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Sana Biotechnology, Inc. Common Stock SANA

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Market datapartial · fetched 2026-10-23T04:26:38.419Z

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 · 2026-10-22T23:45:41.382502277Z

FundamentalsAlpha Vantage · unavailable

Share price$2.32
1D+3.0%
AH$2.31$2.34$2.38$2.41$2.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSANA
Sold putSold callAH

Sana Biotechnology, Inc. Common Stock options

Live interpolated SANA call and put midpoint premiums by absolute delta.Sana Biotechnology, Inc. Common Stock$0.00$1.39$2.78$4.17$5.56$0.75$1.42$2.09$2.76$3.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SANA spot · $2.32SANA PRICE$0.09$0.12$0.14$0.16$0.19$0.21$0.25$0.31$0.36$0.42$0.47$0.58$0.75$0.36$0.14$0.20$0.29$0.37$0.45$0.81$1.53$2.26$2.98$3.70$4.43$5.15
PutsExpensive2.04×
CallsExpensive1.35×
SkewBearish+71.54 pp
Implied moveBearish±$1.06
TiltBearish69.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.18143.0%83.7%1.69306.4%42.6%
25Δ3.87137.7%71.6%1.98123.0%21.2%
30Δ3.57132.5%59.5%2.10116.6%18.2%
35Δ3.26127.2%47.4%2.21127.0%17.0%
40Δ2.95121.9%35.3%2.32137.4%15.8%
45Δ2.65116.6%23.2%2.44147.8%14.6%
50Δ2.45115.5%16.3%2.82164.2%13.4%
55Δ2.35118.2%14.4%3.58188.6%12.1%
60Δ2.25121.0%12.5%4.33213.0%10.8%
65Δ2.15123.8%10.6%5.08237.3%9.5%
70Δ2.06126.5%8.7%5.84261.7%8.2%
75Δ1.92139.7%7.2%6.59286.1%6.9%
80Δ1.72166.0%6.4%7.35310.4%5.6%

20Δ

Calls
Pseudo strike
4.18
IV
143.0%
B/E move
83.7%
Puts
Pseudo strike
1.69
IV
306.4%
B/E move
42.6%

25Δ

Calls
Pseudo strike
3.87
IV
137.7%
B/E move
71.6%
Puts
Pseudo strike
1.98
IV
123.0%
B/E move
21.2%

30Δ

Calls
Pseudo strike
3.57
IV
132.5%
B/E move
59.5%
Puts
Pseudo strike
2.10
IV
116.6%
B/E move
18.2%

35Δ

Calls
Pseudo strike
3.26
IV
127.2%
B/E move
47.4%
Puts
Pseudo strike
2.21
IV
127.0%
B/E move
17.0%

40Δ

Calls
Pseudo strike
2.95
IV
121.9%
B/E move
35.3%
Puts
Pseudo strike
2.32
IV
137.4%
B/E move
15.8%

45Δ

Calls
Pseudo strike
2.65
IV
116.6%
B/E move
23.2%
Puts
Pseudo strike
2.44
IV
147.8%
B/E move
14.6%

50Δ

Calls
Pseudo strike
2.45
IV
115.5%
B/E move
16.3%
Puts
Pseudo strike
2.82
IV
164.2%
B/E move
13.4%

55Δ

Calls
Pseudo strike
2.35
IV
118.2%
B/E move
14.4%
Puts
Pseudo strike
3.58
IV
188.6%
B/E move
12.1%

60Δ

Calls
Pseudo strike
2.25
IV
121.0%
B/E move
12.5%
Puts
Pseudo strike
4.33
IV
213.0%
B/E move
10.8%

65Δ

Calls
Pseudo strike
2.15
IV
123.8%
B/E move
10.6%
Puts
Pseudo strike
5.08
IV
237.3%
B/E move
9.5%

70Δ

Calls
Pseudo strike
2.06
IV
126.5%
B/E move
8.7%
Puts
Pseudo strike
5.84
IV
261.7%
B/E move
8.2%

75Δ

Calls
Pseudo strike
1.92
IV
139.7%
B/E move
7.2%
Puts
Pseudo strike
6.59
IV
286.1%
B/E move
6.9%

80Δ

Calls
Pseudo strike
1.72
IV
166.0%
B/E move
6.4%
Puts
Pseudo strike
7.35
IV
310.4%
B/E move
5.6%

Options history

No recorded observations