SNDC Implied Volatility
SNDC options trade at a 30-day at-the-money implied volatility of 113.5%, an IV rank of 0 out of 100 over the past year. This page breaks down SNDC's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
SNDC 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 113.5% |
| ATM IV — 2 month | 124.5% |
| IV rank (1 year) | 0 / 100 |
| IV percentile (1 year) | 0% |
| Expected move (front expiration) | ±$1.13 (±15.7%) |
| Term slope (front − 3M) | -11.1 pts |
| 25Δ skew (front) | -13.8 pts |
An IV rank of 0 places current implied volatility in the lower part of its 52-week range. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
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SNDC Options FAQ
What is the implied volatility of SNDC options?
SNDC options trade at a 30-day at-the-money implied volatility of 113.5% as of Oct 9, 2026. That is an IV rank of 0 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is SNDC implied volatility high or low right now?
By its own 52-week standards, SNDC implied volatility is currently low: IV rank is 0 out of 100 as of Oct 9, 2026.
What move do SNDC options imply before the next expiration?
Front-expiration SNDC options imply a one-standard-deviation move of ±$1.13 (±15.7%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between SNDC's IV rank and IV percentile?
IV rank (currently 0) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 0%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.