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Sonida Senior Living, Inc. SNDA

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Market datapartial · fetched 2026-10-22T23:43:30.533Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003766534Z

FundamentalsAlpha Vantage · unavailable

Share price$33.87
1D+1.0%
AH$33.10$33.35$33.59$33.84$34.085:30 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.$0.86$2.19$3.51$4.83$6.15$26.71$30.52$34.32$38.13$41.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDA spot · $33.87SNDA PRICE$1.10$1.22$1.34$1.45$1.57$1.68$1.97$2.29$2.61$2.93$3.25$3.57$3.89$1.01$1.27$1.44$1.61$1.77$1.94$2.11$2.27$2.83$3.56$4.30$5.04$5.77
PutsExpensive1.65×
CallsExpensive2.00×
SkewBullish-9.54 pp
Implied moveBearish±$4.08
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.31125.2%48.8%28.3284.5%19.4%
25Δ46.53111.8%41.0%29.9679.5%15.3%
30Δ43.7498.4%33.1%30.7874.1%13.4%
35Δ40.9685.0%25.2%31.5768.8%11.5%
40Δ38.1771.5%17.3%32.3763.5%9.7%
45Δ35.3958.1%9.5%33.1658.1%7.8%
50Δ34.4754.9%7.6%33.9552.8%6.0%
55Δ33.8553.3%6.7%34.7547.4%4.1%
60Δ33.2351.7%5.8%35.6246.7%3.2%
65Δ32.6150.1%4.9%36.5248.1%2.7%
70Δ31.9948.5%4.0%37.4249.5%2.2%
75Δ31.3646.9%3.2%38.3351.0%1.7%
80Δ30.7445.2%2.3%39.2352.4%1.2%

20Δ

Calls
Pseudo strike
49.31
IV
125.2%
B/E move
48.8%
Puts
Pseudo strike
28.32
IV
84.5%
B/E move
19.4%

25Δ

Calls
Pseudo strike
46.53
IV
111.8%
B/E move
41.0%
Puts
Pseudo strike
29.96
IV
79.5%
B/E move
15.3%

30Δ

Calls
Pseudo strike
43.74
IV
98.4%
B/E move
33.1%
Puts
Pseudo strike
30.78
IV
74.1%
B/E move
13.4%

35Δ

Calls
Pseudo strike
40.96
IV
85.0%
B/E move
25.2%
Puts
Pseudo strike
31.57
IV
68.8%
B/E move
11.5%

40Δ

Calls
Pseudo strike
38.17
IV
71.5%
B/E move
17.3%
Puts
Pseudo strike
32.37
IV
63.5%
B/E move
9.7%

45Δ

Calls
Pseudo strike
35.39
IV
58.1%
B/E move
9.5%
Puts
Pseudo strike
33.16
IV
58.1%
B/E move
7.8%

50Δ

Calls
Pseudo strike
34.47
IV
54.9%
B/E move
7.6%
Puts
Pseudo strike
33.95
IV
52.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
33.85
IV
53.3%
B/E move
6.7%
Puts
Pseudo strike
34.75
IV
47.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
33.23
IV
51.7%
B/E move
5.8%
Puts
Pseudo strike
35.62
IV
46.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
32.61
IV
50.1%
B/E move
4.9%
Puts
Pseudo strike
36.52
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
31.99
IV
48.5%
B/E move
4.0%
Puts
Pseudo strike
37.42
IV
49.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
31.36
IV
46.9%
B/E move
3.2%
Puts
Pseudo strike
38.33
IV
51.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.74
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
39.23
IV
52.4%
B/E move
1.2%

Options history

No recorded observations