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Tradr 2X Short SNDK Daily ETF SNDQ

i

Market dataready · fetched 2026-10-21T17:52:49.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:52:46.962161669Z

FundamentalsAlpha Vantage · ready

Share price$15.82
1D+3.8%
$14.91$15.44$15.98$16.51$17.045:30 AM6:30 AM9:00 AM1:00 PMSNDQ
Sold putSold call

Tradr 2X Short SNDK Daily ETF options

Live interpolated SNDQ call and put midpoint premiums by absolute delta.Tradr 2X Short SNDK Daily ETF$0.16$0.89$1.63$2.36$3.09$11.01$13.76$16.51$19.26$22.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDQ spot · $15.81SNDQ PRICE$0.24$0.96$1.79$2.35$2.18$1.81$0.83$1.38$1.94$2.29$2.37$2.41$2.88$1.19$1.97$0.36$0.49$0.62$0.74$0.87$2.55$2.54$2.53$2.51$2.50
PutsExpensive2.25×
CallsExpensive1.77×
SkewBullish-116.24 pp
Implied moveBearish±$1.70
TiltBullish10.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.09192.8%15.9%12.21630.7%30.3%
25Δ20.56414.5%36.1%12.63789.4%32.6%
30Δ23.53672.4%60.1%15.01150.5%7.3%
35Δ23.98800.0%66.5%15.25155.5%6.7%
40Δ22.14800.0%53.8%15.48160.5%6.0%
45Δ19.32582.7%33.6%15.72165.6%5.3%
50Δ15.88182.5%5.6%15.95170.6%4.7%
55Δ15.53267.2%7.0%17.04386.2%8.3%
60Δ15.19351.8%8.3%17.26345.8%6.9%
65Δ14.78382.1%8.0%17.48305.5%5.4%
70Δ14.34337.0%5.6%17.71265.1%3.9%
75Δ13.98288.5%3.7%17.93224.8%2.5%
80Δ13.39302.3%2.9%

20Δ

Calls
Pseudo strike
18.09
IV
192.8%
B/E move
15.9%
Puts
Pseudo strike
12.21
IV
630.7%
B/E move
30.3%

25Δ

Calls
Pseudo strike
20.56
IV
414.5%
B/E move
36.1%
Puts
Pseudo strike
12.63
IV
789.4%
B/E move
32.6%

30Δ

Calls
Pseudo strike
23.53
IV
672.4%
B/E move
60.1%
Puts
Pseudo strike
15.01
IV
150.5%
B/E move
7.3%

35Δ

Calls
Pseudo strike
23.98
IV
800.0%
B/E move
66.5%
Puts
Pseudo strike
15.25
IV
155.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
22.14
IV
800.0%
B/E move
53.8%
Puts
Pseudo strike
15.48
IV
160.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
19.32
IV
582.7%
B/E move
33.6%
Puts
Pseudo strike
15.72
IV
165.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
15.88
IV
182.5%
B/E move
5.6%
Puts
Pseudo strike
15.95
IV
170.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
15.53
IV
267.2%
B/E move
7.0%
Puts
Pseudo strike
17.04
IV
386.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
15.19
IV
351.8%
B/E move
8.3%
Puts
Pseudo strike
17.26
IV
345.8%
B/E move
6.9%

65Δ

Calls
Pseudo strike
14.78
IV
382.1%
B/E move
8.0%
Puts
Pseudo strike
17.48
IV
305.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
14.34
IV
337.0%
B/E move
5.6%
Puts
Pseudo strike
17.71
IV
265.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
13.98
IV
288.5%
B/E move
3.7%
Puts
Pseudo strike
17.93
IV
224.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
13.39
IV
302.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

SNDQ155.81161.65167.492026-10-19: 156.62%2026-10-20: 166.69%Oct 19Oct 20
Table
DateIV
156.62%
166.69%