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Syndax Pharmaceuticals, Inc. Common Stock SNDX

i

Market dataready · fetched 2026-11-08T09:16:54.126Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:43:00.507179302Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T09:16:53.673942+00:00

Share price$9.70
1D+1.1%
AH$9.21$9.36$9.52$9.68$9.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNDX
Sold putSold callAH

Syndax Pharmaceuticals, Inc. Common Stock options

Live interpolated SNDX call and put midpoint premiums by absolute delta.Syndax Pharmaceuticals, Inc. Common Stock$0.16$0.90$1.64$2.39$3.13$6.06$8.51$10.96$13.41$15.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SNDX spot · $9.70SNDX PRICE$0.29$0.33$0.41$0.57$0.73$0.88$1.04$1.22$1.48$1.75$0.24$0.32$0.40$0.49$0.58$0.67$0.76$0.88$1.05$1.22$1.39$1.75$2.91
PutsCheap0.68×
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.39103.3%16.0%
25Δ8.66105.2%14.0%
30Δ8.93107.1%12.1%
35Δ10.4578.4%10.8%9.17105.4%10.6%
40Δ10.1771.5%8.2%9.39102.4%9.2%
45Δ9.9270.6%6.5%9.6299.4%7.8%
50Δ9.7378.4%6.1%9.8596.5%6.4%
55Δ9.5386.2%5.7%10.0894.4%5.2%
60Δ9.3494.0%5.3%10.3294.3%4.4%
65Δ9.14101.8%4.9%10.5694.3%3.7%
70Δ8.90109.0%4.4%10.8194.2%2.9%
75Δ8.57114.9%3.6%11.23100.2%2.3%
80Δ8.23120.7%2.9%12.41131.3%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.39
IV
103.3%
B/E move
16.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.66
IV
105.2%
B/E move
14.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.93
IV
107.1%
B/E move
12.1%

35Δ

Calls
Pseudo strike
10.45
IV
78.4%
B/E move
10.8%
Puts
Pseudo strike
9.17
IV
105.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
10.17
IV
71.5%
B/E move
8.2%
Puts
Pseudo strike
9.39
IV
102.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
9.92
IV
70.6%
B/E move
6.5%
Puts
Pseudo strike
9.62
IV
99.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
9.73
IV
78.4%
B/E move
6.1%
Puts
Pseudo strike
9.85
IV
96.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
9.53
IV
86.2%
B/E move
5.7%
Puts
Pseudo strike
10.08
IV
94.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
9.34
IV
94.0%
B/E move
5.3%
Puts
Pseudo strike
10.32
IV
94.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
9.14
IV
101.8%
B/E move
4.9%
Puts
Pseudo strike
10.56
IV
94.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
8.90
IV
109.0%
B/E move
4.4%
Puts
Pseudo strike
10.81
IV
94.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
8.57
IV
114.9%
B/E move
3.6%
Puts
Pseudo strike
11.23
IV
100.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
8.23
IV
120.7%
B/E move
2.9%
Puts
Pseudo strike
12.41
IV
131.3%
B/E move
2.1%

Options history

IV · four-Friday blend71.71%
Daily EOD
SNDX62.9%76.7%90.6%2026-10-19: 88.66%2026-10-20: 75.74%2026-10-21: 85.40%2026-10-22: 75.47%2026-10-23: 74.86%2026-10-26: 83.90%2026-10-27: 76.58%2026-10-28: 64.83%2026-10-29: 66.60%2026-10-30: 71.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.66%
75.74%
85.40%
75.47%
74.86%
83.90%
76.58%
64.83%
66.60%
71.71%