File: SNDKInformation Technology · Mega capCLIPPED · 2026-11-05
SNDKSandisk
Mkt cap $268B
Sector benchmark XLK
Sector benchmark XLK
806.43
−22.3%
±8.1%into Nov 6741.03–871.83±20.3%monthly642.93–969.93Pullback · —Knife · FadedMomentum · Held 5mo · #2DP short-vol · 27% ▾ easing
Price · 6 months · daily
6m high2,335.00
6m low806.43
Vol vs 20d avg3.3× · heavy
Off 52-wk high-65.5%
SNDK dark pool FINRA · T+1
Short-vol ratio27% · easing
Off-exchange share48%
vs own 1-yr (z)0.0
SNDK sector RS vs XLK
−23.0%vs XLK · 63 sessions
SNDK vs XLK · 3m−23.0%
SNDK vs XLK · 6m−37.1%
ratio of closes, rebased — a relative read, not a peer percentile
SNDK gamma profile CBOE delayed
Call wall900.00
Zero-gamma922.50
Put wall900.00
Spot vs zero-γ12.6% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-11-06 · as of 2026-11-05 · heuristics · full profile →
SNDK fundamentals SEC filings · TTM
P/Etrailing6.4x
P/Elast FY11x
P/E3-yr median42x
EPStrailing$126.12
EPSFY to Jul 2026$73.76
Revenue$29.0B · +272%
Income$19.4B
Margin72.5%
10-Q · filed 30 Oct 2026 · as of 2026-11-05
SNDK earnings reactions two-session move
9.9%typical move
May 2025 → Oct 2026
Revenue and profit by quarter
PriceRevenueProfitLoss
$11.0B
FY25 Q2
FY25 Q3
FY26 Q1
FY26 Q3
FY27 Q1
P/E history
PriceP/E3-yr median
SNDK dividends per share · Yahoo · SEC
No dividend.
SNDK gamma history nightly
25 Sep → 5 Nov · full history →
SNDK session over session 4 Nov → 5 Nov
Expected move · monthly 20 Nov20.27%+6.41 pp
Call wall moved1,500.00 → 1,080.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (922.50) — dealer hedging chases moves below it. The 900.00 call wall is the nearest-expiry ceiling heuristic; 900.00 is the floor. Options price ±8.1% into Nov 6. Dark-pool short volume at 27% and easing vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.