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Leverage Shares 2X Long SNDK Daily ETF SNDG

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Market datapartial · fetched 2026-10-23T19:39:18.378Z

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 · 2026-10-23T19:39:17.160781706Z

FundamentalsAlpha Vantage · unavailable

Share price$5.00
1D-6.3%
$4.98$5.12$5.26$5.40$5.545:30 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$0.16$0.60$1.04$1.48$1.92$1.99$4.51$7.03$9.56$12.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDG spot · $5.00SNDG PRICE$0.21$0.41$0.35$0.41$0.48$0.58$0.68$0.79$0.92$1.14$1.37$1.59$1.79$0.38$0.41$0.53$0.66$0.79$0.87$0.92$0.98$1.04$1.09$1.15
PutsCheap0.95×
CallsExpensive1.36×
SkewBullish-41.09 pp
Implied moveBearish±$1.61
TiltBullish9.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.21164.8%68.4%3.66197.9%34.6%
25Δ12.70290.6%162.1%4.12152.7%25.7%
30Δ7.36170.8%54.3%4.39152.5%22.9%
35Δ6.58157.8%39.8%4.66152.3%20.1%
40Δ6.12152.5%32.1%4.93152.1%17.3%
45Δ5.79152.6%27.4%5.12144.9%15.0%
50Δ5.51154.7%23.8%5.28134.9%12.8%
55Δ5.22156.8%20.3%5.44125.0%10.7%
60Δ4.94161.7%17.1%5.61115.1%8.6%
65Δ4.63176.9%15.4%5.77105.1%6.5%
70Δ4.32192.2%13.8%5.9395.2%4.4%
75Δ4.01207.4%12.1%
80Δ3.66200.8%9.1%

20Δ

Calls
Pseudo strike
8.21
IV
164.8%
B/E move
68.4%
Puts
Pseudo strike
3.66
IV
197.9%
B/E move
34.6%

25Δ

Calls
Pseudo strike
12.70
IV
290.6%
B/E move
162.1%
Puts
Pseudo strike
4.12
IV
152.7%
B/E move
25.7%

30Δ

Calls
Pseudo strike
7.36
IV
170.8%
B/E move
54.3%
Puts
Pseudo strike
4.39
IV
152.5%
B/E move
22.9%

35Δ

Calls
Pseudo strike
6.58
IV
157.8%
B/E move
39.8%
Puts
Pseudo strike
4.66
IV
152.3%
B/E move
20.1%

40Δ

Calls
Pseudo strike
6.12
IV
152.5%
B/E move
32.1%
Puts
Pseudo strike
4.93
IV
152.1%
B/E move
17.3%

45Δ

Calls
Pseudo strike
5.79
IV
152.6%
B/E move
27.4%
Puts
Pseudo strike
5.12
IV
144.9%
B/E move
15.0%

50Δ

Calls
Pseudo strike
5.51
IV
154.7%
B/E move
23.8%
Puts
Pseudo strike
5.28
IV
134.9%
B/E move
12.8%

55Δ

Calls
Pseudo strike
5.22
IV
156.8%
B/E move
20.3%
Puts
Pseudo strike
5.44
IV
125.0%
B/E move
10.7%

60Δ

Calls
Pseudo strike
4.94
IV
161.7%
B/E move
17.1%
Puts
Pseudo strike
5.61
IV
115.1%
B/E move
8.6%

65Δ

Calls
Pseudo strike
4.63
IV
176.9%
B/E move
15.4%
Puts
Pseudo strike
5.77
IV
105.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
4.32
IV
192.2%
B/E move
13.8%
Puts
Pseudo strike
5.93
IV
95.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
4.01
IV
207.4%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.66
IV
200.8%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations