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Syndax Pharmaceuticals Inc SNDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T18:29:42.567Z

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 · 2026-10-22T18:29:32.071181517Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:29:40.187475+00:00

Share price$13.37
1D+1.6%
$13.11$13.22$13.34$13.45$13.565:30 AM6:30 AM9:00 AM1:00 PMSNDX
Sold putSold call

Syndax Pharmaceuticals Inc options

Live interpolated SNDX call and put midpoint premiums by absolute delta.Syndax Pharmaceuticals Inc$0.30$1.68$3.06$4.44$5.82$7.27$10.58$13.88$17.18$20.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDX spot · $13.37SNDX PRICE$0.45$0.91$1.00$0.76$0.79$0.93$1.09$1.25$1.41$1.68$1.96$2.23$2.51$0.89$0.70$0.68$0.84$0.99$1.21$1.42$1.82$2.54$3.26$3.98$4.70$5.42
PutsCheap0.75×
CallsExpensive1.30×
SkewBullish-8.71 pp
Implied moveBearish±$2.50
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.81121.4%51.6%9.69189.5%34.2%
25Δ27.52226.2%112.7%11.20119.5%21.4%
30Δ19.87175.9%56.1%12.1982.1%13.9%
35Δ16.05104.0%25.8%12.5981.4%12.1%
40Δ14.6483.2%15.5%12.9980.7%10.3%
45Δ14.2083.1%13.3%13.3780.6%9.0%
50Δ13.7882.5%11.3%13.7680.4%7.7%
55Δ13.3981.4%9.5%14.3281.5%6.5%
60Δ12.9980.3%7.7%15.1484.6%5.7%
65Δ12.5680.6%6.6%15.9787.6%4.9%
70Δ12.1480.9%5.5%16.8090.7%4.0%
75Δ11.7281.2%4.4%17.6393.7%3.2%
80Δ11.3081.5%3.3%18.4696.8%2.4%

20Δ

Calls
Pseudo strike
19.81
IV
121.4%
B/E move
51.6%
Puts
Pseudo strike
9.69
IV
189.5%
B/E move
34.2%

25Δ

Calls
Pseudo strike
27.52
IV
226.2%
B/E move
112.7%
Puts
Pseudo strike
11.20
IV
119.5%
B/E move
21.4%

30Δ

Calls
Pseudo strike
19.87
IV
175.9%
B/E move
56.1%
Puts
Pseudo strike
12.19
IV
82.1%
B/E move
13.9%

35Δ

Calls
Pseudo strike
16.05
IV
104.0%
B/E move
25.8%
Puts
Pseudo strike
12.59
IV
81.4%
B/E move
12.1%

40Δ

Calls
Pseudo strike
14.64
IV
83.2%
B/E move
15.5%
Puts
Pseudo strike
12.99
IV
80.7%
B/E move
10.3%

45Δ

Calls
Pseudo strike
14.20
IV
83.1%
B/E move
13.3%
Puts
Pseudo strike
13.37
IV
80.6%
B/E move
9.0%

50Δ

Calls
Pseudo strike
13.78
IV
82.5%
B/E move
11.3%
Puts
Pseudo strike
13.76
IV
80.4%
B/E move
7.7%

55Δ

Calls
Pseudo strike
13.39
IV
81.4%
B/E move
9.5%
Puts
Pseudo strike
14.32
IV
81.5%
B/E move
6.5%

60Δ

Calls
Pseudo strike
12.99
IV
80.3%
B/E move
7.7%
Puts
Pseudo strike
15.14
IV
84.6%
B/E move
5.7%

65Δ

Calls
Pseudo strike
12.56
IV
80.6%
B/E move
6.6%
Puts
Pseudo strike
15.97
IV
87.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
12.14
IV
80.9%
B/E move
5.5%
Puts
Pseudo strike
16.80
IV
90.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
11.72
IV
81.2%
B/E move
4.4%
Puts
Pseudo strike
17.63
IV
93.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
11.30
IV
81.5%
B/E move
3.3%
Puts
Pseudo strike
18.46
IV
96.8%
B/E move
2.4%

Options history

No recorded observations