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Sagimet Biosciences Inc. Series A Common Stock SGMT

i

Market datapartial · fetched 2026-11-13T18:51:58.886Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:51:30.169646441Z

FundamentalsAlpha Vantage · unavailable

Share price$10.36
1D-5.3%
$9.95$10.21$10.48$10.74$11.005:30 AM6:30 AM9:00 AM1:00 PMSGMT
Sold putSold call

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$0.22$0.81$1.41$2.01$2.61$6.75$8.56$10.38$12.19$14.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SGMT spot · $10.36SGMT PRICE$0.28$0.35$0.46$0.58$0.71$0.84$0.97$1.10$1.22$1.50$1.81$2.13$2.44$0.41$0.53$0.66$0.78$0.92$1.16$1.39$1.63$1.86$2.10$2.33
Puts——
CallsCheap0.92×
Skew——
Implied moveBearish±$2.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.4091.6%41.7%8.2994.8%24.0%
25Δ13.0283.5%29.1%8.7492.2%20.8%
30Δ12.2780.7%22.9%9.1989.5%17.6%
35Δ11.9081.1%20.6%9.6486.8%14.4%
40Δ11.5481.5%18.3%10.0784.6%11.6%
45Δ11.1781.9%16.0%10.4484.0%10.4%
50Δ10.8082.3%13.7%10.8183.4%9.1%
55Δ10.4482.8%11.4%11.1782.8%7.8%
60Δ10.0783.2%9.1%11.5482.2%6.5%
65Δ9.6584.7%7.7%11.9181.6%5.2%
70Δ9.2286.6%6.5%12.2881.0%4.0%
75Δ8.7888.4%5.4%
80Δ8.3590.3%4.2%

20Δ

Calls
Pseudo strike
14.40
IV
91.6%
B/E move
41.7%
Puts
Pseudo strike
8.29
IV
94.8%
B/E move
24.0%

25Δ

Calls
Pseudo strike
13.02
IV
83.5%
B/E move
29.1%
Puts
Pseudo strike
8.74
IV
92.2%
B/E move
20.8%

30Δ

Calls
Pseudo strike
12.27
IV
80.7%
B/E move
22.9%
Puts
Pseudo strike
9.19
IV
89.5%
B/E move
17.6%

35Δ

Calls
Pseudo strike
11.90
IV
81.1%
B/E move
20.6%
Puts
Pseudo strike
9.64
IV
86.8%
B/E move
14.4%

40Δ

Calls
Pseudo strike
11.54
IV
81.5%
B/E move
18.3%
Puts
Pseudo strike
10.07
IV
84.6%
B/E move
11.6%

45Δ

Calls
Pseudo strike
11.17
IV
81.9%
B/E move
16.0%
Puts
Pseudo strike
10.44
IV
84.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
10.80
IV
82.3%
B/E move
13.7%
Puts
Pseudo strike
10.81
IV
83.4%
B/E move
9.1%

55Δ

Calls
Pseudo strike
10.44
IV
82.8%
B/E move
11.4%
Puts
Pseudo strike
11.17
IV
82.8%
B/E move
7.8%

60Δ

Calls
Pseudo strike
10.07
IV
83.2%
B/E move
9.1%
Puts
Pseudo strike
11.54
IV
82.2%
B/E move
6.5%

65Δ

Calls
Pseudo strike
9.65
IV
84.7%
B/E move
7.7%
Puts
Pseudo strike
11.91
IV
81.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
9.22
IV
86.6%
B/E move
6.5%
Puts
Pseudo strike
12.28
IV
81.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.78
IV
88.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.35
IV
90.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend102.87%
Daily EOD
SGMT78.1%97.4%116.7%2026-10-19: 82.98%2026-10-20: 97.42%2026-10-21: 98.96%2026-10-22: 80.80%2026-10-23: 114.02%2026-10-26: 99.27%2026-10-27: 89.43%2026-10-28: 103.91%2026-10-29: 91.63%2026-10-30: 102.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.98%
97.42%
98.96%
80.80%
114.02%
99.27%
89.43%
103.91%
91.63%
102.87%