SNDG Implied Volatility
SNDG options trade at a 30-day at-the-money implied volatility of 224.0%, an IV rank of 63 out of 100 over the past year. This page breaks down SNDG'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 Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
SNDG 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 224.0% |
| ATM IV — 2 month | 227.9% |
| ATM IV — 3 month | 222.5% |
| IV rank (1 year) | 63 / 100 |
| IV percentile (1 year) | 65% |
| Expected move (front expiration) | ±$5.51 (±31.0%) |
| Term slope (front − 3M) | +1.6 pts |
| 25Δ skew (front) | +41.7 pts |
An IV rank of 63 places current implied volatility in the middle of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
SNDG IV Rank History
SNDG IV rank (0–100), past year.
IV rank has fallen from 100 in Jun '26 to 63 today. An IV percentile of 65% means implied volatility was lower than today on 65% of trading days in the past year.
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SNDG Options FAQ
What is the implied volatility of SNDG options?
SNDG options trade at a 30-day at-the-money implied volatility of 224.0% as of Jul 10, 2026. That is an IV rank of 63 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is SNDG implied volatility high or low right now?
By its own 52-week standards, SNDG implied volatility is currently moderate: IV rank is 63 out of 100 as of Jul 10, 2026.
What move do SNDG options imply before the next expiration?
Front-expiration SNDG options imply a one-standard-deviation move of ±$5.51 (±31.0%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between SNDG's IV rank and IV percentile?
IV rank (currently 63) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 65%) 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.