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Syndax Pharmaceuticals, Inc. Common Stock SNDX

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Market datapartial · fetched 2026-10-22T23:10:04.353Z

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 · 2026-10-22T20:00:03.081261329Z

FundamentalsAlpha Vantage · unavailable

Share price$13.57
1D+3.2%
AH$13.11$13.23$13.36$13.48$13.605:30 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$0.49$1.91$3.34$4.76$6.19$7.42$10.68$13.94$17.20$20.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNDX spot · $13.57SNDX PRICE$0.64$1.07$1.13$0.90$0.76$0.86$0.98$1.17$1.35$1.61$1.94$2.23$2.37$1.11$0.71$0.82$1.10$1.28$1.30$1.32$3.06$3.16$3.87$4.65$4.49$5.78
PutsCheap0.89×
CallsExpensive1.41×
SkewBearish+0.71 pp
Implied moveBearish±$2.30
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.67188.4%86.5%10.04193.0%34.2%
25Δ29.23260.6%123.4%11.60109.0%19.7%
30Δ21.77204.4%68.8%12.3292.7%15.2%
35Δ17.49129.8%35.5%12.74100.3%14.2%
40Δ14.8079.5%14.7%13.14100.4%12.6%
45Δ14.3374.9%11.9%13.5288.2%10.0%
50Δ13.8972.1%9.6%13.8976.0%7.3%
55Δ13.5473.3%8.4%15.25133.0%10.2%
60Δ13.1974.5%7.1%15.66120.7%7.9%
65Δ12.7977.4%6.1%16.57122.2%6.4%
70Δ12.3582.4%5.3%17.48127.4%5.4%
75Δ11.9484.5%4.4%17.58107.9%3.5%
80Δ11.6576.7%3.4%18.97117.0%2.7%

20Δ

Calls
Pseudo strike
24.67
IV
188.4%
B/E move
86.5%
Puts
Pseudo strike
10.04
IV
193.0%
B/E move
34.2%

25Δ

Calls
Pseudo strike
29.23
IV
260.6%
B/E move
123.4%
Puts
Pseudo strike
11.60
IV
109.0%
B/E move
19.7%

30Δ

Calls
Pseudo strike
21.77
IV
204.4%
B/E move
68.8%
Puts
Pseudo strike
12.32
IV
92.7%
B/E move
15.2%

35Δ

Calls
Pseudo strike
17.49
IV
129.8%
B/E move
35.5%
Puts
Pseudo strike
12.74
IV
100.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
14.80
IV
79.5%
B/E move
14.7%
Puts
Pseudo strike
13.14
IV
100.4%
B/E move
12.6%

45Δ

Calls
Pseudo strike
14.33
IV
74.9%
B/E move
11.9%
Puts
Pseudo strike
13.52
IV
88.2%
B/E move
10.0%

50Δ

Calls
Pseudo strike
13.89
IV
72.1%
B/E move
9.6%
Puts
Pseudo strike
13.89
IV
76.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
13.54
IV
73.3%
B/E move
8.4%
Puts
Pseudo strike
15.25
IV
133.0%
B/E move
10.2%

60Δ

Calls
Pseudo strike
13.19
IV
74.5%
B/E move
7.1%
Puts
Pseudo strike
15.66
IV
120.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
12.79
IV
77.4%
B/E move
6.1%
Puts
Pseudo strike
16.57
IV
122.2%
B/E move
6.4%

70Δ

Calls
Pseudo strike
12.35
IV
82.4%
B/E move
5.3%
Puts
Pseudo strike
17.48
IV
127.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
11.94
IV
84.5%
B/E move
4.4%
Puts
Pseudo strike
17.58
IV
107.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
11.65
IV
76.7%
B/E move
3.4%
Puts
Pseudo strike
18.97
IV
117.0%
B/E move
2.7%

Options history

No recorded observations