IntraAlpha
Create free account Start free

Asana, Inc. Class A Common Stock ASAN

i

Market datapartial · fetched 2026-10-23T21:05:49.758Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:49:44.901588926Z

FundamentalsAlpha Vantage · unavailable

Share price$11.69
1D+1.8%
AH$11.19$11.41$11.64$11.86$12.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASAN
Sold putSold callAH

Asana, Inc. Class A Common Stock options

Live interpolated ASAN call and put midpoint premiums by absolute delta.Asana, Inc. Class A Common Stock$0.19$0.89$1.58$2.28$2.97$7.19$9.28$11.37$13.46$15.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASAN spot · $11.69ASAN PRICE$0.27$0.36$0.45$0.55$0.64$0.80$1.02$1.24$1.46$1.68$1.90$2.12$2.77$0.27$0.36$0.46$0.55$0.65$0.74$0.83$0.93$1.02$1.12$1.53$1.97$2.41
PutsCheap0.67×
CallsCheap0.88×
SkewBullish-26.34 pp
Implied moveBullish±$1.86
TiltBullish8.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.2569.2%24.3%10.1863.8%15.2%
25Δ13.8570.8%21.7%10.4462.3%13.8%
30Δ13.4672.4%19.1%10.6960.8%12.4%
35Δ13.0674.0%16.5%10.9559.3%11.0%
40Δ12.6775.6%13.8%11.2057.7%9.7%
45Δ12.2977.9%12.0%11.4656.2%8.3%
50Δ11.9380.8%10.8%11.7154.7%6.9%
55Δ11.5783.6%9.6%11.9753.2%5.5%
60Δ11.2186.4%8.4%12.2351.7%4.1%
65Δ10.8589.3%7.2%12.4850.1%2.8%
70Δ10.4992.1%6.0%12.9652.4%2.2%
75Δ10.1394.9%4.8%13.4555.0%1.8%
80Δ9.38109.8%4.0%13.9457.5%1.3%

20Δ

Calls
Pseudo strike
14.25
IV
69.2%
B/E move
24.3%
Puts
Pseudo strike
10.18
IV
63.8%
B/E move
15.2%

25Δ

Calls
Pseudo strike
13.85
IV
70.8%
B/E move
21.7%
Puts
Pseudo strike
10.44
IV
62.3%
B/E move
13.8%

30Δ

Calls
Pseudo strike
13.46
IV
72.4%
B/E move
19.1%
Puts
Pseudo strike
10.69
IV
60.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
13.06
IV
74.0%
B/E move
16.5%
Puts
Pseudo strike
10.95
IV
59.3%
B/E move
11.0%

40Δ

Calls
Pseudo strike
12.67
IV
75.6%
B/E move
13.8%
Puts
Pseudo strike
11.20
IV
57.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
12.29
IV
77.9%
B/E move
12.0%
Puts
Pseudo strike
11.46
IV
56.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
11.93
IV
80.8%
B/E move
10.8%
Puts
Pseudo strike
11.71
IV
54.7%
B/E move
6.9%

55Δ

Calls
Pseudo strike
11.57
IV
83.6%
B/E move
9.6%
Puts
Pseudo strike
11.97
IV
53.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
11.21
IV
86.4%
B/E move
8.4%
Puts
Pseudo strike
12.23
IV
51.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
10.85
IV
89.3%
B/E move
7.2%
Puts
Pseudo strike
12.48
IV
50.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
10.49
IV
92.1%
B/E move
6.0%
Puts
Pseudo strike
12.96
IV
52.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
10.13
IV
94.9%
B/E move
4.8%
Puts
Pseudo strike
13.45
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.38
IV
109.8%
B/E move
4.0%
Puts
Pseudo strike
13.94
IV
57.5%
B/E move
1.3%

Options history

ASAN69.4170.2471.062026-10-21: 69.52%2026-10-22: 70.95%Oct 21Oct 22
Table
DateIV
69.52%
70.95%