SABS · SAB Biotherapeutics, Inc.

Track SABS — free Ask ALVIS about SABS

$3.45 +0.01 (+0.29%) At close · Jul 28

Market Cap

$263.04M

76.46M

Options Chain

15-min delayed Underlying $3.45 · at close Jul 28, 2026 Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 16 contracts

Put / call OI

0.41

Call-heavy positioning

Open interest

430

contracts outstanding

Volume

116

traded today

Max pain

$3.00

$0.45 below spot

ATM implied vol

149.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Oct 16 79d Jan 15 170d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	418.8%	0.956	—		$0.10	—	—	1	1
Call · $1 In the money Last — Breakeven — Implied vol 418.8% Delta 0.956 ≈96% ITM Gamma 0.025 Theta -0.007 Vega 0.001 Open interest 0 Model this call Put · $1 Last $0.10 Breakeven $0.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	147.5%	0.952	—		—	—	—	—	0
Call · $2 In the money Last — Breakeven — Implied vol 147.5% Delta 0.952 ≈95% ITM Gamma 0.079 Theta -0.003 Vega 0.001 Open interest 0 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	1	91.6%	0.762	$0.67		$0.05	-0.298	208.3%	1	110
Call · $3 In the money Last $0.67 Breakeven $3.67 Implied vol 91.6% Delta 0.762 ≈76% ITM Gamma 0.388 Theta -0.005 Vega 0.003 Open interest 15 Model this call Put · $3 Last $0.05 Breakeven $2.95 Implied vol 208.3% Delta -0.298 ≈30% ITM Gamma 0.192 Theta -0.013 Vega 0.003 Open interest 110 Model this put
Underlying $3.45
271	96	241%	0.526	$0.20		$0.70	-0.671	102.5%	10	12
Call · $4 Last $0.20 Breakeven $4.20 Implied vol 241% Delta 0.526 ≈53% ITM Gamma 0.189 Theta -0.018 Vega 0.004 Open interest 271 Model this call Put · $4 In the money Last $0.70 Breakeven $3.30 Implied vol 102.5% Delta -0.671 ≈67% ITM Gamma 0.409 Theta -0.007 Vega 0.003 Open interest 12 Model this put
1	1	462.7%	0.606	$0.25		$0.05	-0.939	90.8%	2	2
Call · $5 Last $0.25 Breakeven $5.25 Implied vol 462.7% Delta 0.606 ≈61% ITM Gamma 0.094 Theta -0.034 Vega 0.004 Open interest 1 Model this call Put · $5 In the money Last $0.05 Breakeven $4.95 Implied vol 90.8% Delta -0.939 ≈94% ITM Gamma 0.169 Theta -0.002 Vega 0.001 Open interest 2 Model this put
18	4	275.8%	0.329	$0.01		—	-0.911	146.7%	—	0
Call · $6 Last $0.01 Breakeven $6.01 Implied vol 275.8% Delta 0.329 ≈33% ITM Gamma 0.151 Theta -0.019 Vega 0.003 Open interest 18 Model this call Put · $6 In the money Last — Breakeven — Implied vol 146.7% Delta -0.911 ≈91% ITM Gamma 0.134 Theta -0.004 Vega 0.001 Open interest 0 Model this put
0	—	—	—	—		—	-0.921	174.1%	—	0
Call · $7 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7 In the money Last — Breakeven — Implied vol 174.1% Delta -0.921 ≈92% ITM Gamma 0.102 Theta -0.004 Vega 0.001 Open interest 0 Model this put
0	—	—	—	—		—	-0.927	197.9%	—	0
Call · $8 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $8 In the money Last — Breakeven — Implied vol 197.9% Delta -0.927 ≈93% ITM Gamma 0.085 Theta -0.005 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1833214 CUSIP 78397T202 13F (30d) 6 filings 6 filers Visit website Investor relations