SNDK Options History — September 2025

In September 2025, SNDK traded between $51.03 and $113.73. ATM implied volatility averaged 70.1%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 4.1% (HV 20d: 74.2%). Max pain ranged from $40.00 to $85.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.44.

Notable Days

  • 2025-09-29: Highest Volume — 43,962 contracts
  • 2025-09-29: Largest IV spike — 16.9% change
  • 2025-09-23: Highest IV Rank — 60.3%
  • 2025-09-23: Largest Expected Move — 26.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.84$51.03$113.73$51.03$113.03
Max Pain$66.19$40.00$85.00$40.00$80.00
ATM IV70.1%49.0%90.4%50.1%87.2%
Expected Move20.1%14.0%26.2%14.4%24.3%
HV 20d74.2%52.6%95.3%52.6%94.0%
HV 60d61.0%46.4%72.0%46.4%71.9%
IV Rank44.4%27.7%60.3%28.7%57.8%
IV Percentile77.3%46.8%90.5%49.2%88.9%
Term Structure-0.6%-2.6%2.7%0.8%2.7%
VWIV70.8%50.3%92.4%50.8%86.7%
Skew 25d-0.9%-5.6%5.5%0.9%-3.9%
Skew 10d0.6%-37.2%45.8%1.8%38.3%
Call IV 25d71.3%49.2%91.0%50.4%91.0%
Put IV 25d70.4%48.6%93.8%51.2%87.2%
Bid-Ask Spread %27.195.8347.415.8317.87
Gamma HHI0.190.070.300.290.10
Net GEX654.8K-5.5M3.4M2.7M3.4M
Net DEX-281.3M-464.0M-80.1M-88.4M-448.4M
Net VEX-428.9K-781.3K-188.9K-219.2K-781.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.064.300.110.47
Total Volume20,737.4762,43743,9622,43734,684
Total OI86,383.04844,868122,66044,868122,660

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$51.03$40.0050.1%14.4%52.6%28.7%50.8%0.9%0.8%2.7M-88.4M-219.2K0.115.83N/AN/A2,19823933,31711,551
2025-09-03$52.77$40.0049.0%14.0%52.8%27.7%50.3%-0.7%-0.5%2.7M-110.7M-216.1K0.0628.73N/AN/A5,26933434,56111,623
2025-09-04$61.89$45.0053.9%15.1%74.2%31.6%52.8%0.9%-0.3%2.0M-187.0M-188.9K0.2933.78N/AN/A12,1163,55436,97411,853
2025-09-05$67.93$50.0053.4%15.6%76.0%31.2%55.4%-0.8%0.3%1.6M-235.9M-204.5K0.6042.23N/AN/A14,9728,96340,65615,539
2025-09-08$70.69$50.0058.9%16.4%72.6%35.6%58.5%-0.5%-0.3%1.8M-260.3M-255.7K0.4645.43N/AN/A4,3051,99345,59321,383
2025-09-09$70.68$50.0058.9%16.4%71.8%35.6%57.8%-1.0%-1.4%1.7M-258.9M-253.5K0.7346.15N/AN/A1,9571,42845,93922,511
2025-09-10$73.33$50.0057.3%16.4%69.5%34.3%58.9%-0.6%-0.9%1.7M-281.5M-245.1K0.8047.41N/AN/A2,6302,11046,26823,225
2025-09-11$83.90$50.0064.7%18.6%79.4%40.1%65.2%-2.6%-0.7%1.4M-353.1M-208.9K1.1329.30N/AN/A16,95319,19046,55424,296
2025-09-12$86.22$65.0064.1%18.4%78.2%39.6%64.7%-2.8%-0.9%228.7K-344.0M-322.1K2.4033.68N/AN/A3,2387,78449,90336,186
2025-09-15$90.67$65.0070.2%20.1%74.5%44.5%70.4%-5.6%-2.6%674.6K-385.4M-317.3K0.7729.61N/AN/A18,07913,94351,41938,478
2025-09-16$91.81$75.0071.1%20.4%74.5%45.2%71.0%-3.9%-2.3%-424.3K-376.9M-395.8K2.2324.73N/AN/A4,63110,34554,36346,523
2025-09-17$94.42$80.0069.3%19.9%70.9%43.7%69.5%-3.4%-1.0%-144.4K-403.4M-385.3K4.1029.05N/AN/A3,76715,43455,17849,984
2025-09-18$98.82$80.0078.7%22.6%68.4%51.2%79.3%-2.0%-2.6%1.2M-444.1M-407.2K1.0221.59N/AN/A17,57417,85556,23651,947
2025-09-19$102.63$80.0079.9%23.1%68.2%52.1%82.1%-4.6%-2.6%541.4K-464.0M-493.1K1.8128.74N/AN/A8,70215,77161,31759,349
2025-09-22$103.16$80.0083.1%24.1%69.3%54.6%85.7%-0.1%-1.2%374.5K-242.6M-569.2K0.9410.60N/AN/A11,68111,02340,92840,338
2025-09-23$106.31$80.0090.4%26.2%68.5%60.3%92.4%4.7%-2.6%719.9K-273.1M-658.0K2.0210.89N/AN/A8,63217,43545,71246,118
2025-09-24$98.23$85.0085.7%25.0%80.3%56.7%88.2%5.5%0.9%-2.7M-153.9M-738.1K3.7023.65N/AN/A8,58231,73949,12554,787
2025-09-25$95.49$85.0080.8%23.3%83.4%52.7%81.8%0.2%0.8%-5.5M-80.1M-749.0K4.3023.50N/AN/A3,90916,81953,35859,686
2025-09-26$96.80$80.0076.1%21.7%83.6%49.1%75.7%3.8%-0.7%-3.0M-124.3M-724.5K1.5124.72N/AN/A4,6507,03755,24558,939
2025-09-29$113.73$80.0089.0%25.5%95.3%59.2%88.8%-1.9%1.9%2.8M-391.4M-674.3K0.7913.46N/AN/A24,59519,36753,26251,160
2025-09-30$113.03$80.0087.2%24.3%94.0%57.8%86.7%-3.9%2.7%3.4M-448.4M-781.3K0.4717.87N/AN/A23,65211,03264,85657,804