SNDK Options History — March 2025

In March 2025, SNDK traded between $46.42 and $56.29. ATM implied volatility averaged 56.8%, placing in the 58.4% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 102.6% (HV 20d: 159.3%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2025-03-21: Highest Volume — 12,544 contracts
  • 2025-03-10: Largest IV spike — 24.9% change
  • 2025-03-10: Highest IV Rank — 85.2%
  • 2025-03-10: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.65$46.42$56.29$49.09$48.03
Max Pain$49.17$45.00$55.00$45.00$50.00
ATM IV56.8%46.2%76.5%60.9%57.5%
Expected Move17.6%15.2%21.9%17.5%17.5%
HV 20d159.3%65.2%168.9%156.4%65.2%
HV 60d94.9%91.4%97.6%91.8%97.6%
IV Rank58.4%44.1%85.2%64.0%59.4%
IV Percentile84.7%71.8%99.6%93.7%83.3%
Term Structure0.7%-5.9%6.7%-4.4%3.4%
VWIV60.7%51.0%77.4%60.7%59.1%
Skew 25d4.1%-6.7%6.6%-0.2%6.0%
Skew 10d6.2%-20.2%27.4%-20.2%24.4%
Call IV 25d53.8%44.5%75.8%57.3%56.3%
Put IV 25d57.9%49.6%69.1%57.2%62.3%
Bid-Ask Spread %64.0135.52101.72101.7254.68
Gamma HHI0.460.230.950.540.31
Net GEX389.7K-3.3M1.3M0461.6K
Net DEX-14.0M-28.2M00-8.1M
Net VEX-72.8K-152.8K00-123.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.008.190.050.32
Total Volume2,232.57110612,5441711,313
Total OI10,951.333023,288023,288

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$49.09$0.0060.9%17.5%156.4%64.0%60.7%-0.2%-4.4%0000.05101.72N/AN/A163800
2025-03-04$48.41$45.0062.0%17.8%156.3%65.5%64.8%-6.7%-3.1%14.6K-289.9K-1.2K0.0595.63N/AN/A11661519
2025-03-05$48.48$45.0060.4%17.3%156.3%63.3%60.4%5.3%-2.9%21.8K-583.0K-2.8K0.0090.89N/AN/A2,282227615
2025-03-06$46.42$45.0067.1%19.2%156.4%72.4%64.0%3.9%-3.0%288.1K-3.2M-9.3K0.0287.11N/AN/A12132,30317
2025-03-07$49.86$45.0061.3%17.6%159.7%64.5%63.5%5.5%-2.7%347.4K-6.0M-12.0K1.0284.24N/AN/A7747902,38020
2025-03-10$52.25$50.0076.5%21.9%161.4%85.2%77.4%4.8%-5.9%366.1K-8.7M-22.9K0.1073.69N/AN/A451463,070766
2025-03-11$51.59$50.0059.4%21.1%161.2%61.9%71.8%6.6%-2.3%425.4K-8.4M-23.4K0.0272.02N/AN/A777163,252786
2025-03-12$50.94$50.0059.7%20.6%161.0%62.4%71.4%5.6%-2.8%495.9K-8.6M-26.1K0.0073.21N/AN/A4,10093,733801
2025-03-13$48.23$50.0059.5%20.9%161.2%62.1%71.6%5.9%-2.1%626.3K-12.3M-75.5K0.2585.23N/AN/A85217,750810
2025-03-14$53.45$50.0057.4%18.8%167.3%59.2%65.1%3.6%-1.6%754.1K-22.6M-84.3K1.0871.00N/AN/A1,0421,1287,813826
2025-03-17$55.41$50.0055.5%16.1%168.2%56.7%54.7%4.7%0.8%743.6K-28.2M-91.2K0.5435.52N/AN/A4,6332,5158,6531,921
2025-03-18$56.07$50.0055.8%16.0%168.4%57.1%55.1%4.0%0.0%654.5K-25.9M-88.8K0.3941.01N/AN/A7322878,4633,866
2025-03-19$56.09$50.0054.1%15.8%168.5%54.8%54.4%3.3%0.4%698.3K-26.4M-87.6K1.1935.81N/AN/A2653168,6694,161
2025-03-20$56.29$0.0055.5%17.0%168.5%56.7%0.0%4.0%3.2%662.7K-27.1M-89.0K8.1954.05N/AN/A6024,9298,7804,222
2025-03-21$54.42$0.0048.3%15.6%168.4%47.0%53.4%4.2%6.5%-3.3M-7.8M-88.7K0.5746.68N/AN/A7,9744,5709,1258,102
2025-03-24$52.71$55.0046.8%15.4%168.4%44.9%53.0%4.3%6.5%879.6K-20.2M-134.6K0.4951.01N/AN/A1,16557613,5304,467
2025-03-25$52.24$50.0048.1%15.5%168.0%46.7%51.0%5.1%6.1%878.0K-18.6M-132.3K0.0044.71N/AN/A3,8311214,4554,999
2025-03-26$52.31$50.0049.1%15.9%168.1%48.1%52.7%5.3%6.6%1.2M-23.1M-150.9K0.2743.85N/AN/A3058117,8955,005
2025-03-27$52.84$50.0046.2%15.2%168.3%44.1%51.7%5.7%6.7%1.3M-24.8M-152.8K0.0350.81N/AN/A3131017,7384,954
2025-03-28$49.59$50.0050.7%16.4%168.9%50.2%58.0%5.3%6.1%666.0K-12.5M-131.8K1.8951.41N/AN/A17833717,9474,960
2025-03-31$48.03$50.0057.5%17.5%65.2%59.4%59.1%6.0%3.4%461.6K-8.1M-123.6K0.3254.68N/AN/A99431918,0715,217