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Leverage Shares 2X Long SNDK Daily ETF SNDG

i

Market dataready · fetched 2026-11-13T02:55:32.871Z

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 · 2026-11-13T01:00:06.783999805Z

FundamentalsLeverage Shares · ready · as of 2026-11-13 · fetched 2026-11-13T02:55:31.945522+00:00

Share price$2.43
1D+5.5%
AH$2.13$2.23$2.33$2.43$2.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDG
Sold putSold callAH

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$0.07$0.22$0.36$0.50$0.64$1.18$1.80$2.42$3.04$3.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SNDG spot · $2.43SNDG PRICE$0.09$0.15$0.20$0.26$0.32$0.37$0.43$0.49$0.54$0.60$0.14$0.18$0.22$0.26$0.30$0.33$0.37$0.41$0.45$0.49$0.52
Puts——
Calls——
Skew——
Implied moveBullish±$0.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.97174.8%26.1%2.04224.1%22.0%
30Δ2.88188.7%24.4%2.12215.9%20.3%
35Δ2.78202.6%22.7%2.20207.7%18.5%
40Δ2.68216.5%20.9%2.28199.5%16.8%
45Δ2.58230.4%19.2%2.36191.3%15.1%
50Δ2.48244.3%17.5%2.44183.1%13.3%
55Δ2.38258.2%15.8%2.52174.9%11.6%
60Δ2.28272.1%14.0%2.60166.7%9.9%
65Δ2.19286.0%12.3%2.68158.5%8.1%
70Δ2.09299.9%10.6%2.76150.3%6.4%
75Δ2.84142.1%4.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.97
IV
174.8%
B/E move
26.1%
Puts
Pseudo strike
2.04
IV
224.1%
B/E move
22.0%

30Δ

Calls
Pseudo strike
2.88
IV
188.7%
B/E move
24.4%
Puts
Pseudo strike
2.12
IV
215.9%
B/E move
20.3%

35Δ

Calls
Pseudo strike
2.78
IV
202.6%
B/E move
22.7%
Puts
Pseudo strike
2.20
IV
207.7%
B/E move
18.5%

40Δ

Calls
Pseudo strike
2.68
IV
216.5%
B/E move
20.9%
Puts
Pseudo strike
2.28
IV
199.5%
B/E move
16.8%

45Δ

Calls
Pseudo strike
2.58
IV
230.4%
B/E move
19.2%
Puts
Pseudo strike
2.36
IV
191.3%
B/E move
15.1%

50Δ

Calls
Pseudo strike
2.48
IV
244.3%
B/E move
17.5%
Puts
Pseudo strike
2.44
IV
183.1%
B/E move
13.3%

55Δ

Calls
Pseudo strike
2.38
IV
258.2%
B/E move
15.8%
Puts
Pseudo strike
2.52
IV
174.9%
B/E move
11.6%

60Δ

Calls
Pseudo strike
2.28
IV
272.1%
B/E move
14.0%
Puts
Pseudo strike
2.60
IV
166.7%
B/E move
9.9%

65Δ

Calls
Pseudo strike
2.19
IV
286.0%
B/E move
12.3%
Puts
Pseudo strike
2.68
IV
158.5%
B/E move
8.1%

70Δ

Calls
Pseudo strike
2.09
IV
299.9%
B/E move
10.6%
Puts
Pseudo strike
2.76
IV
150.3%
B/E move
6.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.84
IV
142.1%
B/E move
4.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend146.86%
Daily EOD
SNDG136.2%142.7%149.2%2026-10-19: 137.05%2026-10-20: 139.90%2026-10-21: 142.82%2026-10-22: 148.35%2026-10-23: 137.99%2026-10-26: 142.59%2026-10-27: 144.29%2026-10-28: 146.38%2026-10-29: 140.27%2026-10-30: 146.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
137.05%
139.90%
142.82%
148.35%
137.99%
142.59%
144.29%
146.38%
140.27%
146.86%