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Schneider National, Inc. SNDR

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Market datapartial · fetched 2026-10-22T22:57:11.086Z

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 · 2026-10-22T22:30:00.002671726Z

FundamentalsAlpha Vantage · unavailable

Share price$31.12
1D+0.5%
AH$30.75$30.97$31.19$31.41$31.635:30 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.$0.80$1.78$2.76$3.74$4.72$23.77$27.25$30.74$34.22$37.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDR spot · $31.12SNDR PRICE$0.95$0.95$0.91$1.13$1.35$1.57$1.79$2.01$2.24$2.56$3.19$3.81$4.44$1.25$1.35$1.46$1.57$1.75$2.03$2.31$2.58$2.86$3.14$3.42$3.70$3.97
PutsExpensive1.78×
CallsExpensive1.83×
SkewBearish+8.76 pp
Implied moveBearish±$4.10
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.14112.8%41.7%23.12135.4%29.7%
25Δ37.8883.3%24.8%25.06115.2%23.8%
30Δ34.5957.5%14.1%26.9995.0%17.9%
35Δ33.9156.5%12.6%28.9374.8%12.1%
40Δ33.2355.4%11.1%30.2562.5%8.4%
45Δ32.5554.3%9.6%30.8159.9%7.5%
50Δ31.8753.3%8.2%31.3757.4%6.6%
55Δ31.1952.2%6.7%31.9454.9%5.7%
60Δ30.5151.1%5.2%32.5052.4%4.8%
65Δ29.8050.4%4.0%33.0649.9%3.9%
70Δ28.9950.4%3.4%33.6247.4%2.9%
75Δ28.1950.5%2.8%34.1844.9%2.0%
80Δ27.3850.5%2.3%34.7442.4%1.1%

20Δ

Calls
Pseudo strike
43.14
IV
112.8%
B/E move
41.7%
Puts
Pseudo strike
23.12
IV
135.4%
B/E move
29.7%

25Δ

Calls
Pseudo strike
37.88
IV
83.3%
B/E move
24.8%
Puts
Pseudo strike
25.06
IV
115.2%
B/E move
23.8%

30Δ

Calls
Pseudo strike
34.59
IV
57.5%
B/E move
14.1%
Puts
Pseudo strike
26.99
IV
95.0%
B/E move
17.9%

35Δ

Calls
Pseudo strike
33.91
IV
56.5%
B/E move
12.6%
Puts
Pseudo strike
28.93
IV
74.8%
B/E move
12.1%

40Δ

Calls
Pseudo strike
33.23
IV
55.4%
B/E move
11.1%
Puts
Pseudo strike
30.25
IV
62.5%
B/E move
8.4%

45Δ

Calls
Pseudo strike
32.55
IV
54.3%
B/E move
9.6%
Puts
Pseudo strike
30.81
IV
59.9%
B/E move
7.5%

50Δ

Calls
Pseudo strike
31.87
IV
53.3%
B/E move
8.2%
Puts
Pseudo strike
31.37
IV
57.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
31.19
IV
52.2%
B/E move
6.7%
Puts
Pseudo strike
31.94
IV
54.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
30.51
IV
51.1%
B/E move
5.2%
Puts
Pseudo strike
32.50
IV
52.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
29.80
IV
50.4%
B/E move
4.0%
Puts
Pseudo strike
33.06
IV
49.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
28.99
IV
50.4%
B/E move
3.4%
Puts
Pseudo strike
33.62
IV
47.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
28.19
IV
50.5%
B/E move
2.8%
Puts
Pseudo strike
34.18
IV
44.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
27.38
IV
50.5%
B/E move
2.3%
Puts
Pseudo strike
34.74
IV
42.4%
B/E move
1.1%

Options history

No recorded observations