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Leverage Shares 2X Long SNDK Daily ETF SNDG

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Market datapartial · fetched 2026-10-22T23:24:07.944Z

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 · 2026-10-22T23:22:18.285480134Z

FundamentalsAlpha Vantage · unavailable

Share price$4.92
1D-12.2%
AH$4.86$5.17$5.48$5.79$6.095:30 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$0.17$0.73$1.29$1.85$2.41$1.91$4.49$7.07$9.66$12.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDG spot · $4.92SNDG PRICE$0.32$0.44$0.38$0.46$0.55$0.64$0.73$0.82$0.98$1.25$1.52$1.78$1.99$0.23$0.32$0.42$0.53$0.63$0.74$0.91$1.07$1.24$1.41$1.69$1.97$2.24
PutsCheap0.84×
CallsExpensive1.80×
SkewBullish-90.39 pp
Implied moveBearish±$1.64
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.54293.9%222.2%3.87128.1%26.2%
25Δ13.52314.9%183.5%4.15122.9%22.2%
30Δ7.54188.1%60.9%4.37123.5%19.9%
35Δ6.84179.7%48.2%4.59124.1%17.6%
40Δ6.39178.4%41.0%4.81124.6%15.2%
45Δ5.96176.7%34.0%5.03125.1%13.0%
50Δ5.59171.9%28.4%5.27124.9%11.3%
55Δ5.23167.0%22.8%5.52124.7%9.7%
60Δ4.88174.3%19.0%5.76124.5%8.1%
65Δ4.57201.1%18.3%6.01124.1%6.5%
70Δ4.26227.9%17.5%6.34119.5%5.4%
75Δ3.94249.8%16.2%6.68115.0%4.3%
80Δ3.52242.7%11.9%7.01110.4%3.2%

20Δ

Calls
Pseudo strike
15.54
IV
293.9%
B/E move
222.2%
Puts
Pseudo strike
3.87
IV
128.1%
B/E move
26.2%

25Δ

Calls
Pseudo strike
13.52
IV
314.9%
B/E move
183.5%
Puts
Pseudo strike
4.15
IV
122.9%
B/E move
22.2%

30Δ

Calls
Pseudo strike
7.54
IV
188.1%
B/E move
60.9%
Puts
Pseudo strike
4.37
IV
123.5%
B/E move
19.9%

35Δ

Calls
Pseudo strike
6.84
IV
179.7%
B/E move
48.2%
Puts
Pseudo strike
4.59
IV
124.1%
B/E move
17.6%

40Δ

Calls
Pseudo strike
6.39
IV
178.4%
B/E move
41.0%
Puts
Pseudo strike
4.81
IV
124.6%
B/E move
15.2%

45Δ

Calls
Pseudo strike
5.96
IV
176.7%
B/E move
34.0%
Puts
Pseudo strike
5.03
IV
125.1%
B/E move
13.0%

50Δ

Calls
Pseudo strike
5.59
IV
171.9%
B/E move
28.4%
Puts
Pseudo strike
5.27
IV
124.9%
B/E move
11.3%

55Δ

Calls
Pseudo strike
5.23
IV
167.0%
B/E move
22.8%
Puts
Pseudo strike
5.52
IV
124.7%
B/E move
9.7%

60Δ

Calls
Pseudo strike
4.88
IV
174.3%
B/E move
19.0%
Puts
Pseudo strike
5.76
IV
124.5%
B/E move
8.1%

65Δ

Calls
Pseudo strike
4.57
IV
201.1%
B/E move
18.3%
Puts
Pseudo strike
6.01
IV
124.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
4.26
IV
227.9%
B/E move
17.5%
Puts
Pseudo strike
6.34
IV
119.5%
B/E move
5.4%

75Δ

Calls
Pseudo strike
3.94
IV
249.8%
B/E move
16.2%
Puts
Pseudo strike
6.68
IV
115.0%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.52
IV
242.7%
B/E move
11.9%
Puts
Pseudo strike
7.01
IV
110.4%
B/E move
3.2%

Options history

No recorded observations