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Schneider National, Inc. SNDR

i

Market dataready · fetched 2026-11-12T01:27:23.849Z

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: 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 · 2026-11-12T00:00:00.001867956Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:27:23.482557+00:00

Share price$29.17
1D-0.2%
AH$28.82$28.95$29.09$29.22$29.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDR
Sold putSold callAH

Schneider National, Inc. options

Live interpolated SNDR call and put midpoint premiums by absolute delta.Schneider National, Inc.$0.85$2.69$4.52$6.36$8.20$23.42$25.45$27.49$29.52$31.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SNDR spot · $29.17SNDR PRICE$1.05$1.11$1.16$1.22$1.27$1.65$2.03$2.40$2.78$3.16$3.54$3.91$1.07$1.11$1.19$1.26$1.34$1.42$1.49$1.57$1.99$3.41$4.83$6.25$7.67
PutsExpensive3.08×
Calls——
Skew——
Implied moveBullish±$3.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.77187.7%22.2%
25Δ36.91179.5%30.1%25.33153.2%17.0%
30Δ34.23149.2%21.2%26.02139.9%14.9%
35Δ32.83129.5%16.5%26.71126.7%12.8%
40Δ31.43109.7%11.9%27.41113.4%10.6%
45Δ30.0290.0%7.3%28.10100.2%8.5%
50Δ29.4290.0%6.5%28.7986.9%6.4%
55Δ28.8390.2%5.8%29.4873.7%4.3%
60Δ28.2490.5%5.0%30.3966.6%2.6%
65Δ27.6590.8%4.3%31.9077.5%2.3%
70Δ27.0691.1%3.6%33.4288.3%2.0%
75Δ26.4791.3%2.9%34.9399.2%1.7%
80Δ25.8891.6%2.1%36.45110.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.77
IV
187.7%
B/E move
22.2%

25Δ

Calls
Pseudo strike
36.91
IV
179.5%
B/E move
30.1%
Puts
Pseudo strike
25.33
IV
153.2%
B/E move
17.0%

30Δ

Calls
Pseudo strike
34.23
IV
149.2%
B/E move
21.2%
Puts
Pseudo strike
26.02
IV
139.9%
B/E move
14.9%

35Δ

Calls
Pseudo strike
32.83
IV
129.5%
B/E move
16.5%
Puts
Pseudo strike
26.71
IV
126.7%
B/E move
12.8%

40Δ

Calls
Pseudo strike
31.43
IV
109.7%
B/E move
11.9%
Puts
Pseudo strike
27.41
IV
113.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
30.02
IV
90.0%
B/E move
7.3%
Puts
Pseudo strike
28.10
IV
100.2%
B/E move
8.5%

50Δ

Calls
Pseudo strike
29.42
IV
90.0%
B/E move
6.5%
Puts
Pseudo strike
28.79
IV
86.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
28.83
IV
90.2%
B/E move
5.8%
Puts
Pseudo strike
29.48
IV
73.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
28.24
IV
90.5%
B/E move
5.0%
Puts
Pseudo strike
30.39
IV
66.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
27.65
IV
90.8%
B/E move
4.3%
Puts
Pseudo strike
31.90
IV
77.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
27.06
IV
91.1%
B/E move
3.6%
Puts
Pseudo strike
33.42
IV
88.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
26.47
IV
91.3%
B/E move
2.9%
Puts
Pseudo strike
34.93
IV
99.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.88
IV
91.6%
B/E move
2.1%
Puts
Pseudo strike
36.45
IV
110.1%
B/E move
1.3%

Options history

IV · four-Friday blend50.31%
Daily EOD
SNDR47.1%49.4%51.6%2026-10-20: 48.38%2026-10-21: 48.00%2026-10-22: 47.43%2026-10-23: 49.16%2026-10-27: 51.32%2026-10-28: 48.71%2026-10-29: 50.31%Oct 20Oct 23Oct 29
7 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
48.38%
48.00%
47.43%
49.16%
51.32%
48.71%
50.31%