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Corgi SNDK 2x Daily ETF SNDC

i

Market datapartial · fetched 2026-11-12T03:19:59.087Z

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 · 2026-11-12T01:00:07.192132898Z

FundamentalsAlpha Vantage · unavailable

Share price$2.24
1D+11.2%
AH$2.00$2.10$2.19$2.29$2.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDC
Sold putSold callAH

Corgi SNDK 2x Daily ETF options

Live interpolated SNDC call and put midpoint premiums by absolute delta.Corgi SNDK 2x Daily ETF$0.16$0.33$0.49$0.66$0.83$1.03$1.70$2.37$3.04$3.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SNDC spot · $2.24SNDC PRICE$0.17$0.17$0.19$0.22$0.24$0.27$0.30$0.32$0.35$0.37$0.40$0.55$0.71$0.27$0.32$0.36$0.41$0.46$0.50$0.55$0.60$0.64$0.69$0.74$0.78
Puts——
CallsExpensive1.17×
Skew——
Implied moveBearish±$0.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.83693.5%346.6%1.30593.7%54.3%
25Δ4.78467.2%121.1%1.44560.0%49.9%
30Δ3.86391.1%81.0%1.58526.4%45.6%
35Δ3.63366.9%71.8%1.73492.7%41.3%
40Δ3.40342.7%62.5%1.87459.1%37.0%
45Δ3.16318.6%53.3%2.01425.4%32.6%
50Δ2.93294.4%44.0%2.16391.8%28.3%
55Δ2.70270.2%34.8%2.30358.1%24.0%
60Δ2.46246.1%25.6%2.44324.4%19.7%
65Δ2.23221.9%16.3%2.59290.8%15.3%
70Δ2.00198.1%7.1%2.73257.1%11.0%
75Δ1.82214.0%5.9%2.87223.5%6.7%
80Δ1.64230.0%4.7%

20Δ

Calls
Pseudo strike
9.83
IV
693.5%
B/E move
346.6%
Puts
Pseudo strike
1.30
IV
593.7%
B/E move
54.3%

25Δ

Calls
Pseudo strike
4.78
IV
467.2%
B/E move
121.1%
Puts
Pseudo strike
1.44
IV
560.0%
B/E move
49.9%

30Δ

Calls
Pseudo strike
3.86
IV
391.1%
B/E move
81.0%
Puts
Pseudo strike
1.58
IV
526.4%
B/E move
45.6%

35Δ

Calls
Pseudo strike
3.63
IV
366.9%
B/E move
71.8%
Puts
Pseudo strike
1.73
IV
492.7%
B/E move
41.3%

40Δ

Calls
Pseudo strike
3.40
IV
342.7%
B/E move
62.5%
Puts
Pseudo strike
1.87
IV
459.1%
B/E move
37.0%

45Δ

Calls
Pseudo strike
3.16
IV
318.6%
B/E move
53.3%
Puts
Pseudo strike
2.01
IV
425.4%
B/E move
32.6%

50Δ

Calls
Pseudo strike
2.93
IV
294.4%
B/E move
44.0%
Puts
Pseudo strike
2.16
IV
391.8%
B/E move
28.3%

55Δ

Calls
Pseudo strike
2.70
IV
270.2%
B/E move
34.8%
Puts
Pseudo strike
2.30
IV
358.1%
B/E move
24.0%

60Δ

Calls
Pseudo strike
2.46
IV
246.1%
B/E move
25.6%
Puts
Pseudo strike
2.44
IV
324.4%
B/E move
19.7%

65Δ

Calls
Pseudo strike
2.23
IV
221.9%
B/E move
16.3%
Puts
Pseudo strike
2.59
IV
290.8%
B/E move
15.3%

70Δ

Calls
Pseudo strike
2.00
IV
198.1%
B/E move
7.1%
Puts
Pseudo strike
2.73
IV
257.1%
B/E move
11.0%

75Δ

Calls
Pseudo strike
1.82
IV
214.0%
B/E move
5.9%
Puts
Pseudo strike
2.87
IV
223.5%
B/E move
6.7%

80Δ

Calls
Pseudo strike
1.64
IV
230.0%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend143.88%
Daily EOD
SNDC130.7%137.8%144.9%2026-10-19: 131.65%2026-10-20: 135.15%2026-10-21: 134.32%2026-10-22: 140.36%2026-10-23: 134.65%2026-10-26: 138.27%2026-10-27: 141.39%2026-10-28: 136.05%2026-10-29: 142.51%2026-10-30: 143.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
131.65%
135.15%
134.32%
140.36%
134.65%
138.27%
141.39%
136.05%
142.51%
143.88%