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Asana, Inc. Class A Common Stock ASAN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-13T00:48:03.986Z

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 · 2026-11-13T00:00:00.002268966Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T00:47:00.450327+00:00

Share price$9.67
1D-0.7%
AH$9.49$9.59$9.69$9.79$9.885:30 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$0.07$0.63$1.20$1.76$2.33$7.97$9.03$10.08$11.14$12.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ASAN spot · $9.67ASAN PRICE$0.24$0.28$0.32$0.35$0.42$0.52$0.62$0.72$0.82$0.92$1.45$2.17$0.13$0.17$0.23$0.29$0.35$0.42$0.48$0.54
Puts——
Calls——
Skew——
Implied moveBullish±$1.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.7182.2%11.3%
25Δ11.09119.4%17.1%9.0572.8%8.2%
30Δ10.78113.7%14.3%9.1872.8%7.4%
35Δ10.47104.4%11.6%9.3272.7%6.7%
40Δ10.1795.0%8.9%9.4672.6%5.9%
45Δ9.9390.3%7.0%9.5972.6%5.1%
50Δ9.7592.0%6.2%9.7372.5%4.3%
55Δ9.5893.6%5.4%9.8772.4%3.6%
60Δ9.4095.3%4.7%
65Δ9.2396.9%3.9%
70Δ9.0598.6%3.1%
75Δ8.48129.3%2.7%
80Δ7.74172.7%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
82.2%
B/E move
11.3%

25Δ

Calls
Pseudo strike
11.09
IV
119.4%
B/E move
17.1%
Puts
Pseudo strike
9.05
IV
72.8%
B/E move
8.2%

30Δ

Calls
Pseudo strike
10.78
IV
113.7%
B/E move
14.3%
Puts
Pseudo strike
9.18
IV
72.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
10.47
IV
104.4%
B/E move
11.6%
Puts
Pseudo strike
9.32
IV
72.7%
B/E move
6.7%

40Δ

Calls
Pseudo strike
10.17
IV
95.0%
B/E move
8.9%
Puts
Pseudo strike
9.46
IV
72.6%
B/E move
5.9%

45Δ

Calls
Pseudo strike
9.93
IV
90.3%
B/E move
7.0%
Puts
Pseudo strike
9.59
IV
72.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
9.75
IV
92.0%
B/E move
6.2%
Puts
Pseudo strike
9.73
IV
72.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
9.58
IV
93.6%
B/E move
5.4%
Puts
Pseudo strike
9.87
IV
72.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
9.40
IV
95.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.23
IV
96.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.05
IV
98.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.48
IV
129.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.74
IV
172.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.92%
Daily EOD
ASAN69.2%71.2%73.2%2026-10-19: 70.76%2026-10-21: 69.52%2026-10-22: 70.95%2026-10-23: 70.93%2026-10-26: 70.72%2026-10-27: 71.76%2026-10-28: 71.62%2026-10-30: 72.92%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.76%
69.52%
70.95%
70.93%
70.72%
71.76%
71.62%
72.92%