IntraAlpha
Create free account Start free

SAB Biotherapeutics, Inc. Common Stock SABS

i

Market datapartial · fetched 2026-10-22T23:48:37.604Z

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 · 2026-10-22T21:02:36.277824827Z

FundamentalsAlpha Vantage · unavailable

Share price$3.00
1D+5.3%
AH$2.81$2.88$2.95$3.02$3.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSABS
Sold putSold callAH

SAB Biotherapeutics, Inc. Common Stock options

Live interpolated SABS call and put midpoint premiums by absolute delta.SAB Biotherapeutics, Inc. Common Stock$0.63$1.23$1.83$2.43$3.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESABS PRICE$0.69$1.15$1.34$1.53$1.71$1.03$1.62$1.82$2.03$2.23$2.44$2.64$2.85
PutsExpensive1.60×
CallsExpensive2.77×
SkewBullish-182.95 pp
Implied move——
TiltBearish44.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.47212.2%18.7%
50Δ4.02270.9%19.8%
55Δ4.32260.4%16.8%
60Δ3.38240.9%35.7%4.61250.0%13.9%
65Δ3.87425.8%67.3%4.90239.5%11.0%
70Δ3.38449.6%57.4%5.18227.2%8.7%
75Δ2.90473.3%47.5%5.44214.0%6.7%
80Δ2.42497.1%37.6%5.71200.8%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
212.2%
B/E move
18.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
270.9%
B/E move
19.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.32
IV
260.4%
B/E move
16.8%

60Δ

Calls
Pseudo strike
3.38
IV
240.9%
B/E move
35.7%
Puts
Pseudo strike
4.61
IV
250.0%
B/E move
13.9%

65Δ

Calls
Pseudo strike
3.87
IV
425.8%
B/E move
67.3%
Puts
Pseudo strike
4.90
IV
239.5%
B/E move
11.0%

70Δ

Calls
Pseudo strike
3.38
IV
449.6%
B/E move
57.4%
Puts
Pseudo strike
5.18
IV
227.2%
B/E move
8.7%

75Δ

Calls
Pseudo strike
2.90
IV
473.3%
B/E move
47.5%
Puts
Pseudo strike
5.44
IV
214.0%
B/E move
6.7%

80Δ

Calls
Pseudo strike
2.42
IV
497.1%
B/E move
37.6%
Puts
Pseudo strike
5.71
IV
200.8%
B/E move
4.6%

Options history

No recorded observations