Sandisk - Common When-Issued (SNDK)'s 30-day implied volatility (IV30) was 73.4% at the close on October 27, 2026, down from 75.4% the day before, against a 52-week range of 60.3% to 157.7%. Its 20-day historical volatility was 66.1%.

Key numbers

30-day implied volatility (IV30): 73.4%
IV30 52-week range: 60.3% to 157.7% (median 101.8%)
Historical volatility: 20-day 66.1%, 1-year 107.8%
Implied move by the nearest expiration: ±6.2%

Data as of October 27, 2026.

SNDK Implied Volatility (IV) vs Historical Volatility (HV)

Name: SNDK Implied Volatility
Creator: Market Chameleon