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Sagimet Biosciences Inc. Series A Common Stock SGMT

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Market datapartial · fetched 2026-10-22T21:54:48.400Z

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 · 2026-10-22T20:00:00.276039934Z

FundamentalsAlpha Vantage · unavailable

Share price$9.95
1D+0.4%
AH$9.59$9.74$9.89$10.04$10.195:30 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$0.01$2.11$4.22$6.32$8.43$6.09$7.94$9.79$11.64$13.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGMT spot · $9.95SGMT PRICE$0.23$0.34$0.44$0.55$0.65$0.75$0.86$0.98$1.24$1.50$1.76$2.02$2.29$0.37$0.48$0.60$0.71$0.82$0.94$1.18$1.45$1.71$1.97$2.23$2.50$7.82
PutsCheap0.84×
CallsCheap0.86×
SkewBearish+7.89 pp
Implied moveBearish±$2.04
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3979.1%26.8%8.0697.0%22.7%
25Δ12.0480.1%24.4%8.4494.5%20.0%
30Δ11.6981.1%22.0%8.8292.0%17.3%
35Δ11.3582.1%19.5%9.2089.5%14.7%
40Δ11.0083.0%17.1%9.5887.0%12.0%
45Δ10.6684.0%14.7%9.9684.5%9.4%
50Δ10.3185.0%12.2%10.3284.1%8.1%
55Δ9.9686.1%9.9%10.6984.1%7.1%
60Δ9.5888.4%8.8%11.0584.0%6.1%
65Δ9.2090.7%7.6%11.4284.0%5.1%
70Δ8.8293.0%6.4%11.7883.9%4.0%
75Δ8.4495.3%5.2%12.1583.9%3.0%
80Δ8.0697.6%4.0%17.38179.6%3.9%

20Δ

Calls
Pseudo strike
12.39
IV
79.1%
B/E move
26.8%
Puts
Pseudo strike
8.06
IV
97.0%
B/E move
22.7%

25Δ

Calls
Pseudo strike
12.04
IV
80.1%
B/E move
24.4%
Puts
Pseudo strike
8.44
IV
94.5%
B/E move
20.0%

30Δ

Calls
Pseudo strike
11.69
IV
81.1%
B/E move
22.0%
Puts
Pseudo strike
8.82
IV
92.0%
B/E move
17.3%

35Δ

Calls
Pseudo strike
11.35
IV
82.1%
B/E move
19.5%
Puts
Pseudo strike
9.20
IV
89.5%
B/E move
14.7%

40Δ

Calls
Pseudo strike
11.00
IV
83.0%
B/E move
17.1%
Puts
Pseudo strike
9.58
IV
87.0%
B/E move
12.0%

45Δ

Calls
Pseudo strike
10.66
IV
84.0%
B/E move
14.7%
Puts
Pseudo strike
9.96
IV
84.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
10.31
IV
85.0%
B/E move
12.2%
Puts
Pseudo strike
10.32
IV
84.1%
B/E move
8.1%

55Δ

Calls
Pseudo strike
9.96
IV
86.1%
B/E move
9.9%
Puts
Pseudo strike
10.69
IV
84.1%
B/E move
7.1%

60Δ

Calls
Pseudo strike
9.58
IV
88.4%
B/E move
8.8%
Puts
Pseudo strike
11.05
IV
84.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
9.20
IV
90.7%
B/E move
7.6%
Puts
Pseudo strike
11.42
IV
84.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
8.82
IV
93.0%
B/E move
6.4%
Puts
Pseudo strike
11.78
IV
83.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.44
IV
95.3%
B/E move
5.2%
Puts
Pseudo strike
12.15
IV
83.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
8.06
IV
97.6%
B/E move
4.0%
Puts
Pseudo strike
17.38
IV
179.6%
B/E move
3.9%

Options history

No recorded observations