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SI-BONE, Inc. Common Stock SIBN

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Market datapartial · fetched 2026-10-23T03:01:51.067Z

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 · 2026-10-22T23:54:22.365166579Z

FundamentalsAlpha Vantage · unavailable

Share price$21.35
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$0.99$1.79$2.58$3.38$4.18$14.70$18.06$21.43$24.79$28.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIBN spot · $21.35SIBN PRICE$1.07$1.18$1.31$1.51$1.72$1.89$2.01$2.12$2.23$2.49$2.97$3.44$1.17$1.28$1.39$1.52$1.74$1.97$2.19$2.42$2.80$3.18$3.57$3.95
PutsExpensive1.43×
CallsExpensive1.31×
SkewBullish-2.57 pp
Implied moveBearish±$4.09
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.43145.7%28.5%
25Δ30.87146.2%49.6%17.96121.4%21.9%
30Δ27.82125.7%35.8%19.01106.5%17.5%
35Δ25.36109.1%24.9%20.0492.4%13.2%
40Δ24.14103.0%20.1%20.6588.0%11.4%
45Δ23.1398.7%16.4%21.2683.6%9.6%
50Δ22.2793.1%13.2%21.8779.2%7.8%
55Δ21.6485.1%10.7%22.4874.8%6.0%
60Δ21.0177.1%8.3%23.0772.9%5.1%
65Δ20.3869.1%5.9%23.6571.1%4.1%
70Δ19.7564.6%4.2%24.2369.3%3.2%
75Δ19.1165.4%3.4%24.8167.5%2.3%
80Δ18.4766.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.43
IV
145.7%
B/E move
28.5%

25Δ

Calls
Pseudo strike
30.87
IV
146.2%
B/E move
49.6%
Puts
Pseudo strike
17.96
IV
121.4%
B/E move
21.9%

30Δ

Calls
Pseudo strike
27.82
IV
125.7%
B/E move
35.8%
Puts
Pseudo strike
19.01
IV
106.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
25.36
IV
109.1%
B/E move
24.9%
Puts
Pseudo strike
20.04
IV
92.4%
B/E move
13.2%

40Δ

Calls
Pseudo strike
24.14
IV
103.0%
B/E move
20.1%
Puts
Pseudo strike
20.65
IV
88.0%
B/E move
11.4%

45Δ

Calls
Pseudo strike
23.13
IV
98.7%
B/E move
16.4%
Puts
Pseudo strike
21.26
IV
83.6%
B/E move
9.6%

50Δ

Calls
Pseudo strike
22.27
IV
93.1%
B/E move
13.2%
Puts
Pseudo strike
21.87
IV
79.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
21.64
IV
85.1%
B/E move
10.7%
Puts
Pseudo strike
22.48
IV
74.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
21.01
IV
77.1%
B/E move
8.3%
Puts
Pseudo strike
23.07
IV
72.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
20.38
IV
69.1%
B/E move
5.9%
Puts
Pseudo strike
23.65
IV
71.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
19.75
IV
64.6%
B/E move
4.2%
Puts
Pseudo strike
24.23
IV
69.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
19.11
IV
65.4%
B/E move
3.4%
Puts
Pseudo strike
24.81
IV
67.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
18.47
IV
66.2%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations