SNDK Options History — May 2025

In May 2025, SNDK traded between $32.86 and $42.61. ATM implied volatility averaged 67.7%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 8.6% (HV 20d: 76.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2025-05-08: Highest Volume — 14,032 contracts
  • 2025-05-08: Largest IV drop — 33.2% change
  • 2025-05-06: Highest IV Rank — 74.3%
  • 2025-05-01: Largest Expected Move — 28.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.07$32.86$42.61$32.86$37.47
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV67.7%51.4%108.2%98.5%56.3%
Expected Move17.8%14.7%28.2%28.2%16.1%
HV 20d76.4%53.8%161.9%161.9%54.4%
HV 60d131.9%105.1%137.9%133.8%105.1%
IV Rank42.5%29.6%74.3%66.7%33.5%
IV Percentile76.7%63.1%98.0%96.4%70.2%
Term Structure-0.9%-19.2%3.6%-19.2%0.9%
VWIV62.3%49.7%105.7%105.7%57.8%
Skew 25d7.6%3.9%18.8%12.9%3.9%
Skew 10d17.0%8.9%50.9%50.9%9.2%
Call IV 25d58.6%38.7%95.4%95.4%52.9%
Put IV 25d66.3%54.6%108.3%108.3%56.8%
Bid-Ask Spread %51.3014.1578.4869.0678.48
Gamma HHI0.340.220.540.510.24
Net GEX2.0M1.4M3.2M1.6M1.5M
Net DEX-66.5M-139.7M-34.0M-37.7M-34.0M
Net VEX-168.3K-197.6K-149.4K-168.7K-149.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.034.441.890.76
Total Volume2,251.90512014,0324,705383
Total OI47,027.71433,52460,02553,06638,177

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$32.86$30.0098.5%28.2%161.9%66.7%105.7%12.9%-19.2%1.6M-37.7M-168.7K1.8969.06N/AN/A1,6283,07745,5897,477
2025-05-02$34.66$30.0097.3%27.9%145.7%65.8%95.3%11.1%-19.2%2.0M-53.3M-177.4K0.1564.85N/AN/A1,03815645,7075,628
2025-05-05$34.56$30.00105.2%22.3%115.2%72.0%80.0%9.1%-3.7%2.0M-52.6M-165.1K0.5937.33N/AN/A50529745,4955,644
2025-05-06$34.28$30.00108.2%22.0%115.0%74.3%76.6%9.3%-2.6%2.0M-48.0M-157.8K0.0526.35N/AN/A6863545,3315,873
2025-05-07$35.40$30.00106.8%21.5%115.3%73.2%70.4%10.8%-3.2%2.2M-55.6M-158.3K0.4652.61N/AN/A2,3171,06144,9085,894
2025-05-08$37.42$30.0071.3%18.5%98.5%45.3%63.5%8.6%2.0%2.9M-73.6M-152.8K0.1133.80N/AN/A12,6241,40845,5646,651
2025-05-09$37.86$30.0061.9%17.1%59.1%38.0%60.7%8.3%3.0%3.2M-82.0M-175.4K0.0563.74N/AN/A2,27410349,2786,035
2025-05-12$41.34$30.0067.6%15.9%65.0%42.4%53.7%7.3%2.6%2.7M-122.6M-169.0K0.0463.37N/AN/A6,00321050,6176,063
2025-05-13$42.61$30.0055.4%14.8%59.6%32.8%53.0%5.5%3.6%2.4M-139.7M-197.6K0.0330.82N/AN/A1,9325153,9426,083
2025-05-14$41.79$30.0055.5%15.9%58.9%32.9%54.9%6.3%2.3%2.4M-132.2M-189.9K0.0828.19N/AN/A4513853,4216,122
2025-05-15$40.67$30.0054.2%15.5%57.1%31.8%55.7%7.0%0.2%3.2M-120.7M-178.8K0.1854.18N/AN/A79814753,3336,125
2025-05-16$40.58$30.0051.4%14.7%56.4%29.6%49.7%5.5%1.7%2.7M-125.8M-173.0K0.0549.24N/AN/A3,27815353,0526,090
2025-05-19$38.75$30.0054.1%15.5%55.3%31.8%54.5%4.2%0.5%1.4M-38.4M-160.1K0.0821.24N/AN/A1,84214529,6923,832
2025-05-20$40.02$30.0052.3%15.0%55.4%30.4%52.1%5.8%1.7%1.5M-46.9M-179.3K0.1074.88N/AN/A1,92519931,0783,910
2025-05-21$38.90$30.0052.5%15.0%57.4%30.5%55.6%7.2%3.2%1.6M-42.6M-173.6K0.2414.15N/AN/A1984732,5054,017
2025-05-22$38.08$30.0053.5%15.3%54.3%31.3%55.3%4.0%0.5%1.5M-39.1M-168.9K1.0775.91N/AN/A586232,5474,047
2025-05-23$37.25$30.0058.9%16.9%55.3%35.5%55.1%5.0%-0.6%1.4M-34.7M-160.8K4.4461.71N/AN/A7131532,5614,092
2025-05-27$38.35$30.0055.4%15.9%55.0%32.8%55.2%4.3%1.2%1.5M-38.3M-162.3K1.0063.49N/AN/A14314332,5564,395
2025-05-28$38.42$30.0053.0%15.2%55.0%30.9%50.4%18.8%3.4%1.6M-40.1M-162.1K0.7875.10N/AN/A13810832,6824,405
2025-05-29$38.27$30.0053.4%15.3%53.8%31.3%53.0%5.0%2.1%1.6M-38.4M-154.3K0.0538.89N/AN/A1,1816232,7194,445
2025-05-30$37.47$30.0056.3%16.1%54.4%33.5%57.8%3.9%0.9%1.5M-34.0M-149.4K0.7678.48N/AN/A21816533,7494,428