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Sana Biotechnology Inc SANA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T12:56:33.981Z

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 · 2026-10-22T12:44:40.990633395Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:56:31.680430+00:00

Share price$2.32
1D+0.0%
$2.32$2.32$2.32$2.32$2.335:30 AM6:30 AM9:00 AM1:00 PMSANA
Sold putSold call

Sana Biotechnology Inc options

Live interpolated SANA call and put midpoint premiums by absolute delta.Sana Biotechnology Inc$0.02$1.39$2.76$4.12$5.49$0.49$1.34$2.20$3.06$3.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SANA spot · $2.32SANA PRICE$0.17$0.23$0.23$0.24$0.24$0.25$0.26$0.32$0.37$0.42$0.47$0.58$0.75$0.50$0.50$0.49$0.47$0.45$0.43$0.41$0.83$1.68$2.54$3.39$4.24$5.09
PutsExpensive2.29×
CallsExpensive2.02×
SkewBearish+36.65 pp
Implied moveBearish±$0.67
TiltBearish64.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.83298.9%201.9%1.65380.1%50.5%
25Δ7.48349.8%231.9%1.87313.4%41.0%
30Δ6.42301.6%186.7%2.04260.6%33.2%
35Δ5.37253.3%141.5%2.14228.0%27.9%
40Δ4.31205.1%96.2%2.25195.3%22.7%
45Δ3.26156.9%51.0%2.35162.6%17.4%
50Δ2.47122.4%17.9%2.45130.0%12.1%
55Δ2.37123.6%15.6%2.94131.2%9.1%
60Δ2.26124.7%13.4%3.81165.5%8.4%
65Δ2.16125.8%11.2%4.68199.8%7.6%
70Δ2.05126.9%8.9%5.55234.1%6.9%
75Δ1.91139.9%7.3%6.42268.4%6.1%
80Δ1.72166.2%6.5%7.29302.7%5.4%

20Δ

Calls
Pseudo strike
6.83
IV
298.9%
B/E move
201.9%
Puts
Pseudo strike
1.65
IV
380.1%
B/E move
50.5%

25Δ

Calls
Pseudo strike
7.48
IV
349.8%
B/E move
231.9%
Puts
Pseudo strike
1.87
IV
313.4%
B/E move
41.0%

30Δ

Calls
Pseudo strike
6.42
IV
301.6%
B/E move
186.7%
Puts
Pseudo strike
2.04
IV
260.6%
B/E move
33.2%

35Δ

Calls
Pseudo strike
5.37
IV
253.3%
B/E move
141.5%
Puts
Pseudo strike
2.14
IV
228.0%
B/E move
27.9%

40Δ

Calls
Pseudo strike
4.31
IV
205.1%
B/E move
96.2%
Puts
Pseudo strike
2.25
IV
195.3%
B/E move
22.7%

45Δ

Calls
Pseudo strike
3.26
IV
156.9%
B/E move
51.0%
Puts
Pseudo strike
2.35
IV
162.6%
B/E move
17.4%

50Δ

Calls
Pseudo strike
2.47
IV
122.4%
B/E move
17.9%
Puts
Pseudo strike
2.45
IV
130.0%
B/E move
12.1%

55Δ

Calls
Pseudo strike
2.37
IV
123.6%
B/E move
15.6%
Puts
Pseudo strike
2.94
IV
131.2%
B/E move
9.1%

60Δ

Calls
Pseudo strike
2.26
IV
124.7%
B/E move
13.4%
Puts
Pseudo strike
3.81
IV
165.5%
B/E move
8.4%

65Δ

Calls
Pseudo strike
2.16
IV
125.8%
B/E move
11.2%
Puts
Pseudo strike
4.68
IV
199.8%
B/E move
7.6%

70Δ

Calls
Pseudo strike
2.05
IV
126.9%
B/E move
8.9%
Puts
Pseudo strike
5.55
IV
234.1%
B/E move
6.9%

75Δ

Calls
Pseudo strike
1.91
IV
139.9%
B/E move
7.3%
Puts
Pseudo strike
6.42
IV
268.4%
B/E move
6.1%

80Δ

Calls
Pseudo strike
1.72
IV
166.2%
B/E move
6.5%
Puts
Pseudo strike
7.29
IV
302.7%
B/E move
5.4%

Options history

No recorded observations