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Sagimet Biosciences Inc. Series A Common Stock SGMT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:13:55.347Z

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 · 2026-10-23T20:00:00.210408308Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:13:55.535979+00:00

Share price$9.58
1D-3.6%
AH$9.47$9.59$9.72$9.85$9.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGMT
Sold putSold callAH

Sagimet Biosciences Inc. Series A Common Stock options

Live interpolated SGMT call and put midpoint premiums by absolute delta.Sagimet Biosciences Inc. Series A Common Stock$0.17$0.87$1.58$2.29$3.00$6.12$7.79$9.46$11.13$12.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGMT spot · $9.58SGMT PRICE$0.24$0.33$0.42$0.51$0.60$0.69$0.82$1.02$1.22$1.41$1.61$1.81$2.00$0.35$0.47$0.59$0.71$0.83$0.95$1.07$1.30$1.60$1.90$2.19$2.49$2.79
PutsCheap0.83×
CallsCheap0.90×
SkewBearish+1.12 pp
Implied moveBearish±$1.90
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.2087.5%29.9%7.8598.1%21.7%
25Δ11.8187.6%26.7%8.1996.3%19.5%
30Δ11.4287.7%23.6%8.5294.5%17.2%
35Δ11.0387.8%20.5%8.8692.7%15.0%
40Δ10.6488.0%17.3%9.1990.9%12.8%
45Δ10.2488.1%14.2%9.5389.1%10.5%
50Δ9.8888.3%11.7%9.8687.3%8.3%
55Δ9.5688.6%10.4%10.2386.5%6.8%
60Δ9.2489.0%9.1%10.6186.5%5.9%
65Δ8.9189.4%7.8%11.0086.4%5.0%
70Δ8.5989.7%6.5%11.3986.3%4.0%
75Δ8.2790.1%5.2%11.7886.2%3.1%
80Δ7.9590.5%3.9%12.1786.1%2.2%

20Δ

Calls
Pseudo strike
12.20
IV
87.5%
B/E move
29.9%
Puts
Pseudo strike
7.85
IV
98.1%
B/E move
21.7%

25Δ

Calls
Pseudo strike
11.81
IV
87.6%
B/E move
26.7%
Puts
Pseudo strike
8.19
IV
96.3%
B/E move
19.5%

30Δ

Calls
Pseudo strike
11.42
IV
87.7%
B/E move
23.6%
Puts
Pseudo strike
8.52
IV
94.5%
B/E move
17.2%

35Δ

Calls
Pseudo strike
11.03
IV
87.8%
B/E move
20.5%
Puts
Pseudo strike
8.86
IV
92.7%
B/E move
15.0%

40Δ

Calls
Pseudo strike
10.64
IV
88.0%
B/E move
17.3%
Puts
Pseudo strike
9.19
IV
90.9%
B/E move
12.8%

45Δ

Calls
Pseudo strike
10.24
IV
88.1%
B/E move
14.2%
Puts
Pseudo strike
9.53
IV
89.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
9.88
IV
88.3%
B/E move
11.7%
Puts
Pseudo strike
9.86
IV
87.3%
B/E move
8.3%

55Δ

Calls
Pseudo strike
9.56
IV
88.6%
B/E move
10.4%
Puts
Pseudo strike
10.23
IV
86.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
9.24
IV
89.0%
B/E move
9.1%
Puts
Pseudo strike
10.61
IV
86.5%
B/E move
5.9%

65Δ

Calls
Pseudo strike
8.91
IV
89.4%
B/E move
7.8%
Puts
Pseudo strike
11.00
IV
86.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
8.59
IV
89.7%
B/E move
6.5%
Puts
Pseudo strike
11.39
IV
86.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.27
IV
90.1%
B/E move
5.2%
Puts
Pseudo strike
11.78
IV
86.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.95
IV
90.5%
B/E move
3.9%
Puts
Pseudo strike
12.17
IV
86.1%
B/E move
2.2%

Options history

No recorded observations