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Sight Sciences Inc SGHT

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T02:32:21.115Z

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 · 2026-10-22T20:00:00.43481456Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:32:19.234891+00:00

Share price$9.09
1D+5.6%
AH$8.57$8.71$8.86$9.00$9.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGHT
Sold putSold callAH

Sight Sciences Inc options

Live interpolated SGHT call and put midpoint premiums by absolute delta.Sight Sciences Inc$0.59$1.49$2.39$3.29$4.18$3.12$6.43$9.74$13.04$16.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGHT spot · $9.09SGHT PRICE$0.73$1.41$2.08$2.40$2.32$2.23$2.14$2.05$0.69$0.89$1.32$1.82$2.32$2.77$3.00$3.23$3.46$3.69$3.92
PutsExpensive2.77×
CallsExpensive3.20×
SkewBullish-50.62 pp
Implied moveBearish±$5.08
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.68177.7%34.0%
25Δ7.37175.8%28.7%
30Δ8.05184.0%26.0%
35Δ8.75194.7%23.8%
40Δ10.69119.5%25.6%9.44205.4%21.7%
45Δ12.48225.4%52.8%10.09211.9%19.5%
50Δ14.28331.2%80.0%10.56199.6%16.8%
55Δ12.69336.7%66.0%11.03187.3%14.2%
60Δ11.51288.1%52.1%11.50175.0%11.5%
65Δ10.47240.1%39.6%11.98162.7%8.9%
70Δ9.42192.2%27.2%12.45150.5%6.2%
75Δ8.38144.3%14.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
177.7%
B/E move
34.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
175.8%
B/E move
28.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.05
IV
184.0%
B/E move
26.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.75
IV
194.7%
B/E move
23.8%

40Δ

Calls
Pseudo strike
10.69
IV
119.5%
B/E move
25.6%
Puts
Pseudo strike
9.44
IV
205.4%
B/E move
21.7%

45Δ

Calls
Pseudo strike
12.48
IV
225.4%
B/E move
52.8%
Puts
Pseudo strike
10.09
IV
211.9%
B/E move
19.5%

50Δ

Calls
Pseudo strike
14.28
IV
331.2%
B/E move
80.0%
Puts
Pseudo strike
10.56
IV
199.6%
B/E move
16.8%

55Δ

Calls
Pseudo strike
12.69
IV
336.7%
B/E move
66.0%
Puts
Pseudo strike
11.03
IV
187.3%
B/E move
14.2%

60Δ

Calls
Pseudo strike
11.51
IV
288.1%
B/E move
52.1%
Puts
Pseudo strike
11.50
IV
175.0%
B/E move
11.5%

65Δ

Calls
Pseudo strike
10.47
IV
240.1%
B/E move
39.6%
Puts
Pseudo strike
11.98
IV
162.7%
B/E move
8.9%

70Δ

Calls
Pseudo strike
9.42
IV
192.2%
B/E move
27.2%
Puts
Pseudo strike
12.45
IV
150.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
8.38
IV
144.3%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations