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Leverage Shares 2X Long SNDK Daily ETF SNDG

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Market datapartial · fetched 2026-10-22T20:57:45.915Z

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 · 2026-10-22T20:57:33.901932699Z

FundamentalsAlpha Vantage · unavailable

Share price$4.98
1D-13.0%
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$0.81$1.44$2.08$2.72$1.87$4.55$7.22$9.89$12.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDG spot · $4.98SNDG PRICE$0.33$0.44$0.38$0.45$0.54$0.63$0.72$0.81$0.94$1.22$1.49$1.76$1.96$0.24$0.34$0.45$0.55$0.66$0.80$0.97$1.15$1.32$1.58$1.90$2.22$2.53
PutsCheap0.87×
CallsExpensive1.75×
SkewBullish-77.54 pp
Implied moveBearish±$1.69
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.75294.0%222.8%3.92128.7%26.2%
25Δ13.31306.7%176.1%4.18126.1%22.8%
30Δ7.55184.4%59.3%4.41127.1%20.3%
35Δ6.85175.5%46.7%4.64128.1%17.9%
40Δ6.41174.0%39.7%4.87129.2%15.5%
45Δ5.98172.3%32.7%5.11129.9%13.4%
50Δ5.62167.1%27.3%5.37130.3%11.7%
55Δ5.27161.8%22.0%5.63130.7%10.1%
60Δ4.92164.5%17.8%5.89131.0%8.4%
65Δ4.61190.5%17.0%6.21130.2%6.9%
70Δ4.30216.5%16.2%6.59128.4%5.7%
75Δ3.98240.8%15.3%6.97126.6%4.5%
80Δ3.58231.1%11.3%7.35124.8%3.2%

20Δ

Calls
Pseudo strike
15.75
IV
294.0%
B/E move
222.8%
Puts
Pseudo strike
3.92
IV
128.7%
B/E move
26.2%

25Δ

Calls
Pseudo strike
13.31
IV
306.7%
B/E move
176.1%
Puts
Pseudo strike
4.18
IV
126.1%
B/E move
22.8%

30Δ

Calls
Pseudo strike
7.55
IV
184.4%
B/E move
59.3%
Puts
Pseudo strike
4.41
IV
127.1%
B/E move
20.3%

35Δ

Calls
Pseudo strike
6.85
IV
175.5%
B/E move
46.7%
Puts
Pseudo strike
4.64
IV
128.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
6.41
IV
174.0%
B/E move
39.7%
Puts
Pseudo strike
4.87
IV
129.2%
B/E move
15.5%

45Δ

Calls
Pseudo strike
5.98
IV
172.3%
B/E move
32.7%
Puts
Pseudo strike
5.11
IV
129.9%
B/E move
13.4%

50Δ

Calls
Pseudo strike
5.62
IV
167.1%
B/E move
27.3%
Puts
Pseudo strike
5.37
IV
130.3%
B/E move
11.7%

55Δ

Calls
Pseudo strike
5.27
IV
161.8%
B/E move
22.0%
Puts
Pseudo strike
5.63
IV
130.7%
B/E move
10.1%

60Δ

Calls
Pseudo strike
4.92
IV
164.5%
B/E move
17.8%
Puts
Pseudo strike
5.89
IV
131.0%
B/E move
8.4%

65Δ

Calls
Pseudo strike
4.61
IV
190.5%
B/E move
17.0%
Puts
Pseudo strike
6.21
IV
130.2%
B/E move
6.9%

70Δ

Calls
Pseudo strike
4.30
IV
216.5%
B/E move
16.2%
Puts
Pseudo strike
6.59
IV
128.4%
B/E move
5.7%

75Δ

Calls
Pseudo strike
3.98
IV
240.8%
B/E move
15.3%
Puts
Pseudo strike
6.97
IV
126.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.58
IV
231.1%
B/E move
11.3%
Puts
Pseudo strike
7.35
IV
124.8%
B/E move
3.2%

Options history

No recorded observations