SNDX 15c 1/16/2026

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Key Statistics

Consolidated metrics for SNDX $15 strike call option expiring 1/16/2026
Contract Typecall
Strike$15.00
Expiration1/16/2026
Implied Volatility80.46%
Open Interest30
Open$1.25
High$1.25
Low$1.25

The Greeks

Price sensitivity (Delta), Delta change (Gamma), Time decay (Theta), Volatility impact (Vega)
Delta0.36
Gamma0.06
Theta-0.01
Vega0.03