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SAB Biotherapeutics, Inc. Common Stock SABS

i

Market datapartial · fetched 2026-11-12T02:43:24.687Z

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 · 2026-11-11T21:00:00.5842495Z

FundamentalsAlpha Vantage · unavailable

Share price$3.11
1D-0.6%
AH$3.06$3.10$3.14$3.18$3.225:30 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$1.03$1.44$1.84$2.24$2.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESABS PRICE$1.07$1.11$1.19$1.48$1.77$1.52$1.69$1.85$2.02$2.19$2.36$2.53
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ4.02462.9%19.4%
55Δ4.26439.3%17.2%
60Δ4.80781.9%88.8%4.50415.7%15.0%
65Δ3.66675.2%53.4%4.73392.1%12.8%
70Δ2.98611.1%34.1%4.97368.5%10.6%
75Δ2.62680.8%31.8%5.21344.9%8.4%
80Δ2.26750.6%29.5%5.45321.3%6.3%

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
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
462.9%
B/E move
19.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
439.3%
B/E move
17.2%

60Δ

Calls
Pseudo strike
4.80
IV
781.9%
B/E move
88.8%
Puts
Pseudo strike
4.50
IV
415.7%
B/E move
15.0%

65Δ

Calls
Pseudo strike
3.66
IV
675.2%
B/E move
53.4%
Puts
Pseudo strike
4.73
IV
392.1%
B/E move
12.8%

70Δ

Calls
Pseudo strike
2.98
IV
611.1%
B/E move
34.1%
Puts
Pseudo strike
4.97
IV
368.5%
B/E move
10.6%

75Δ

Calls
Pseudo strike
2.62
IV
680.8%
B/E move
31.8%
Puts
Pseudo strike
5.21
IV
344.9%
B/E move
8.4%

80Δ

Calls
Pseudo strike
2.26
IV
750.6%
B/E move
29.5%
Puts
Pseudo strike
5.45
IV
321.3%
B/E move
6.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations