sand, Inc. Common Stock SND
i
Market datapartial · fetched 2026-10-23T15:07:02.992Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T15:06:00.103855795Z
FundamentalsAlpha Vantage · unavailable
Smart Sand, Inc. Common Stock options
PutsExpensive2.39×
CallsExpensive2.66×
SkewBullish-5.76 pp
Implied moveBearish±$0.89
TiltBearish8.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.98 | 329.0% | 49.9% | |||
| 25Δ | 3.29 | 289.0% | 43.1% | |||
| 30Δ | 8.94 | 245.7% | 94.5% | 3.61 | 249.0% | 36.3% |
| 35Δ | 7.86 | 237.4% | 73.8% | 3.93 | 209.0% | 29.5% |
| 40Δ | 6.86 | 197.0% | 52.9% | 4.24 | 169.0% | 22.7% |
| 45Δ | 5.91 | 140.7% | 31.8% | 4.56 | 129.0% | 15.9% |
| 50Δ | 4.99 | 87.8% | 11.6% | 4.87 | 89.0% | 9.1% |
| 55Δ | 4.69 | 102.6% | 10.6% | 5.20 | 75.9% | 6.0% |
| 60Δ | 4.40 | 117.4% | 9.6% | 5.53 | 80.6% | 5.2% |
| 65Δ | 4.10 | 132.2% | 8.5% | 5.85 | 85.3% | 4.5% |
| 70Δ | 3.81 | 147.0% | 7.5% | 6.18 | 90.0% | 3.7% |
| 75Δ | 3.51 | 161.8% | 6.5% | 6.51 | 94.7% | 3.0% |
| 80Δ | 3.22 | 176.6% | 5.4% | 6.84 | 99.5% | 2.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.98
- IV
- 329.0%
- B/E move
- 49.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.29
- IV
- 289.0%
- B/E move
- 43.1%
30Δ
- Pseudo strike
- 8.94
- IV
- 245.7%
- B/E move
- 94.5%
- Pseudo strike
- 3.61
- IV
- 249.0%
- B/E move
- 36.3%
35Δ
- Pseudo strike
- 7.86
- IV
- 237.4%
- B/E move
- 73.8%
- Pseudo strike
- 3.93
- IV
- 209.0%
- B/E move
- 29.5%
40Δ
- Pseudo strike
- 6.86
- IV
- 197.0%
- B/E move
- 52.9%
- Pseudo strike
- 4.24
- IV
- 169.0%
- B/E move
- 22.7%
45Δ
- Pseudo strike
- 5.91
- IV
- 140.7%
- B/E move
- 31.8%
- Pseudo strike
- 4.56
- IV
- 129.0%
- B/E move
- 15.9%
50Δ
- Pseudo strike
- 4.99
- IV
- 87.8%
- B/E move
- 11.6%
- Pseudo strike
- 4.87
- IV
- 89.0%
- B/E move
- 9.1%
55Δ
- Pseudo strike
- 4.69
- IV
- 102.6%
- B/E move
- 10.6%
- Pseudo strike
- 5.20
- IV
- 75.9%
- B/E move
- 6.0%
60Δ
- Pseudo strike
- 4.40
- IV
- 117.4%
- B/E move
- 9.6%
- Pseudo strike
- 5.53
- IV
- 80.6%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 4.10
- IV
- 132.2%
- B/E move
- 8.5%
- Pseudo strike
- 5.85
- IV
- 85.3%
- B/E move
- 4.5%
70Δ
- Pseudo strike
- 3.81
- IV
- 147.0%
- B/E move
- 7.5%
- Pseudo strike
- 6.18
- IV
- 90.0%
- B/E move
- 3.7%
75Δ
- Pseudo strike
- 3.51
- IV
- 161.8%
- B/E move
- 6.5%
- Pseudo strike
- 6.51
- IV
- 94.7%
- B/E move
- 3.0%
80Δ
- Pseudo strike
- 3.22
- IV
- 176.6%
- B/E move
- 5.4%
- Pseudo strike
- 6.84
- IV
- 99.5%
- B/E move
- 2.2%
Options history
No recorded observations