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Sandisk Corp SNDK

TECHNOLOGY · COMPUTER HARDWARE
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Market dataready · fetched 2026-10-16T00:18:59.651Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:59.012022187Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:58.379317+00:00

Share price$1,370.84
1D+3.3%
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$24.59$99.19$173.80$248.40$323.01$981.78$1235.71$1489.64$1743.57$1997.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDK spot · $1370.84SNDK PRICE$32.65$43.43$55.10$68.37$82.85$98.70$116.69$136.68$159.31$183.75$215.34$253.44$301.50$37.00$48.73$61.37$76.05$90.94$107.24$125.95$146.75$167.66$192.85$217.07$248.74$279.30
PutsCheap0.95×
CallsExpensive1.25×
SkewBullish-16.27 pp
Implied moveBearish±$242.64
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1729.2675.7%28.5%1173.6969.1%17.1%
25Δ1662.3575.8%24.4%1219.2567.9%14.6%
30Δ1603.8075.8%21.0%1260.3066.7%12.5%
35Δ1553.7776.5%18.3%1297.7966.5%10.9%
40Δ1506.7577.1%16.0%1334.2165.5%9.3%
45Δ1461.8777.7%13.8%1369.4564.6%7.9%
50Δ1418.8878.7%12.0%1404.4564.2%6.7%
55Δ1375.9879.7%10.3%1440.0063.9%5.7%
60Δ1332.7281.0%8.8%1475.1262.8%4.6%
65Δ1288.2781.7%7.4%1512.5962.3%3.7%
70Δ1240.3984.4%6.2%1548.7460.7%2.9%
75Δ1187.0987.7%5.1%1590.5660.0%2.1%
80Δ1124.8792.1%4.1%1630.8358.0%1.4%

20Δ

Calls
Pseudo strike
1729.26
IV
75.7%
B/E move
28.5%
Puts
Pseudo strike
1173.69
IV
69.1%
B/E move
17.1%

25Δ

Calls
Pseudo strike
1662.35
IV
75.8%
B/E move
24.4%
Puts
Pseudo strike
1219.25
IV
67.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
1603.80
IV
75.8%
B/E move
21.0%
Puts
Pseudo strike
1260.30
IV
66.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
1553.77
IV
76.5%
B/E move
18.3%
Puts
Pseudo strike
1297.79
IV
66.5%
B/E move
10.9%

40Δ

Calls
Pseudo strike
1506.75
IV
77.1%
B/E move
16.0%
Puts
Pseudo strike
1334.21
IV
65.5%
B/E move
9.3%

45Δ

Calls
Pseudo strike
1461.87
IV
77.7%
B/E move
13.8%
Puts
Pseudo strike
1369.45
IV
64.6%
B/E move
7.9%

50Δ

Calls
Pseudo strike
1418.88
IV
78.7%
B/E move
12.0%
Puts
Pseudo strike
1404.45
IV
64.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
1375.98
IV
79.7%
B/E move
10.3%
Puts
Pseudo strike
1440.00
IV
63.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
1332.72
IV
81.0%
B/E move
8.8%
Puts
Pseudo strike
1475.12
IV
62.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
1288.27
IV
81.7%
B/E move
7.4%
Puts
Pseudo strike
1512.59
IV
62.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
1240.39
IV
84.4%
B/E move
6.2%
Puts
Pseudo strike
1548.74
IV
60.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
1187.09
IV
87.7%
B/E move
5.1%
Puts
Pseudo strike
1590.56
IV
60.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
1124.87
IV
92.1%
B/E move
4.1%
Puts
Pseudo strike
1630.83
IV
58.0%
B/E move
1.4%