SNDK Options History — July 2025

In July 2025, SNDK traded between $41.30 and $46.83. ATM implied volatility averaged 58.8%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 17.1% (HV 20d: 41.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.61.

Notable Days

  • 2025-07-14: Highest Volume — 11,210 contracts
  • 2025-07-17: Largest IV spike — 17.3% change
  • 2025-07-31: Highest IV Rank — 45.3%
  • 2025-07-31: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.58$41.30$46.83$45.13$42.80
Max Pain$46.59$45.00$50.00$45.00$45.00
ATM IV58.8%49.3%71.3%50.4%71.3%
Expected Move16.9%14.3%20.4%14.5%20.4%
HV 20d41.7%34.8%48.8%45.9%40.3%
HV 60d55.2%46.1%92.0%92.0%46.1%
IV Rank35.5%28.0%45.3%28.9%45.3%
IV Percentile70.4%52.0%88.9%53.2%88.9%
Term Structure-4.1%-15.9%3.3%3.3%-15.9%
VWIV58.3%48.8%71.9%50.8%71.9%
Skew 25d3.1%-5.0%6.1%2.7%2.4%
Skew 10d4.5%-8.0%11.5%1.5%5.0%
Call IV 25d57.7%48.7%71.7%50.1%71.7%
Put IV 25d60.8%52.2%74.1%52.9%74.1%
Bid-Ask Spread %47.5211.1270.1460.5011.12
Gamma HHI0.320.190.550.520.20
Net GEX880.1K275.4K1.9M1.7M315.2K
Net DEX-23.9M-52.2M-3.6M-44.7M-11.1M
Net VEX-209.4K-266.7K-170.9K-260.4K-171.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.022.470.570.48
Total Volume2,106.09123011,210889580
Total OI37,242.18230,29443,17841,53632,113

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$45.13$45.0050.4%14.5%45.9%28.9%50.8%2.7%3.3%1.7M-44.7M-260.4K0.5760.50N/AN/A56632332,4029,134
2025-07-02$45.41$45.0049.9%14.3%44.8%28.5%49.8%3.4%1.0%1.8M-47.2M-265.4K2.2070.14N/AN/A44798532,6908,947
2025-07-03$46.16$50.0049.3%14.6%43.5%28.0%50.2%4.4%1.9%1.9M-51.2M-266.7K0.1250.64N/AN/A2062432,6359,344
2025-07-07$45.58$50.0053.7%15.4%43.0%31.5%52.6%4.6%0.4%1.7M-45.2M-255.6K0.0251.51N/AN/A4,4607832,6879,366
2025-07-08$46.04$50.0051.1%15.1%42.6%29.5%52.0%3.5%1.0%1.6M-47.6M-248.2K0.7650.86N/AN/A88968031,0099,423
2025-07-09$46.25$50.0051.3%14.7%37.1%29.6%48.8%3.9%1.8%1.7M-49.6M-246.2K0.8259.07N/AN/A35829531,2339,481
2025-07-10$46.83$50.0050.6%14.5%36.9%29.0%51.3%4.2%1.2%1.9M-52.2M-250.0K1.6558.35N/AN/A8571,41431,2979,738
2025-07-11$46.55$50.0051.0%14.6%34.8%29.3%50.9%2.3%0.9%1.7M-47.4M-247.5K2.4757.53N/AN/A5311,31331,32610,705
2025-07-14$42.47$50.0052.5%15.1%48.8%30.6%52.5%2.2%3.0%819.4K-18.3M-223.0K0.2461.65N/AN/A9,0162,19431,41311,765
2025-07-15$42.80$45.0052.7%15.1%48.3%30.7%52.3%2.7%2.0%774.6K-14.4M-210.9K0.0356.42N/AN/A2,8888130,05212,581
2025-07-16$41.30$45.0054.3%15.6%46.3%31.9%53.6%3.5%3.0%421.8K-6.3M-191.9K0.0653.38N/AN/A7,53242328,75312,588
2025-07-17$41.36$45.0063.7%18.3%46.3%39.3%58.0%6.1%-7.1%280.9K-3.6M-172.3K0.7350.95N/AN/A46634025,35712,573
2025-07-18$42.03$45.0062.5%17.9%39.3%38.4%59.8%5.6%-6.7%315.6K-7.9M-176.7K0.3915.05N/AN/A1,29850725,44712,251
2025-07-21$41.61$45.0062.7%18.0%39.3%38.6%65.5%2.9%-6.3%282.0K-7.3M-171.2K0.4635.24N/AN/A1,37963519,34010,954
2025-07-22$41.70$45.0064.0%18.3%39.2%39.6%63.1%5.2%-7.4%287.2K-8.2M-180.7K0.0424.95N/AN/A6672919,96411,521
2025-07-23$42.72$45.0063.6%18.2%39.8%39.3%64.1%3.1%-7.8%337.0K-12.5M-184.6K0.1355.89N/AN/A1,22115719,81611,547
2025-07-24$42.22$45.0066.8%19.1%39.8%41.8%65.9%2.7%-10.0%321.8K-10.6M-183.6K0.0950.08N/AN/A4453920,13211,654
2025-07-25$42.42$45.0065.5%18.8%39.9%40.7%64.2%3.0%-8.8%314.0K-9.9M-179.9K0.2020.58N/AN/A62712720,20211,694
2025-07-28$41.77$45.0067.6%19.4%40.1%42.4%67.1%3.6%-11.2%275.4K-7.5M-170.9K0.0458.59N/AN/A9504120,24511,685
2025-07-29$42.77$45.0068.0%19.5%40.4%42.7%68.6%1.8%-13.5%305.6K-11.1M-175.2K0.3025.40N/AN/A63718920,14111,905
2025-07-30$42.75$45.0070.4%20.2%40.4%44.6%70.2%-5.0%-14.5%298.9K-11.2M-173.9K1.5767.62N/AN/A17126920,23911,979
2025-07-31$42.80$45.0071.3%20.4%40.3%45.3%71.9%2.4%-15.9%315.2K-11.1M-171.5K0.4811.12N/AN/A39318720,31211,801