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Schneider National Inc SNDR

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-10-22T16:55:16.194Z

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 · 2026-10-22T16:54:29.070473583Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:48:32.058232+00:00

Share price$31.31
1D+1.2%
$30.75$30.97$31.19$31.41$31.635:30 AM6:30 AM9:00 AM1:00 PMSNDR
Sold putSold call

Schneider National Inc options

Live interpolated SNDR call and put midpoint premiums by absolute delta.Schneider National Inc$0.74$2.63$4.53$6.42$8.31$23.33$27.40$31.47$35.54$39.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDR spot · $31.31SNDR PRICE$0.95$1.12$1.29$1.46$1.63$1.80$1.97$2.14$2.31$2.48$4.15$5.96$7.77$1.27$1.39$1.51$1.63$1.88$2.21$2.54$2.87$3.20$3.53$3.86$4.19$5.66
PutsExpensive1.88×
CallsExpensive2.32×
SkewBullish-3.67 pp
Implied moveBearish±$4.51
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.23111.1%41.1%23.29135.3%29.7%
25Δ39.6998.1%30.3%25.28115.0%23.7%
30Δ38.4992.1%27.1%27.2894.8%17.7%
35Δ37.2986.1%23.8%29.2874.5%11.7%
40Δ36.1080.1%20.5%30.4265.9%8.9%
45Δ34.9074.1%17.2%31.0763.7%7.8%
50Δ33.7068.2%13.9%31.7261.6%6.8%
55Δ32.5062.2%10.7%32.3759.5%5.8%
60Δ31.3156.2%7.4%33.0257.4%4.8%
65Δ30.1150.2%4.1%33.6755.3%3.7%
70Δ28.2159.5%3.3%34.3253.2%2.7%
75Δ26.2470.4%2.8%34.9751.1%1.7%
80Δ24.2781.3%2.3%36.5954.5%1.2%

20Δ

Calls
Pseudo strike
43.23
IV
111.1%
B/E move
41.1%
Puts
Pseudo strike
23.29
IV
135.3%
B/E move
29.7%

25Δ

Calls
Pseudo strike
39.69
IV
98.1%
B/E move
30.3%
Puts
Pseudo strike
25.28
IV
115.0%
B/E move
23.7%

30Δ

Calls
Pseudo strike
38.49
IV
92.1%
B/E move
27.1%
Puts
Pseudo strike
27.28
IV
94.8%
B/E move
17.7%

35Δ

Calls
Pseudo strike
37.29
IV
86.1%
B/E move
23.8%
Puts
Pseudo strike
29.28
IV
74.5%
B/E move
11.7%

40Δ

Calls
Pseudo strike
36.10
IV
80.1%
B/E move
20.5%
Puts
Pseudo strike
30.42
IV
65.9%
B/E move
8.9%

45Δ

Calls
Pseudo strike
34.90
IV
74.1%
B/E move
17.2%
Puts
Pseudo strike
31.07
IV
63.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
33.70
IV
68.2%
B/E move
13.9%
Puts
Pseudo strike
31.72
IV
61.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
32.50
IV
62.2%
B/E move
10.7%
Puts
Pseudo strike
32.37
IV
59.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
31.31
IV
56.2%
B/E move
7.4%
Puts
Pseudo strike
33.02
IV
57.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
30.11
IV
50.2%
B/E move
4.1%
Puts
Pseudo strike
33.67
IV
55.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
28.21
IV
59.5%
B/E move
3.3%
Puts
Pseudo strike
34.32
IV
53.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.24
IV
70.4%
B/E move
2.8%
Puts
Pseudo strike
34.97
IV
51.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.27
IV
81.3%
B/E move
2.3%
Puts
Pseudo strike
36.59
IV
54.5%
B/E move
1.2%

Options history

No recorded observations