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Sionna Therapeutics, Inc. Common Stock SION

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Market datapartial · fetched 2026-10-23T05:53:58.505Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:02:38.476691344Z

FundamentalsAlpha Vantage · unavailable

Share price$3.75
1D-4.8%
AH$3.64$3.73$3.82$3.90$3.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSION
Sold putSold callAH

Sionna Therapeutics, Inc. Common Stock options

Live interpolated SION call and put midpoint premiums by absolute delta.Sionna Therapeutics, Inc. Common Stock$1.61$1.75$1.89$2.04$2.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESION PRICE$2.13$2.14$1.62$1.73$1.84$1.96$2.07
PutsExpensive3.21×
CallsExpensive4.49×
SkewBullish-93.93 pp
Implied move——
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.10421.1%60.7%
25Δ3.48382.2%53.5%
30Δ3.86343.2%46.2%
35Δ4.24304.3%39.0%
40Δ4.62265.3%31.8%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ6.80492.6%138.0%
80Δ3.79381.7%58.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
421.1%
B/E move
60.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.48
IV
382.2%
B/E move
53.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
343.2%
B/E move
46.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
304.3%
B/E move
39.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.62
IV
265.3%
B/E move
31.8%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
6.80
IV
492.6%
B/E move
138.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.79
IV
381.7%
B/E move
58.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations