Share price$3.60
1D-6.5%
Sold putSold call
Sionna Therapeutics, Inc. Common Stock SION
i
Market datapartial · fetched 2026-10-23T18:07:00.881Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T18:03:04.411380937Z
FundamentalsAlpha Vantage · unavailable
Sionna Therapeutics, Inc. Common Stock options
PutsExpensive3.53×
CallsExpensive4.90×
SkewBullish-58.96 pp
Implied moveBearish±$4.97
TiltBearish60.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 4.79 | 225.0% | 47.7% | |||
| 45Δ | 4.54 | 269.3% | 46.7% | 5.69 | 370.9% | 27.9% |
| 50Δ | 4.29 | 313.7% | 45.7% | 6.72 | 363.0% | 25.0% |
| 55Δ | 4.05 | 358.0% | 44.6% | 7.75 | 355.2% | 22.0% |
| 60Δ | 3.80 | 402.4% | 43.6% | 8.78 | 347.3% | 19.1% |
| 65Δ | 3.55 | 446.7% | 42.6% | 9.81 | 339.5% | 16.2% |
| 70Δ | 3.30 | 491.0% | 41.5% | 10.84 | 331.6% | 13.2% |
| 75Δ | 3.05 | 535.4% | 40.5% | 11.86 | 323.8% | 10.3% |
| 80Δ | 2.81 | 579.7% | 39.5% | 12.89 | 315.9% | 7.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.79
- IV
- 225.0%
- B/E move
- 47.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.54
- IV
- 269.3%
- B/E move
- 46.7%
- Pseudo strike
- 5.69
- IV
- 370.9%
- B/E move
- 27.9%
50Δ
- Pseudo strike
- 4.29
- IV
- 313.7%
- B/E move
- 45.7%
- Pseudo strike
- 6.72
- IV
- 363.0%
- B/E move
- 25.0%
55Δ
- Pseudo strike
- 4.05
- IV
- 358.0%
- B/E move
- 44.6%
- Pseudo strike
- 7.75
- IV
- 355.2%
- B/E move
- 22.0%
60Δ
- Pseudo strike
- 3.80
- IV
- 402.4%
- B/E move
- 43.6%
- Pseudo strike
- 8.78
- IV
- 347.3%
- B/E move
- 19.1%
65Δ
- Pseudo strike
- 3.55
- IV
- 446.7%
- B/E move
- 42.6%
- Pseudo strike
- 9.81
- IV
- 339.5%
- B/E move
- 16.2%
70Δ
- Pseudo strike
- 3.30
- IV
- 491.0%
- B/E move
- 41.5%
- Pseudo strike
- 10.84
- IV
- 331.6%
- B/E move
- 13.2%
75Δ
- Pseudo strike
- 3.05
- IV
- 535.4%
- B/E move
- 40.5%
- Pseudo strike
- 11.86
- IV
- 323.8%
- B/E move
- 10.3%
80Δ
- Pseudo strike
- 2.81
- IV
- 579.7%
- B/E move
- 39.5%
- Pseudo strike
- 12.89
- IV
- 315.9%
- B/E move
- 7.4%
Options history
No recorded observations