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Syndax Pharmaceuticals, Inc. Common Stock SNDX

i

Market dataready · fetched 2026-11-13T02:55:33.219Z

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 · 2026-11-12T21:28:52.475967503Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:55:32.219824+00:00

Share price$9.27
1D-3.0%
AH$9.22$9.41$9.60$9.79$9.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDX
Sold putSold callAH

Syndax Pharmaceuticals, Inc. Common Stock options

Live interpolated SNDX call and put midpoint premiums by absolute delta.Syndax Pharmaceuticals, Inc. Common Stock$0.27$0.89$1.50$2.12$2.73$7.39$8.28$9.17$10.06$10.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SNDX spot · $9.27SNDX PRICE$0.65$0.81$0.97$1.14$1.50$1.85$2.20$2.55$0.34$0.42$0.50$0.58$0.66$0.74$0.82$0.97$1.31
Puts——
Calls——
Skew——
Implied moveBullish±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ9.0779.6%5.8%
45Δ9.55137.5%10.1%9.2178.7%5.2%
50Δ9.37153.6%9.8%9.3577.9%4.6%
55Δ9.18169.7%9.5%9.4877.0%3.9%
60Δ8.98186.2%9.2%9.6276.1%3.3%
65Δ8.58212.1%8.7%9.7675.2%2.7%
70Δ8.17238.1%8.1%9.9074.4%2.0%
75Δ7.71254.1%6.9%10.1075.9%1.5%
80Δ7.21262.9%5.3%10.4784.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.07
IV
79.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
9.55
IV
137.5%
B/E move
10.1%
Puts
Pseudo strike
9.21
IV
78.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
9.37
IV
153.6%
B/E move
9.8%
Puts
Pseudo strike
9.35
IV
77.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
9.18
IV
169.7%
B/E move
9.5%
Puts
Pseudo strike
9.48
IV
77.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
8.98
IV
186.2%
B/E move
9.2%
Puts
Pseudo strike
9.62
IV
76.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
8.58
IV
212.1%
B/E move
8.7%
Puts
Pseudo strike
9.76
IV
75.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
8.17
IV
238.1%
B/E move
8.1%
Puts
Pseudo strike
9.90
IV
74.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
7.71
IV
254.1%
B/E move
6.9%
Puts
Pseudo strike
10.10
IV
75.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
7.21
IV
262.9%
B/E move
5.3%
Puts
Pseudo strike
10.47
IV
84.0%
B/E move
1.2%

Options history

IV · four-Friday blend71.71%
Daily EOD
SNDX62.9%76.7%90.6%2026-10-19: 88.66%2026-10-20: 75.74%2026-10-21: 85.40%2026-10-22: 75.47%2026-10-23: 74.86%2026-10-26: 83.90%2026-10-27: 76.58%2026-10-28: 64.83%2026-10-29: 66.60%2026-10-30: 71.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.66%
75.74%
85.40%
75.47%
74.86%
83.90%
76.58%
64.83%
66.60%
71.71%