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Sana Biotechnology, Inc. Common Stock SANA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:53:16.313Z

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 · 2026-11-11T14:53:09.101532886Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:15.265051+00:00

Share price$2.39
1D-2.9%
$2.38$2.40$2.42$2.44$2.465:30 AM6:30 AM9:00 AM1:00 PMSANA
Sold putSold call

Sana Biotechnology, Inc. Common Stock options

Live interpolated SANA call and put midpoint premiums by absolute delta.Sana Biotechnology, Inc. Common Stock$0.17$0.42$0.67$0.92$1.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESANA PRICE$0.20$0.33$0.45$0.58$0.71$0.84$0.97$1.09$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.65561.9%46.5%
25Δ1.88454.9%36.8%
30Δ
35Δ
40Δ
45Δ2.39122.9%8.6%
50Δ2.25157.8%8.0%
55Δ2.11192.6%7.4%
60Δ1.97227.5%6.8%
65Δ1.82262.3%6.2%
70Δ1.68297.2%5.6%
75Δ1.54332.0%5.0%
80Δ1.40366.8%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.65
IV
561.9%
B/E move
46.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
454.9%
B/E move
36.8%

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
2.39
IV
122.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.25
IV
157.8%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.11
IV
192.6%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.97
IV
227.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.82
IV
262.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.68
IV
297.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.54
IV
332.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.40
IV
366.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend153.08%
Daily EOD
SANA103.7%130.2%156.7%2026-10-19: 126.11%2026-10-20: 107.33%2026-10-21: 143.20%2026-10-22: 151.23%2026-10-23: 145.06%2026-10-26: 136.56%2026-10-27: 145.62%2026-10-28: 153.08%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
126.11%
107.33%
143.20%
151.23%
145.06%
136.56%
145.62%
153.08%