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Leverage Shares 2X Long SNDK Daily ETF SNDG

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Market datapartial · fetched 2026-10-22T18:29:46.603Z

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 · 2026-10-22T18:29:42.192907101Z

FundamentalsAlpha Vantage · unavailable

Share price$5.12
1D-10.1%
$5.05$5.31$5.56$5.82$6.085:30 AM6:30 AM9:00 AM1:00 PMSNDG
Sold putSold call

Leverage Shares 2X Long SNDK Daily ETF options

Live interpolated SNDG call and put midpoint premiums by absolute delta.Leverage Shares 2X Long SNDK Daily ETF$0.19$1.11$2.03$2.95$3.87$1.64$4.39$7.13$9.88$12.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDG spot · $5.12SNDG PRICE$0.29$0.43$0.39$0.47$0.56$0.65$0.73$0.82$0.91$1.16$1.45$1.74$1.96$0.48$0.54$0.64$0.75$0.86$1.02$1.18$1.34$1.79$2.40$3.00$3.61$3.12
PutsExpensive1.14×
CallsExpensive1.67×
SkewBullish-26.57 pp
Implied moveBearish±$1.92
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.84236.5%136.9%3.65223.6%38.2%
25Δ12.93289.8%160.9%4.12187.1%30.1%
30Δ7.68180.6%57.6%4.44176.7%25.9%
35Δ7.05176.7%46.9%4.75166.2%21.7%
40Δ6.59173.9%39.6%5.06157.4%17.9%
45Δ6.15171.1%32.7%5.34154.1%15.6%
50Δ5.76165.8%26.9%5.62150.8%13.3%
55Δ5.41159.4%21.8%5.90147.5%11.0%
60Δ5.06152.9%16.6%6.43151.9%9.3%
65Δ4.73172.5%15.1%7.11160.7%8.0%
70Δ4.40197.8%14.3%7.78169.5%6.7%
75Δ4.07223.2%13.5%8.45178.3%5.4%
80Δ3.70220.1%10.5%8.07151.2%3.4%

20Δ

Calls
Pseudo strike
11.84
IV
236.5%
B/E move
136.9%
Puts
Pseudo strike
3.65
IV
223.6%
B/E move
38.2%

25Δ

Calls
Pseudo strike
12.93
IV
289.8%
B/E move
160.9%
Puts
Pseudo strike
4.12
IV
187.1%
B/E move
30.1%

30Δ

Calls
Pseudo strike
7.68
IV
180.6%
B/E move
57.6%
Puts
Pseudo strike
4.44
IV
176.7%
B/E move
25.9%

35Δ

Calls
Pseudo strike
7.05
IV
176.7%
B/E move
46.9%
Puts
Pseudo strike
4.75
IV
166.2%
B/E move
21.7%

40Δ

Calls
Pseudo strike
6.59
IV
173.9%
B/E move
39.6%
Puts
Pseudo strike
5.06
IV
157.4%
B/E move
17.9%

45Δ

Calls
Pseudo strike
6.15
IV
171.1%
B/E move
32.7%
Puts
Pseudo strike
5.34
IV
154.1%
B/E move
15.6%

50Δ

Calls
Pseudo strike
5.76
IV
165.8%
B/E move
26.9%
Puts
Pseudo strike
5.62
IV
150.8%
B/E move
13.3%

55Δ

Calls
Pseudo strike
5.41
IV
159.4%
B/E move
21.8%
Puts
Pseudo strike
5.90
IV
147.5%
B/E move
11.0%

60Δ

Calls
Pseudo strike
5.06
IV
152.9%
B/E move
16.6%
Puts
Pseudo strike
6.43
IV
151.9%
B/E move
9.3%

65Δ

Calls
Pseudo strike
4.73
IV
172.5%
B/E move
15.1%
Puts
Pseudo strike
7.11
IV
160.7%
B/E move
8.0%

70Δ

Calls
Pseudo strike
4.40
IV
197.8%
B/E move
14.3%
Puts
Pseudo strike
7.78
IV
169.5%
B/E move
6.7%

75Δ

Calls
Pseudo strike
4.07
IV
223.2%
B/E move
13.5%
Puts
Pseudo strike
8.45
IV
178.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
3.70
IV
220.1%
B/E move
10.5%
Puts
Pseudo strike
8.07
IV
151.2%
B/E move
3.4%

Options history

No recorded observations