SION · Sionna Therapeutics, Inc.

Track SION — free Ask ALVIS about SION

$46.55 +1.17 (+2.58%) At close · Jul 28

Market Cap

$2.10B

45.15M

Options Chain

15-min delayed Underlying $46.55 · at close Jul 28, 2026 Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 26 contracts

Put / call OI

0.99

Balanced positioning

Open interest

951

contracts outstanding

Volume

483

traded today

Max pain

$45.00

$1.55 below spot

ATM implied vol

349.4%

market's expected move

Open interest by strike

Calls Puts

17.5

22.5

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	—	282.5%	0.961	—		$1.50	-0.057	352.9%	100	101
Call · $17.5 In the money Last — Breakeven — Implied vol 282.5% Delta 0.961 ≈96% ITM Gamma 0.002 Theta -0.063 Vega 0.012 Open interest 0 Model this call Put · $17.5 Last $1.50 Breakeven $16.00 Implied vol 352.9% Delta -0.057 ≈6% ITM Gamma 0.003 Theta -0.106 Vega 0.012 Open interest 101 Model this put
0	—	306.1%	0.935	—		$2.10	-0.081	365.7%	1	100
Call · $20 In the money Last — Breakeven — Implied vol 306.1% Delta 0.935 ≈94% ITM Gamma 0.003 Theta -0.103 Vega 0.013 Open interest 0 Model this call Put · $20 Last $2.10 Breakeven $17.90 Implied vol 365.7% Delta -0.081 ≈8% ITM Gamma 0.003 Theta -0.141 Vega 0.018 Open interest 100 Model this put
0	—	315%	0.91	—		$2.40	-0.1	357.3%	4	100
Call · $22.5 In the money Last — Breakeven — Implied vol 315% Delta 0.91 ≈91% ITM Gamma 0.004 Theta -0.134 Vega 0.02 Open interest 0 Model this call Put · $22.5 Last $2.40 Breakeven $20.10 Implied vol 357.3% Delta -0.1 ≈10% ITM Gamma 0.004 Theta -0.163 Vega 0.02 Open interest 100 Model this put
5	1	330.9%	0.883	$20.16		$3.90	-0.122	360%	1	51
Call · $25 In the money Last $20.16 Breakeven $45.16 Implied vol 330.9% Delta 0.883 ≈88% ITM Gamma 0.005 Theta -0.172 Vega 0.021 Open interest 5 Model this call Put · $25 Last $3.90 Breakeven $21.10 Implied vol 360% Delta -0.122 ≈12% ITM Gamma 0.005 Theta -0.19 Vega 0.027 Open interest 51 Model this put
2	1	325.8%	0.835	$21.20		$6.00	-0.167	351%	4	15
Call · $30 In the money Last $21.20 Breakeven $51.20 Implied vol 325.8% Delta 0.835 ≈83% ITM Gamma 0.006 Theta -0.212 Vega 0.03 Open interest 2 Model this call Put · $30 Last $6.00 Breakeven $24.00 Implied vol 351% Delta -0.167 ≈17% ITM Gamma 0.006 Theta -0.227 Vega 0.03 Open interest 15 Model this put
9	2	331.8%	0.784	$17.80		$9.20	-0.214	353.8%	1	36
Call · $35 In the money Last $17.80 Breakeven $52.80 Implied vol 331.8% Delta 0.784 ≈78% ITM Gamma 0.007 Theta -0.258 Vega 0.037 Open interest 9 Model this call Put · $35 Last $9.20 Breakeven $25.80 Implied vol 353.8% Delta -0.214 ≈21% ITM Gamma 0.007 Theta -0.269 Vega 0.037 Open interest 36 Model this put
1	1	328.6%	0.735	$15.51		$10.00	-0.26	353.3%	1	51
Call · $40 In the money Last $15.51 Breakeven $55.51 Implied vol 328.6% Delta 0.735 ≈73% ITM Gamma 0.008 Theta -0.281 Vega 0.04 Open interest 1 Model this call Put · $40 Last $10.00 Breakeven $30.00 Implied vol 353.3% Delta -0.26 ≈26% ITM Gamma 0.008 Theta -0.295 Vega 0.039 Open interest 51 Model this put
4	1	338.8%	0.689	$12.20		$14.47	-0.303	360%	2	18
Call · $45 In the money Last $12.20 Breakeven $57.20 Implied vol 338.8% Delta 0.689 ≈69% ITM Gamma 0.009 Theta -0.314 Vega 0.042 Open interest 4 Model this call Put · $45 Last $14.47 Breakeven $30.53 Implied vol 360% Delta -0.303 ≈30% ITM Gamma 0.008 Theta -0.326 Vega 0.042 Open interest 18 Model this put
Underlying $46.55
178	178	325.8%	0.638	$14.47		—	-0.343	362.9%	—	0
Call · $50 Last $14.47 Breakeven $64.47 Implied vol 325.8% Delta 0.638 ≈64% ITM Gamma 0.01 Theta -0.321 Vega 0.045 Open interest 178 Model this call Put · $50 In the money Last — Breakeven — Implied vol 362.9% Delta -0.343 ≈34% ITM Gamma 0.008 Theta -0.346 Vega 0.044 Open interest 0 Model this put
40	1	320%	0.591	$12.07		—	-0.383	358.8%	—	0
Call · $55 Last $12.07 Breakeven $67.07 Implied vol 320% Delta 0.591 ≈59% ITM Gamma 0.01 Theta -0.324 Vega 0.047 Open interest 40 Model this call Put · $55 In the money Last — Breakeven — Implied vol 358.8% Delta -0.383 ≈38% ITM Gamma 0.009 Theta -0.352 Vega 0.046 Open interest 0 Model this put
53	2	329.9%	0.555	$11.30		—	-0.416	365.3%	—	0
Call · $60 Last $11.30 Breakeven $71.30 Implied vol 329.9% Delta 0.555 ≈56% ITM Gamma 0.01 Theta -0.341 Vega 0.049 Open interest 53 Model this call Put · $60 In the money Last — Breakeven — Implied vol 365.3% Delta -0.416 ≈42% ITM Gamma 0.009 Theta -0.366 Vega 0.048 Open interest 0 Model this put
183	178	342.1%	0.525	$10.87		—	-0.444	375.4%	—	0
Call · $65 Last $10.87 Breakeven $75.87 Implied vol 342.1% Delta 0.525 ≈53% ITM Gamma 0.01 Theta -0.36 Vega 0.051 Open interest 183 Model this call Put · $65 In the money Last — Breakeven — Implied vol 375.4% Delta -0.444 ≈44% ITM Gamma 0.009 Theta -0.384 Vega 0.05 Open interest 0 Model this put
2	2	338.3%	0.491	$9.20		$29.70	-0.474	376.2%	2	2
Call · $70 Last $9.20 Breakeven $79.20 Implied vol 338.3% Delta 0.491 ≈49% ITM Gamma 0.01 Theta -0.353 Vega 0.046 Open interest 2 Model this call Put · $70 In the money Last $29.70 Breakeven $40.30 Implied vol 376.2% Delta -0.474 ≈47% ITM Gamma 0.009 Theta -0.387 Vega 0.045 Open interest 2 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 2036042 CUSIP 829401108 13F (30d) 13 filings 13 filers Visit website Investor relations