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Syndax Pharmaceuticals, Inc. Common Stock SNDX

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Market datapartial · fetched 2026-10-23T19:39:09.819Z

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 · 2026-10-23T19:39:09.475630945Z

FundamentalsAlpha Vantage · unavailable

Share price$13.40
1D-1.7%
$13.17$13.28$13.40$13.52$13.635:30 AM6:30 AM9:00 AM1:00 PMSNDX
Sold putSold call

Syndax Pharmaceuticals, Inc. Common Stock options

Live interpolated SNDX call and put midpoint premiums by absolute delta.Syndax Pharmaceuticals, Inc. Common Stock$0.39$1.33$2.27$3.21$4.14$7.30$10.60$13.89$17.18$20.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDX spot · $13.40SNDX PRICE$0.52$1.08$0.49$0.55$0.69$0.82$0.96$1.10$1.23$1.66$2.13$2.60$3.06$1.12$0.67$0.63$0.78$0.94$1.14$1.34$1.59$1.93$2.27$2.61$2.95$3.87
PutsCheap0.70×
CallsExpensive1.19×
SkewBullish-4.55 pp
Implied moveBearish±$2.30
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.98152.4%60.5%9.81201.9%35.2%
25Δ29.92271.8%131.3%11.50107.4%19.2%
30Δ15.9181.9%22.4%12.2778.3%13.2%
35Δ14.7067.7%13.8%12.6578.1%11.5%
40Δ14.3870.2%12.5%13.0377.8%9.8%
45Δ14.0772.8%11.1%13.3977.9%8.6%
50Δ13.7372.4%9.6%13.7677.9%7.3%
55Δ13.3871.2%8.1%14.1678.1%6.2%
60Δ13.0470.0%6.5%14.6278.6%5.3%
65Δ12.4972.8%5.6%15.0879.1%4.4%
70Δ11.9276.2%4.8%15.5479.6%3.5%
75Δ11.3479.5%4.0%16.0080.1%2.6%
80Δ10.7782.9%3.2%17.0088.0%2.1%

20Δ

Calls
Pseudo strike
20.98
IV
152.4%
B/E move
60.5%
Puts
Pseudo strike
9.81
IV
201.9%
B/E move
35.2%

25Δ

Calls
Pseudo strike
29.92
IV
271.8%
B/E move
131.3%
Puts
Pseudo strike
11.50
IV
107.4%
B/E move
19.2%

30Δ

Calls
Pseudo strike
15.91
IV
81.9%
B/E move
22.4%
Puts
Pseudo strike
12.27
IV
78.3%
B/E move
13.2%

35Δ

Calls
Pseudo strike
14.70
IV
67.7%
B/E move
13.8%
Puts
Pseudo strike
12.65
IV
78.1%
B/E move
11.5%

40Δ

Calls
Pseudo strike
14.38
IV
70.2%
B/E move
12.5%
Puts
Pseudo strike
13.03
IV
77.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
14.07
IV
72.8%
B/E move
11.1%
Puts
Pseudo strike
13.39
IV
77.9%
B/E move
8.6%

50Δ

Calls
Pseudo strike
13.73
IV
72.4%
B/E move
9.6%
Puts
Pseudo strike
13.76
IV
77.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
13.38
IV
71.2%
B/E move
8.1%
Puts
Pseudo strike
14.16
IV
78.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
13.04
IV
70.0%
B/E move
6.5%
Puts
Pseudo strike
14.62
IV
78.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
12.49
IV
72.8%
B/E move
5.6%
Puts
Pseudo strike
15.08
IV
79.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
11.92
IV
76.2%
B/E move
4.8%
Puts
Pseudo strike
15.54
IV
79.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.34
IV
79.5%
B/E move
4.0%
Puts
Pseudo strike
16.00
IV
80.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
10.77
IV
82.9%
B/E move
3.2%
Puts
Pseudo strike
17.00
IV
88.0%
B/E move
2.1%

Options history

No recorded observations