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Tradr 2X Short SNDK Daily ETF SNDQ

i

Market dataready · fetched 2026-11-10T22:36:18.194Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:35:51.634618755Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:36:17.557732+00:00

Share price$30.75
1D-3.6%
AH$27$29$30$32$335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDQ
Sold putSold callAH

Tradr 2X Short SNDK Daily ETF options

Live interpolated SNDQ call and put midpoint premiums by absolute delta.Tradr 2X Short SNDK Daily ETF$0.71$2.44$4.17$5.90$7.63$23.15$26.53$29.90$33.28$36.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SNDQ spot · $30.75SNDQ PRICE$1.46$1.75$2.03$2.36$2.65$4.25$5.22$5.88$7.13$0.90$1.23$1.51$1.87$2.68$2.82$3.23$4.10$4.97
Puts——
Calls——
Skew——
Implied moveBearish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.99259.4%18.4%
25Δ26.96264.9%16.4%
30Δ28.02250.6%13.8%
35Δ34.49251.8%16.9%28.92249.6%12.0%
40Δ33.47247.2%14.5%29.82285.5%11.7%
45Δ32.44242.7%12.1%
50Δ31.51241.2%10.1%31.38222.2%7.1%
55Δ30.66233.9%8.3%32.17216.4%5.9%
60Δ33.25228.4%5.2%
65Δ28.75293.8%7.3%34.33240.4%4.5%
70Δ27.54324.2%6.5%
75Δ26.43320.0%5.1%
80Δ24.88345.7%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.99
IV
259.4%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.96
IV
264.9%
B/E move
16.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.02
IV
250.6%
B/E move
13.8%

35Δ

Calls
Pseudo strike
34.49
IV
251.8%
B/E move
16.9%
Puts
Pseudo strike
28.92
IV
249.6%
B/E move
12.0%

40Δ

Calls
Pseudo strike
33.47
IV
247.2%
B/E move
14.5%
Puts
Pseudo strike
29.82
IV
285.5%
B/E move
11.7%

45Δ

Calls
Pseudo strike
32.44
IV
242.7%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.51
IV
241.2%
B/E move
10.1%
Puts
Pseudo strike
31.38
IV
222.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
30.66
IV
233.9%
B/E move
8.3%
Puts
Pseudo strike
32.17
IV
216.4%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.25
IV
228.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
28.75
IV
293.8%
B/E move
7.3%
Puts
Pseudo strike
34.33
IV
240.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
27.54
IV
324.2%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.43
IV
320.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.88
IV
345.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend168.96%
Daily close
SNDQ123.7%191.9%260.2%2026-08-13: 188.35%2026-08-14: 176.00%2026-08-17: 183.56%2026-08-18: 181.99%2026-08-20: 173.10%2026-08-21: 174.19%2026-08-24: 161.01%2026-08-25: 166.14%2026-08-26: 155.91%2026-08-27: 155.99%2026-08-28: 147.75%2026-08-31: 140.32%2026-09-01: 139.26%2026-09-02: 137.07%2026-09-03: 137.55%2026-09-04: 147.58%2026-09-08: 155.19%2026-09-09: 145.74%2026-09-10: 144.94%2026-09-11: 133.55%2026-09-14: 141.27%2026-09-15: 136.72%2026-09-16: 139.96%2026-09-17: 153.95%2026-09-18: 147.59%2026-09-21: 141.40%2026-09-22: 147.67%2026-09-23: 160.27%2026-09-24: 143.17%2026-09-25: 153.06%2026-09-28: 140.39%2026-09-29: 141.30%2026-09-30: 143.55%2026-10-01: 207.37%2026-10-02: 198.92%2026-10-05: 229.88%2026-10-06: 211.34%2026-10-07: 250.75%2026-10-08: 250.79%2026-10-09: 164.37%2026-10-12: 134.20%2026-10-13: 133.10%2026-10-14: 156.45%2026-10-15: 191.01%2026-10-16: 161.58%2026-10-19: 156.49%2026-10-20: 166.89%2026-10-21: 197.10%2026-10-22: 236.71%2026-10-23: 177.68%2026-10-26: 192.84%2026-10-27: 193.14%2026-10-28: 189.89%2026-10-29: 219.96%2026-10-30: 168.96%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
188.35%
176.00%
183.56%
181.99%
173.10%
174.19%
161.01%
166.14%
155.91%
155.99%
147.75%
140.32%
139.26%
137.07%
137.55%
147.58%
155.19%
145.74%
144.94%
133.55%
141.27%
136.72%
139.96%
153.95%
147.59%
141.40%
147.67%
160.27%
143.17%
153.06%
140.39%
141.30%
143.55%
207.37%
198.92%
229.88%
211.34%
250.75%
250.79%
164.37%
134.20%
133.10%
156.45%
191.01%
161.58%
156.49%
166.89%
197.10%
236.71%
177.68%
192.84%
193.14%
189.89%
219.96%
168.96%