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Sandisk Corp SNDK

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-15T20:05:52.461Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:05:41.81919913Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:16.136638+00:00

Share price$1,396.50
1D+5.4%
AH$1,273$1,306$1,340$1,373$1,4065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDK
Sold putSold callAH

Sandisk Corp options

Live interpolated SNDK call and put midpoint premiums by absolute delta.Sandisk Corp$5.73$25.98$46.22$66.47$86.71$1280.10$1331.29$1382.48$1433.67$1484.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1396.50OPTION PRICELive SNDK spot · $1396.50SNDK PRICE$7.92$10.40$13.15$15.79$19.59$22.65$26.50$30.54$34.93$40.22$46.43$53.55$59.80$8.42$10.98$13.96$17.44$21.21$25.25$29.59$35.08$41.41$48.49$56.72$66.78$80.88
PutsExpensive1.19×
CallsFair1.01×
SkewBearish+7.08 pp
Implied moveBearish±$56.09
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1461.7999.5%5.2%1338.49100.5%4.8%
25Δ1448.1497.7%4.4%1351.4598.0%4.0%
30Δ1436.7596.9%3.8%1362.0897.5%3.5%
35Δ1425.7494.2%3.2%1371.5398.4%3.0%
40Δ1417.0396.7%2.9%1380.8798.7%2.6%
45Δ1407.5694.0%2.4%1390.0098.7%2.3%
50Δ1398.8493.6%2.1%1399.0198.2%1.9%
55Δ1390.3492.7%1.7%1408.2999.6%1.7%
60Δ1381.9291.6%1.5%1418.10101.3%1.4%
65Δ1373.1791.6%1.2%1428.51102.7%1.2%
70Δ1363.9192.0%1.0%1439.83104.1%1.0%
75Δ1353.9792.3%0.8%1452.72106.0%0.8%
80Δ1344.8389.2%0.6%1469.29110.4%0.6%

20Δ

Calls
Pseudo strike
1461.79
IV
99.5%
B/E move
5.2%
Puts
Pseudo strike
1338.49
IV
100.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
1448.14
IV
97.7%
B/E move
4.4%
Puts
Pseudo strike
1351.45
IV
98.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
1436.75
IV
96.9%
B/E move
3.8%
Puts
Pseudo strike
1362.08
IV
97.5%
B/E move
3.5%

35Δ

Calls
Pseudo strike
1425.74
IV
94.2%
B/E move
3.2%
Puts
Pseudo strike
1371.53
IV
98.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
1417.03
IV
96.7%
B/E move
2.9%
Puts
Pseudo strike
1380.87
IV
98.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
1407.56
IV
94.0%
B/E move
2.4%
Puts
Pseudo strike
1390.00
IV
98.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
1398.84
IV
93.6%
B/E move
2.1%
Puts
Pseudo strike
1399.01
IV
98.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
1390.34
IV
92.7%
B/E move
1.7%
Puts
Pseudo strike
1408.29
IV
99.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
1381.92
IV
91.6%
B/E move
1.5%
Puts
Pseudo strike
1418.10
IV
101.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
1373.17
IV
91.6%
B/E move
1.2%
Puts
Pseudo strike
1428.51
IV
102.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
1363.91
IV
92.0%
B/E move
1.0%
Puts
Pseudo strike
1439.83
IV
104.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
1353.97
IV
92.3%
B/E move
0.8%
Puts
Pseudo strike
1452.72
IV
106.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
1344.83
IV
89.2%
B/E move
0.6%
Puts
Pseudo strike
1469.29
IV
110.4%
B/E move
0.6%