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Tradr 2X Short SNDK Daily ETF SNDQ

i

Market dataready · fetched 2026-10-21T17:53:00.600Z

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 · 2026-10-21T17:52:51.394930113Z

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$0.35$2.55$4.75$6.95$9.15$6.94$11.45$15.96$20.48$24.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDQ spot · $15.81SNDQ PRICE$0.59$0.86$1.13$1.40$1.67$2.47$2.45$2.58$2.78$3.08$3.84$4.44$5.34$2.45$1.17$1.31$2.40$2.66$2.80$2.99$3.90$4.94$5.90$6.89$8.51
PutsExpensive1.16×
CallsExpensive1.22×
SkewBullish-6.51 pp
Implied moveBearish±$5.45
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.95137.6%55.2%11.13298.4%45.1%
25Δ22.97144.6%50.7%13.11140.0%24.5%
30Δ21.98151.5%46.2%14.11121.0%19.1%
35Δ21.00158.5%41.7%14.86165.1%21.2%
40Δ20.02165.4%37.2%15.62156.2%18.1%
45Δ21.24225.9%49.9%16.33140.3%14.5%
50Δ18.25181.9%30.9%16.98128.8%11.6%
55Δ16.66160.5%21.6%18.06138.9%10.5%
60Δ15.65149.3%16.5%19.30146.4%9.2%
65Δ14.71142.1%12.5%20.50148.4%7.7%
70Δ13.85161.9%11.9%21.74148.4%6.1%
75Δ12.88166.5%9.5%23.56153.6%4.9%
80Δ11.71181.3%7.9%

20Δ

Calls
Pseudo strike
23.95
IV
137.6%
B/E move
55.2%
Puts
Pseudo strike
11.13
IV
298.4%
B/E move
45.1%

25Δ

Calls
Pseudo strike
22.97
IV
144.6%
B/E move
50.7%
Puts
Pseudo strike
13.11
IV
140.0%
B/E move
24.5%

30Δ

Calls
Pseudo strike
21.98
IV
151.5%
B/E move
46.2%
Puts
Pseudo strike
14.11
IV
121.0%
B/E move
19.1%

35Δ

Calls
Pseudo strike
21.00
IV
158.5%
B/E move
41.7%
Puts
Pseudo strike
14.86
IV
165.1%
B/E move
21.2%

40Δ

Calls
Pseudo strike
20.02
IV
165.4%
B/E move
37.2%
Puts
Pseudo strike
15.62
IV
156.2%
B/E move
18.1%

45Δ

Calls
Pseudo strike
21.24
IV
225.9%
B/E move
49.9%
Puts
Pseudo strike
16.33
IV
140.3%
B/E move
14.5%

50Δ

Calls
Pseudo strike
18.25
IV
181.9%
B/E move
30.9%
Puts
Pseudo strike
16.98
IV
128.8%
B/E move
11.6%

55Δ

Calls
Pseudo strike
16.66
IV
160.5%
B/E move
21.6%
Puts
Pseudo strike
18.06
IV
138.9%
B/E move
10.5%

60Δ

Calls
Pseudo strike
15.65
IV
149.3%
B/E move
16.5%
Puts
Pseudo strike
19.30
IV
146.4%
B/E move
9.2%

65Δ

Calls
Pseudo strike
14.71
IV
142.1%
B/E move
12.5%
Puts
Pseudo strike
20.50
IV
148.4%
B/E move
7.7%

70Δ

Calls
Pseudo strike
13.85
IV
161.9%
B/E move
11.9%
Puts
Pseudo strike
21.74
IV
148.4%
B/E move
6.1%

75Δ

Calls
Pseudo strike
12.88
IV
166.5%
B/E move
9.5%
Puts
Pseudo strike
23.56
IV
153.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
11.71
IV
181.3%
B/E move
7.9%
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%