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Corgi SNDK 2x Daily ETF SNDC

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Market datapartial · fetched 2026-10-23T04:29:09.808Z

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 · 2026-10-23T00:00:07.009430655Z

FundamentalsAlpha Vantage · unavailable

Share price$4.43
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$0.13$0.92$1.71$2.50$3.29$1.48$3.73$5.99$8.24$10.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDC spot · $4.43SNDC PRICE$0.22$0.25$0.29$0.36$0.44$0.51$0.61$0.73$0.84$0.96$1.09$1.25$1.40$0.34$0.43$0.51$0.63$0.79$0.95$1.11$1.31$1.53$1.74$2.08$2.60$3.06
PutsFair0.99×
CallsExpensive1.24×
SkewBearish+2.60 pp
Implied moveBearish±$1.72
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.34199.0%93.0%3.24188.8%34.6%
25Δ6.92171.4%61.9%3.55178.3%29.5%
30Δ6.13153.3%45.0%3.86167.8%24.5%
35Δ5.75151.4%38.0%4.14163.0%20.9%
40Δ5.45152.6%32.9%4.40163.2%18.5%
45Δ5.15153.9%27.9%4.67163.5%16.1%
50Δ4.88156.5%23.8%4.93163.7%13.7%
55Δ4.63160.4%20.9%5.22162.4%11.7%
60Δ4.38164.3%18.0%5.52160.6%9.9%
65Δ4.13168.2%15.0%5.82158.7%8.0%
70Δ3.88168.7%12.3%6.22159.9%6.4%
75Δ3.62165.1%9.8%6.81166.0%5.1%
80Δ3.35161.5%7.2%7.33164.4%3.7%

20Δ

Calls
Pseudo strike
8.34
IV
199.0%
B/E move
93.0%
Puts
Pseudo strike
3.24
IV
188.8%
B/E move
34.6%

25Δ

Calls
Pseudo strike
6.92
IV
171.4%
B/E move
61.9%
Puts
Pseudo strike
3.55
IV
178.3%
B/E move
29.5%

30Δ

Calls
Pseudo strike
6.13
IV
153.3%
B/E move
45.0%
Puts
Pseudo strike
3.86
IV
167.8%
B/E move
24.5%

35Δ

Calls
Pseudo strike
5.75
IV
151.4%
B/E move
38.0%
Puts
Pseudo strike
4.14
IV
163.0%
B/E move
20.9%

40Δ

Calls
Pseudo strike
5.45
IV
152.6%
B/E move
32.9%
Puts
Pseudo strike
4.40
IV
163.2%
B/E move
18.5%

45Δ

Calls
Pseudo strike
5.15
IV
153.9%
B/E move
27.9%
Puts
Pseudo strike
4.67
IV
163.5%
B/E move
16.1%

50Δ

Calls
Pseudo strike
4.88
IV
156.5%
B/E move
23.8%
Puts
Pseudo strike
4.93
IV
163.7%
B/E move
13.7%

55Δ

Calls
Pseudo strike
4.63
IV
160.4%
B/E move
20.9%
Puts
Pseudo strike
5.22
IV
162.4%
B/E move
11.7%

60Δ

Calls
Pseudo strike
4.38
IV
164.3%
B/E move
18.0%
Puts
Pseudo strike
5.52
IV
160.6%
B/E move
9.9%

65Δ

Calls
Pseudo strike
4.13
IV
168.2%
B/E move
15.0%
Puts
Pseudo strike
5.82
IV
158.7%
B/E move
8.0%

70Δ

Calls
Pseudo strike
3.88
IV
168.7%
B/E move
12.3%
Puts
Pseudo strike
6.22
IV
159.9%
B/E move
6.4%

75Δ

Calls
Pseudo strike
3.62
IV
165.1%
B/E move
9.8%
Puts
Pseudo strike
6.81
IV
166.0%
B/E move
5.1%

80Δ

Calls
Pseudo strike
3.35
IV
161.5%
B/E move
7.2%
Puts
Pseudo strike
7.33
IV
164.4%
B/E move
3.7%

Options history

No recorded observations