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SNDL Inc. Common Shares SNDL

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Market datapartial · fetched 2026-10-22T22:12:41.451Z

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 · 2026-10-22T21:53:39.964914843Z

FundamentalsAlpha Vantage · unavailable

Share price$1.28
1D+2.3%
AH$1.27$1.28$1.29$1.30$1.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDL
Sold putSold callAH

SNDL Inc. Common Shares options

Live interpolated SNDL call and put midpoint premiums by absolute delta.SNDL Inc. Common Shares$0.00$0.76$1.53$2.29$3.05$0.43$0.75$1.07$1.39$1.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDL spot · $1.28SNDL PRICE$0.03$0.04$0.07$0.09$0.12$0.14$0.16$0.19$0.21$0.24$0.26$0.29$0.31$0.13$0.21$0.29$0.37$0.45$0.53$0.61$0.69$0.77$0.84$2.83$2.48$2.13
PutsExpensive2.65×
CallsExpensive1.17×
SkewBearish+116.43 pp
Implied moveBearish±$0.77
TiltBearish70.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.5871.5%25.3%1.13107.6%22.1%
25Δ1.4765.1%18.2%1.22120.2%20.8%
30Δ1.4369.0%16.9%1.32132.9%19.5%
35Δ1.3972.9%15.7%1.42145.5%18.2%
40Δ1.3576.8%14.4%1.51158.1%16.8%
45Δ1.3180.7%13.1%1.61170.8%15.5%
50Δ1.2784.6%11.9%1.70183.4%14.2%
55Δ1.2388.6%10.6%1.80196.1%12.9%
60Δ1.1992.5%9.3%1.90208.7%11.6%
65Δ1.1596.4%8.1%1.99221.4%10.3%
70Δ1.11100.3%6.8%3.96378.2%11.8%
75Δ1.07104.2%5.6%3.64326.5%9.3%
80Δ1.03108.1%4.3%3.32274.8%6.8%

20Δ

Calls
Pseudo strike
1.58
IV
71.5%
B/E move
25.3%
Puts
Pseudo strike
1.13
IV
107.6%
B/E move
22.1%

25Δ

Calls
Pseudo strike
1.47
IV
65.1%
B/E move
18.2%
Puts
Pseudo strike
1.22
IV
120.2%
B/E move
20.8%

30Δ

Calls
Pseudo strike
1.43
IV
69.0%
B/E move
16.9%
Puts
Pseudo strike
1.32
IV
132.9%
B/E move
19.5%

35Δ

Calls
Pseudo strike
1.39
IV
72.9%
B/E move
15.7%
Puts
Pseudo strike
1.42
IV
145.5%
B/E move
18.2%

40Δ

Calls
Pseudo strike
1.35
IV
76.8%
B/E move
14.4%
Puts
Pseudo strike
1.51
IV
158.1%
B/E move
16.8%

45Δ

Calls
Pseudo strike
1.31
IV
80.7%
B/E move
13.1%
Puts
Pseudo strike
1.61
IV
170.8%
B/E move
15.5%

50Δ

Calls
Pseudo strike
1.27
IV
84.6%
B/E move
11.9%
Puts
Pseudo strike
1.70
IV
183.4%
B/E move
14.2%

55Δ

Calls
Pseudo strike
1.23
IV
88.6%
B/E move
10.6%
Puts
Pseudo strike
1.80
IV
196.1%
B/E move
12.9%

60Δ

Calls
Pseudo strike
1.19
IV
92.5%
B/E move
9.3%
Puts
Pseudo strike
1.90
IV
208.7%
B/E move
11.6%

65Δ

Calls
Pseudo strike
1.15
IV
96.4%
B/E move
8.1%
Puts
Pseudo strike
1.99
IV
221.4%
B/E move
10.3%

70Δ

Calls
Pseudo strike
1.11
IV
100.3%
B/E move
6.8%
Puts
Pseudo strike
3.96
IV
378.2%
B/E move
11.8%

75Δ

Calls
Pseudo strike
1.07
IV
104.2%
B/E move
5.6%
Puts
Pseudo strike
3.64
IV
326.5%
B/E move
9.3%

80Δ

Calls
Pseudo strike
1.03
IV
108.1%
B/E move
4.3%
Puts
Pseudo strike
3.32
IV
274.8%
B/E move
6.8%

Options history

No recorded observations