SNDK Options History — June 2025

In June 2025, SNDK traded between $37.24 and $47.58. ATM implied volatility averaged 54.7%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 6.6% (HV 20d: 48.1%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2025-06-09: Highest Volume — 7,458 contracts
  • 2025-06-09: Largest IV spike — 11.5% change
  • 2025-06-02: Highest IV Rank — 34.5%
  • 2025-06-02: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.21$37.24$47.58$37.24$45.55
Max Pain$39.50$30.00$45.00$30.00$45.00
ATM IV54.7%49.3%57.5%57.5%53.2%
Expected Move15.8%15.0%16.5%16.5%15.3%
HV 20d48.1%44.7%55.2%51.6%45.8%
HV 60d103.0%101.7%104.8%104.8%102.4%
IV Rank32.2%28.0%34.5%34.5%31.1%
IV Percentile65.1%56.7%71.8%71.8%57.1%
Term Structure1.8%-0.2%3.6%-0.2%0.3%
VWIV54.5%51.8%56.8%54.9%53.0%
Skew 25d2.4%-8.6%10.1%10.1%3.7%
Skew 10d9.4%-17.0%30.8%30.8%-0.9%
Call IV 25d53.3%49.0%55.9%49.0%52.0%
Put IV 25d55.7%44.7%59.4%59.0%55.7%
Bid-Ask Spread %59.1548.1177.7868.5568.26
Gamma HHI0.360.220.550.240.51
Net GEX2.1M1.5M3.6M1.6M1.7M
Net DEX-65.4M-131.7M-33.2M-33.2M-48.3M
Net VEX-213.5K-272.1K-149.5K-149.5K-256.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.023.120.680.69
Total Volume3,306.452227,4582222,223
Total OI43,797.8534,14552,75440,52040,187

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$37.24$30.0057.5%16.5%51.6%34.5%54.9%10.1%-0.2%1.6M-33.2M-149.5K0.6868.55N/AN/A1329035,9414,579
2025-06-03$38.63$35.0053.9%15.5%52.9%31.7%54.6%4.8%1.8%1.7M-40.9M-157.2K0.0470.58N/AN/A3101335,9424,629
2025-06-04$40.15$35.0054.1%15.5%53.9%31.8%54.6%2.9%1.2%1.9M-51.9M-168.7K1.0277.78N/AN/A36337036,0384,632
2025-06-05$39.38$35.0054.0%16.2%53.9%31.7%56.5%3.8%2.7%1.8M-47.2M-162.9K3.1250.98N/AN/A9953,10836,2594,650
2025-06-06$39.09$40.0049.3%15.5%50.6%28.0%53.1%4.2%2.9%1.5M-40.0M-161.6K2.1056.52N/AN/A8731,83736,6447,134
2025-06-09$41.70$40.0054.9%16.3%55.2%32.4%56.4%3.2%2.6%1.7M-60.7M-183.9K0.5248.11N/AN/A4,8982,56037,3267,915
2025-06-10$41.41$40.0054.3%16.0%45.8%32.0%54.3%3.5%2.4%2.2M-58.6M-181.6K0.3557.39N/AN/A3,1291,10339,6266,675
2025-06-11$40.24$40.0055.4%15.9%45.4%32.8%55.2%3.3%2.4%2.0M-53.0M-190.9K0.1650.00N/AN/A1,61426041,5977,714
2025-06-12$41.25$40.0055.4%15.9%46.0%32.8%53.9%3.8%2.0%1.9M-55.8M-192.2K0.5450.11N/AN/A64134340,9667,840
2025-06-13$42.13$40.0055.6%15.9%45.5%33.0%54.2%-8.6%2.8%2.3M-62.4M-196.4K0.5368.79N/AN/A3,5051,84840,7307,783
2025-06-16$44.30$40.0055.4%15.9%48.6%32.8%54.2%3.3%0.8%3.6M-92.8M-228.4K0.0354.77N/AN/A4,29913442,7617,429
2025-06-17$43.96$40.0056.1%16.1%45.0%33.4%56.1%3.9%1.7%3.5M-87.6M-225.3K0.0253.09N/AN/A2,6636043,5087,415
2025-06-18$46.95$40.0057.1%16.4%49.0%34.1%56.8%3.3%1.8%2.6M-131.7M-244.1K0.0951.77N/AN/A5,53047644,9947,432
2025-06-20$46.53$40.0056.9%16.3%47.6%34.0%55.8%3.9%1.4%1.7M-126.6M-247.0K0.1359.88N/AN/A2,38531044,9777,777
2025-06-23$46.72$40.0054.6%15.6%46.2%32.1%52.6%4.1%1.7%1.8M-59.7M-247.0K0.0452.69N/AN/A5,00618728,4755,670
2025-06-24$47.58$40.0052.5%15.0%44.7%30.5%52.7%2.3%2.1%1.8M-66.9M-265.0K0.0458.22N/AN/A5,03617928,9825,811
2025-06-25$47.18$40.0056.4%16.2%44.8%33.6%55.8%-5.7%1.9%2.1M-68.3M-269.8K0.6274.45N/AN/A3,4872,14731,6365,783
2025-06-26$47.27$45.0053.0%15.2%44.8%30.9%51.8%3.7%3.6%1.9M-63.4M-272.1K0.3248.43N/AN/A1,94661331,0587,831
2025-06-27$46.85$45.0054.2%15.5%45.1%31.9%52.7%-5.3%1.0%1.9M-58.6M-270.6K0.6162.71N/AN/A90455231,5508,061
2025-06-30$45.55$45.0053.2%15.3%45.8%31.1%53.0%3.7%0.3%1.7M-48.3M-256.7K0.6968.26N/AN/A1,31990431,7568,431