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Sight Sciences, Inc. Common Stock SGHT

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T02:24:36.746Z

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 · 2026-11-11T21:00:00.438701186Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:24:36.082680+00:00

Share price$10.92
1D+1.9%
AH$10.60$10.68$10.77$10.86$10.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGHT
Sold putSold callAH

Sight Sciences, Inc. Common Stock options

Live interpolated SGHT call and put midpoint premiums by absolute delta.Sight Sciences, Inc. Common Stock$0.27$0.69$1.11$1.53$1.94$-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 unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESGHT PRICE$0.99$1.22$1.44$1.30$0.31$0.35$0.45$0.62$0.79$0.96$1.13$1.31$1.48$1.65$1.82
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.23213.4%27.5%
25Δ9.34152.3%17.7%
30Δ10.12116.6%11.4%
35Δ14.93318.0%45.9%10.40117.6%10.4%
40Δ14.10321.6%40.3%10.68118.5%9.4%
45Δ13.28325.3%34.8%10.96119.4%8.4%
50Δ11.25120.3%7.4%
55Δ11.53121.2%6.4%
60Δ11.81122.1%5.4%
65Δ12.09123.0%4.4%
70Δ12.37124.0%3.4%
75Δ
80Δ9.7984.5%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.23
IV
213.4%
B/E move
27.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.34
IV
152.3%
B/E move
17.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.12
IV
116.6%
B/E move
11.4%

35Δ

Calls
Pseudo strike
14.93
IV
318.0%
B/E move
45.9%
Puts
Pseudo strike
10.40
IV
117.6%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.10
IV
321.6%
B/E move
40.3%
Puts
Pseudo strike
10.68
IV
118.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
13.28
IV
325.3%
B/E move
34.8%
Puts
Pseudo strike
10.96
IV
119.4%
B/E move
8.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.25
IV
120.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.53
IV
121.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.81
IV
122.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.09
IV
123.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.37
IV
124.0%
B/E move
3.4%

75Δ

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

80Δ

Calls
Pseudo strike
9.79
IV
84.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.59%
Daily EOD
SGHT98.1%138.0%178.0%2026-10-20: 142.25%2026-10-21: 135.43%2026-10-23: 172.51%2026-10-27: 156.17%2026-10-28: 136.69%2026-10-29: 108.68%2026-10-30: 103.59%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
142.25%
135.43%
172.51%
156.17%
136.69%
108.68%
103.59%