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Asana, Inc. Class A Common Stock ASAN

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Market datapartial · fetched 2026-10-23T22:11:31.942Z

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 · 2026-10-23T21:33:07.327795345Z

FundamentalsAlpha Vantage · unavailable

Share price$11.85
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$0.17$0.99$1.80$2.61$3.42$7.17$9.32$11.48$13.63$15.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASAN spot · $11.85ASAN PRICE$0.26$0.35$0.44$0.52$0.61$0.73$0.93$1.14$1.34$1.55$1.76$1.96$2.17$0.29$0.40$0.51$0.61$0.72$0.82$0.93$1.04$1.21$1.70$2.20$2.69$3.19
PutsCheap0.78×
CallsCheap0.77×
SkewBullish-7.44 pp
Implied moveBalanced±$1.86
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3065.4%22.9%10.2567.2%16.0%
25Δ13.9266.6%20.4%10.5466.0%14.4%
30Δ13.5467.7%17.9%10.8264.9%12.9%
35Δ13.1668.9%15.5%11.1163.7%11.4%
40Δ12.7870.0%13.0%11.4062.6%9.9%
45Δ12.4171.3%10.9%11.6961.5%8.3%
50Δ12.0872.8%9.8%11.9760.3%6.8%
55Δ11.7474.4%8.7%12.2659.2%5.3%
60Δ11.4075.9%7.6%12.5959.1%3.9%
65Δ11.0777.5%6.5%13.1564.6%3.4%
70Δ10.7379.0%5.4%13.7070.0%2.9%
75Δ10.3980.6%4.2%14.2675.4%2.4%
80Δ10.0682.1%3.1%14.8280.9%1.9%

20Δ

Calls
Pseudo strike
14.30
IV
65.4%
B/E move
22.9%
Puts
Pseudo strike
10.25
IV
67.2%
B/E move
16.0%

25Δ

Calls
Pseudo strike
13.92
IV
66.6%
B/E move
20.4%
Puts
Pseudo strike
10.54
IV
66.0%
B/E move
14.4%

30Δ

Calls
Pseudo strike
13.54
IV
67.7%
B/E move
17.9%
Puts
Pseudo strike
10.82
IV
64.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
13.16
IV
68.9%
B/E move
15.5%
Puts
Pseudo strike
11.11
IV
63.7%
B/E move
11.4%

40Δ

Calls
Pseudo strike
12.78
IV
70.0%
B/E move
13.0%
Puts
Pseudo strike
11.40
IV
62.6%
B/E move
9.9%

45Δ

Calls
Pseudo strike
12.41
IV
71.3%
B/E move
10.9%
Puts
Pseudo strike
11.69
IV
61.5%
B/E move
8.3%

50Δ

Calls
Pseudo strike
12.08
IV
72.8%
B/E move
9.8%
Puts
Pseudo strike
11.97
IV
60.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
11.74
IV
74.4%
B/E move
8.7%
Puts
Pseudo strike
12.26
IV
59.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
11.40
IV
75.9%
B/E move
7.6%
Puts
Pseudo strike
12.59
IV
59.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
11.07
IV
77.5%
B/E move
6.5%
Puts
Pseudo strike
13.15
IV
64.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
10.73
IV
79.0%
B/E move
5.4%
Puts
Pseudo strike
13.70
IV
70.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
10.39
IV
80.6%
B/E move
4.2%
Puts
Pseudo strike
14.26
IV
75.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
10.06
IV
82.1%
B/E move
3.1%
Puts
Pseudo strike
14.82
IV
80.9%
B/E move
1.9%

Options history

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