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Corgi SNDK 2x Daily ETF SNDC

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Market dataready · fetched 2026-10-22T23:59:01.856Z

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 · 2026-10-22T23:50:52.498715315Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:59:00.486912+00:00

Share price$4.17
1D-9.4%
AH$4.23$4.46$4.69$4.91$5.145:30 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$0.17$0.57$0.97$1.38$1.78$1.31$3.61$5.91$8.21$10.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDC spot · $4.17SNDC PRICE$0.22$0.26$0.30$0.38$0.46$0.54$0.66$0.79$0.91$1.05$1.23$1.42$1.60$0.30$0.37$0.44$0.51$0.60$0.73$0.85$0.98$1.10$1.24$1.38$1.52$1.66
PutsCheap0.82×
CallsExpensive1.48×
SkewBullish-56.97 pp
Implied moveBearish±$1.51
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.35213.9%105.4%3.09178.0%33.1%
25Δ6.87186.7%70.8%3.35167.3%28.6%
30Δ6.01168.6%51.2%3.60156.6%24.2%
35Δ5.68171.2%45.4%3.86145.8%19.8%
40Δ5.36173.9%39.6%4.09139.0%16.4%
45Δ5.04176.6%33.9%4.30137.0%14.4%
50Δ4.77183.6%30.2%4.51135.0%12.4%
55Δ4.50191.4%26.8%4.71133.0%10.4%
60Δ4.23199.1%23.4%4.92131.0%8.4%
65Δ3.96206.7%20.1%5.12126.5%6.9%
70Δ3.64213.4%16.8%5.32120.3%5.6%
75Δ3.32220.1%13.6%5.51114.2%4.3%
80Δ3.00227.0%10.3%5.70108.1%3.0%

20Δ

Calls
Pseudo strike
8.35
IV
213.9%
B/E move
105.4%
Puts
Pseudo strike
3.09
IV
178.0%
B/E move
33.1%

25Δ

Calls
Pseudo strike
6.87
IV
186.7%
B/E move
70.8%
Puts
Pseudo strike
3.35
IV
167.3%
B/E move
28.6%

30Δ

Calls
Pseudo strike
6.01
IV
168.6%
B/E move
51.2%
Puts
Pseudo strike
3.60
IV
156.6%
B/E move
24.2%

35Δ

Calls
Pseudo strike
5.68
IV
171.2%
B/E move
45.4%
Puts
Pseudo strike
3.86
IV
145.8%
B/E move
19.8%

40Δ

Calls
Pseudo strike
5.36
IV
173.9%
B/E move
39.6%
Puts
Pseudo strike
4.09
IV
139.0%
B/E move
16.4%

45Δ

Calls
Pseudo strike
5.04
IV
176.6%
B/E move
33.9%
Puts
Pseudo strike
4.30
IV
137.0%
B/E move
14.4%

50Δ

Calls
Pseudo strike
4.77
IV
183.6%
B/E move
30.2%
Puts
Pseudo strike
4.51
IV
135.0%
B/E move
12.4%

55Δ

Calls
Pseudo strike
4.50
IV
191.4%
B/E move
26.8%
Puts
Pseudo strike
4.71
IV
133.0%
B/E move
10.4%

60Δ

Calls
Pseudo strike
4.23
IV
199.1%
B/E move
23.4%
Puts
Pseudo strike
4.92
IV
131.0%
B/E move
8.4%

65Δ

Calls
Pseudo strike
3.96
IV
206.7%
B/E move
20.1%
Puts
Pseudo strike
5.12
IV
126.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
3.64
IV
213.4%
B/E move
16.8%
Puts
Pseudo strike
5.32
IV
120.3%
B/E move
5.6%

75Δ

Calls
Pseudo strike
3.32
IV
220.1%
B/E move
13.6%
Puts
Pseudo strike
5.51
IV
114.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.00
IV
227.0%
B/E move
10.3%
Puts
Pseudo strike
5.70
IV
108.1%
B/E move
3.0%

Options history

No recorded observations