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SI-BONE, Inc. Common Stock SIBN

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T03:11:39.086Z

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 · 2026-11-11T21:00:00.822518539Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:10:56.190614+00:00

Share price$24.94
1D+0.1%
AH$24.69$24.90$25.11$25.31$25.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIBN
Sold putSold callAH

SI-BONE, Inc. Common Stock options

Live interpolated SIBN call and put midpoint premiums by absolute delta.SI-BONE, Inc. Common Stock$0.40$1.40$2.40$3.40$4.40$18.35$21.59$24.83$28.07$31.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SIBN spot · $24.94SIBN PRICE$1.08$0.50$0.81$1.12$1.43$1.74$2.05$2.36$1.12$1.17$1.20$1.20$1.20$1.20$1.38$1.83$2.29$2.74$3.20$3.65$4.11
PutsExpensive1.11×
Calls——
Skew——
Implied moveBearish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.26237.7%27.2%
25Δ33.75224.1%39.6%21.11188.9%20.0%
30Δ22.66147.2%14.0%
35Δ23.31127.8%11.4%
40Δ23.95108.3%8.8%
45Δ24.6088.8%6.2%
50Δ25.0033.2%2.2%25.2277.1%4.4%
55Δ24.6438.0%2.1%25.8077.6%3.9%
60Δ24.2842.8%1.9%26.3778.2%3.4%
65Δ23.9347.7%1.7%26.9578.7%2.9%
70Δ23.5752.5%1.5%27.5379.3%2.4%
75Δ23.2257.4%1.3%28.1079.8%2.0%
80Δ22.8662.2%1.1%28.6880.4%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.26
IV
237.7%
B/E move
27.2%

25Δ

Calls
Pseudo strike
33.75
IV
224.1%
B/E move
39.6%
Puts
Pseudo strike
21.11
IV
188.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.66
IV
147.2%
B/E move
14.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.31
IV
127.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.95
IV
108.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.60
IV
88.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
25.00
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
25.22
IV
77.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.64
IV
38.0%
B/E move
2.1%
Puts
Pseudo strike
25.80
IV
77.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
24.28
IV
42.8%
B/E move
1.9%
Puts
Pseudo strike
26.37
IV
78.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
23.93
IV
47.7%
B/E move
1.7%
Puts
Pseudo strike
26.95
IV
78.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
23.57
IV
52.5%
B/E move
1.5%
Puts
Pseudo strike
27.53
IV
79.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
23.22
IV
57.4%
B/E move
1.3%
Puts
Pseudo strike
28.10
IV
79.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
22.86
IV
62.2%
B/E move
1.1%
Puts
Pseudo strike
28.68
IV
80.4%
B/E move
1.5%

Options history

IV · four-Friday blend70.05%
Daily EOD
SIBN61.4%66.1%70.8%2026-10-19: 65.23%2026-10-20: 63.12%2026-10-21: 63.78%2026-10-22: 65.06%2026-10-23: 63.37%2026-10-26: 70.17%2026-10-27: 64.12%2026-10-28: 66.81%2026-10-29: 62.02%2026-10-30: 70.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.23%
63.12%
63.78%
65.06%
63.37%
70.17%
64.12%
66.81%
62.02%
70.05%