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Sandisk Corp SNDK

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-15T20:41:03.943Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:39:30.692717022Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:03.488135+00:00

Share price$1,393.39
1D+5.1%
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$6.03$24.34$42.66$60.97$79.28$1279.77$1331.81$1383.85$1435.89$1487.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1393.39OPTION PRICELive SNDK spot · $1393.39SNDK PRICE$8.18$10.87$13.78$16.83$20.70$24.13$29.10$33.26$38.38$45.13$53.05$60.81$74.00$8.01$10.39$13.00$16.40$19.63$23.50$27.69$31.67$36.69$42.80$49.40$56.48$65.01
PutsExpensive1.07×
CallsExpensive1.09×
SkewBullish-11.67 pp
Implied moveBullish±$56.79
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1459.56103.2%5.3%1336.6396.0%4.6%
25Δ1446.15102.7%4.6%1349.1493.2%3.9%
30Δ1434.29102.1%3.9%1359.7291.3%3.3%
35Δ1423.20100.8%3.3%1368.3992.9%3.0%
40Δ1413.84102.8%3.0%1377.3991.8%2.6%
45Δ1403.86100.7%2.5%1385.8392.3%2.2%
50Δ1394.70103.5%2.2%1394.2892.3%1.9%
55Δ1385.33101.6%1.8%1402.5690.5%1.6%
60Δ1375.98101.3%1.5%1411.0490.4%1.4%
65Δ1365.85103.6%1.3%1420.1791.4%1.1%
70Δ1354.76106.1%1.0%1429.6791.4%0.9%
75Δ1343.66105.7%0.8%1439.5190.6%0.7%
80Δ1327.99111.7%0.6%1450.5189.9%0.6%

20Δ

Calls
Pseudo strike
1459.56
IV
103.2%
B/E move
5.3%
Puts
Pseudo strike
1336.63
IV
96.0%
B/E move
4.6%

25Δ

Calls
Pseudo strike
1446.15
IV
102.7%
B/E move
4.6%
Puts
Pseudo strike
1349.14
IV
93.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
1434.29
IV
102.1%
B/E move
3.9%
Puts
Pseudo strike
1359.72
IV
91.3%
B/E move
3.3%

35Δ

Calls
Pseudo strike
1423.20
IV
100.8%
B/E move
3.3%
Puts
Pseudo strike
1368.39
IV
92.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
1413.84
IV
102.8%
B/E move
3.0%
Puts
Pseudo strike
1377.39
IV
91.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
1403.86
IV
100.7%
B/E move
2.5%
Puts
Pseudo strike
1385.83
IV
92.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
1394.70
IV
103.5%
B/E move
2.2%
Puts
Pseudo strike
1394.28
IV
92.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
1385.33
IV
101.6%
B/E move
1.8%
Puts
Pseudo strike
1402.56
IV
90.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
1375.98
IV
101.3%
B/E move
1.5%
Puts
Pseudo strike
1411.04
IV
90.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
1365.85
IV
103.6%
B/E move
1.3%
Puts
Pseudo strike
1420.17
IV
91.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
1354.76
IV
106.1%
B/E move
1.0%
Puts
Pseudo strike
1429.67
IV
91.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
1343.66
IV
105.7%
B/E move
0.8%
Puts
Pseudo strike
1439.51
IV
90.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
1327.99
IV
111.7%
B/E move
0.6%
Puts
Pseudo strike
1450.51
IV
89.9%
B/E move
0.6%