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Sandisk Corporation Common Stock SNDK

i

Market datapartial · fetched 2026-11-05T22:17:13.247Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T22:17:11.775354618Z

FundamentalsAlpha Vantage · unavailable

Share price$822.41
1D-14.6%
AH$793$841$890$938$9875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDK
Sold putSold callAH

Sandisk Corporation Common Stock options

Live interpolated SNDK call and put midpoint premiums by absolute delta.Sandisk Corporation Common Stock$0.00$0.27$0.54$0.81$1.08$-0.82$-0.16$0.50$1.16$1.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESNDK PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend79.88%
Daily close
SNDK55.2%82.4%109.6%2026-08-07: 93.25%2026-08-10: 98.67%2026-08-11: 93.70%2026-08-12: 96.00%2026-08-13: 93.33%2026-08-14: 83.53%2026-08-17: 90.38%2026-08-18: 90.56%2026-08-19: 89.76%2026-08-20: 86.23%2026-08-21: 75.75%2026-08-24: 82.49%2026-08-25: 80.26%2026-08-26: 80.69%2026-08-27: 72.86%2026-08-28: 65.20%2026-08-31: 71.65%2026-09-01: 69.82%2026-09-02: 69.58%2026-09-03: 67.31%2026-09-04: 74.01%2026-09-08: 80.44%2026-09-09: 75.54%2026-09-10: 72.80%2026-09-11: 63.81%2026-09-14: 69.37%2026-09-15: 69.37%2026-09-16: 70.99%2026-09-17: 69.95%2026-09-18: 69.58%2026-09-21: 74.25%2026-09-22: 80.04%2026-09-23: 73.20%2026-09-24: 71.58%2026-09-25: 69.84%2026-09-28: 70.21%2026-09-29: 72.19%2026-09-30: 75.77%2026-10-01: 66.04%2026-10-02: 58.94%2026-10-05: 59.32%2026-10-06: 59.09%2026-10-07: 60.31%2026-10-08: 62.56%2026-10-09: 59.19%2026-10-12: 64.01%2026-10-13: 71.10%2026-10-14: 77.26%2026-10-15: 81.63%2026-10-16: 78.07%2026-10-19: 80.58%2026-10-20: 80.75%2026-10-21: 82.22%2026-10-22: 94.37%2026-10-23: 84.66%2026-10-26: 94.29%2026-10-27: 95.24%2026-10-28: 95.34%2026-10-29: 105.88%2026-10-30: 79.88%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
93.25%
98.67%
93.70%
96.00%
93.33%
83.53%
90.38%
90.56%
89.76%
86.23%
75.75%
82.49%
80.26%
80.69%
72.86%
65.20%
71.65%
69.82%
69.58%
67.31%
74.01%
80.44%
75.54%
72.80%
63.81%
69.37%
69.37%
70.99%
69.95%
69.58%
74.25%
80.04%
73.20%
71.58%
69.84%
70.21%
72.19%
75.77%
66.04%
58.94%
59.32%
59.09%
60.31%
62.56%
59.19%
64.01%
71.10%
77.26%
81.63%
78.07%
80.58%
80.75%
82.22%
94.37%
84.66%
94.29%
95.24%
95.34%
105.88%
79.88%