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SI-BONE, Inc. Common Stock SIBN

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Market datapartial · fetched 2026-10-22T21:53:07.915Z

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 · 2026-10-22T21:19:32.630409534Z

FundamentalsAlpha Vantage · unavailable

Share price$22.35
1D+2.4%
AH$20.91$21.13$21.34$21.55$21.775:30 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$0.84$3.03$5.23$7.42$9.62$13.92$18.01$22.10$26.19$30.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIBN spot · $22.35SIBN PRICE$1.07$1.15$1.26$1.38$1.55$1.73$1.22$1.36$1.52$1.82$2.11$2.41$2.96$3.51$4.06$5.57$7.11$8.99
PutsExpensive1.82×
CallsExpensive1.44×
SkewBearish+8.10 pp
Implied moveBearish±$4.68
TiltBearish67.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.34141.8%27.9%
25Δ31.71138.5%46.7%18.74123.3%22.3%
30Δ28.45115.5%32.4%20.04106.8%17.1%
35Δ26.36100.3%23.6%20.85102.9%14.8%
40Δ24.7288.6%16.8%21.6699.1%12.6%
45Δ23.9183.6%13.9%22.4795.2%10.3%
50Δ23.0978.6%11.0%23.3196.0%9.0%
55Δ24.1496.9%7.7%
60Δ24.9897.8%6.4%
65Δ26.67106.3%5.6%
70Δ28.39115.0%4.8%
75Δ30.44126.2%4.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.34
IV
141.8%
B/E move
27.9%

25Δ

Calls
Pseudo strike
31.71
IV
138.5%
B/E move
46.7%
Puts
Pseudo strike
18.74
IV
123.3%
B/E move
22.3%

30Δ

Calls
Pseudo strike
28.45
IV
115.5%
B/E move
32.4%
Puts
Pseudo strike
20.04
IV
106.8%
B/E move
17.1%

35Δ

Calls
Pseudo strike
26.36
IV
100.3%
B/E move
23.6%
Puts
Pseudo strike
20.85
IV
102.9%
B/E move
14.8%

40Δ

Calls
Pseudo strike
24.72
IV
88.6%
B/E move
16.8%
Puts
Pseudo strike
21.66
IV
99.1%
B/E move
12.6%

45Δ

Calls
Pseudo strike
23.91
IV
83.6%
B/E move
13.9%
Puts
Pseudo strike
22.47
IV
95.2%
B/E move
10.3%

50Δ

Calls
Pseudo strike
23.09
IV
78.6%
B/E move
11.0%
Puts
Pseudo strike
23.31
IV
96.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.14
IV
96.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.98
IV
97.8%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.67
IV
106.3%
B/E move
5.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.39
IV
115.0%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.44
IV
126.2%
B/E move
4.0%

80Δ

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

Options history

No recorded observations