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Sonida Senior Living, Inc. SNDA

i

Market dataready · fetched 2026-11-12T01:21:23.782Z

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 · 2026-11-12T00:00:00.003680812Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:21:23.330046+00:00

Share price$33.96
1D+1.7%
AH$33.23$33.44$33.64$33.84$34.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDA
Sold putSold callAH

Sonida Senior Living, Inc. options

Live interpolated SNDA call and put midpoint premiums by absolute delta.Sonida Senior Living, Inc.$0.66$1.74$2.81$3.89$4.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESNDA PRICE$0.78$0.92$1.07$1.22$1.37$1.52$1.67$1.82$2.03$2.68$3.34$4.00$4.66
PutsExpensive1.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.04149.5%22.7%
25Δ28.05138.7%20.1%
30Δ29.06127.9%17.6%
35Δ30.07117.1%15.1%
40Δ31.08106.3%12.5%
45Δ32.0995.5%10.0%
50Δ33.1084.7%7.5%
55Δ34.1173.9%4.9%
60Δ35.0964.5%2.6%
65Δ35.8765.9%2.3%
70Δ36.6667.2%1.9%
75Δ37.4468.6%1.5%
80Δ38.2269.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.04
IV
149.5%
B/E move
22.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.05
IV
138.7%
B/E move
20.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.06
IV
127.9%
B/E move
17.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.07
IV
117.1%
B/E move
15.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.08
IV
106.3%
B/E move
12.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.09
IV
95.5%
B/E move
10.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.10
IV
84.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.11
IV
73.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.09
IV
64.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.87
IV
65.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.66
IV
67.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.44
IV
68.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.22
IV
69.9%
B/E move
1.2%

Options history

IV · four-Friday blend51.26%
Daily EOD
SNDA45.2%48.5%51.7%2026-10-19: 45.77%2026-10-20: 45.67%2026-10-22: 45.94%2026-10-23: 48.10%2026-10-26: 47.01%2026-10-28: 49.53%2026-10-29: 51.21%2026-10-30: 51.26%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.77%
45.67%
45.94%
48.10%
47.01%
49.53%
51.21%
51.26%