SION · Sionna Therapeutics, Inc. · Options Chain

Track SION — free

$7.85 +0.23 (+3.02%) At close · Sep 11

Russell 2000 member Rebalance outlook locked

Market Cap

$354.92M

45.21M

Options Chain

Underlying $7.85 · at close Sep 11, 2026 Options Calculator

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Positioning

Sep 18, 2026 · 6 days to expiry · 38 contracts · mixed daily-bar sessions · May 19, 2026–Sep 11, 2026; 11 unknown

Put / call OI

1.39

Put-heavy positioning

Open interest

4,950

as of Sep 10, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$35.00

$27.15 above spot

ATM implied vol

137.3%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 6d Oct 16 34d Jan 15 125d Apr 16 216d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
5	1	—	—	$3.00	$7.50	$4.35		$0.05	$0.00	$0.05	—	—	100	103
Call · $2.5 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-11 19:59:59.976 UTC Last $4.35 Breakeven $6.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this call Put · $2.5 Daily-bar session Aug 19, 2026 Quote as of 2026-09-11 13:30:35.943 UTC Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 103 OI effective date Sep 10, 2026 Model this put
168	1	—	—	$2.05	$4.80	$2.70		$0.10	$0.00	$0.10	—	—	6	124
Call · $5 In the money Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:59:57.286 UTC Last $2.70 Breakeven $7.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 168 OI effective date Sep 10, 2026 Model this call Put · $5 Daily-bar session Sep 10, 2026 Quote as of 2026-09-11 19:58:30.131 UTC Last $0.10 Breakeven $4.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 124 OI effective date Sep 10, 2026 Model this put
775	17	66.3%	0.721	$0.10	$0.85	$0.55		—	$0.05	$1.25	-0.38	208.3%	—	—
Call · $7.5 In the money Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:59:59.976 UTC Last $0.55 Breakeven $8.05 Implied vol 66.3% Delta 0.721 ≈72% ITM Gamma 0.503 Theta -0.019 Vega 0.003 Open interest 775 OI effective date Sep 10, 2026 Model this call Put · $7.5 Daily-bar session Unknown Quote as of 2026-09-11 19:59:59.976 UTC Last — Breakeven — Implied vol 208.3% Delta -0.38 ≈38% ITM Gamma 0.182 Theta -0.066 Vega 0.004 Open interest — OI effective date — Model this put
Underlying $7.85
26	4	—	—	$0.00	$0.15	$0.10		—	$0.10	$4.60	—	—	—	—
Call · $10 Daily-bar session Sep 2, 2026 Quote as of 2026-09-11 18:28:59.211 UTC Last $0.10 Breakeven $10.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 OI effective date Sep 10, 2026 Model this call Put · $10 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:59.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	1	—	—	$0.00	$0.40	$0.05		—	$2.50	$7.00	—	—	—	—
Call · $12.5 Daily-bar session Aug 24, 2026 Quote as of 2026-09-11 13:48:21.588 UTC Last $0.05 Breakeven $12.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 10, 2026 Model this call Put · $12.5 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:59.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$2.55	$1.27		—	$4.70	$9.50	—	—	—	—
Call · $15 Daily-bar session Aug 12, 2026 Quote as of 2026-09-11 19:59:53.408 UTC Last $1.27 Breakeven $16.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 10, 2026 Model this call Put · $15 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:50.894 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
516	1	—	—	$0.00	$0.10	$0.10		$1.85	$7.50	$12.00	—	—	1	1
Call · $17.5 Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:58:30.470 UTC Last $0.10 Breakeven $17.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 516 OI effective date Sep 10, 2026 Model this call Put · $17.5 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-11 19:55:10.467 UTC Last $1.85 Breakeven $15.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 10, 2026 Model this put
5	5	—	—	$0.00	$2.55	$0.15		—	$10.00	$14.50	—	—	—	—
Call · $20 Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 19:59:59.976 UTC Last $0.15 Breakeven $20.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this call Put · $20 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:29.849 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.55	—		—	$12.50	$17.00	—	—	—	—
Call · $22.5 Daily-bar session Unknown Quote as of 2026-09-11 19:59:59.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $22.5 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:55:02.098 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
3	3	—	—	$0.00	$2.55	$0.05		$21.00	$15.00	$19.50	—	—	2	—
Call · $25 Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 13:39:25.673 UTC Last $0.05 Breakeven $25.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 10, 2026 Model this call Put · $25 In the money Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 19:55:02.102 UTC Last $21.00 Breakeven $4.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
24	21	—	—	$0.00	$0.55	$0.10		$25.00	$20.00	$24.50	—	—	7	—
Call · $30 Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 13:32:25.798 UTC Last $0.10 Breakeven $30.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 10, 2026 Model this call Put · $30 In the money Daily-bar session Aug 11, 2026 Quote as of 2026-09-11 19:59:53.408 UTC Last $25.00 Breakeven $5.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
5	1	—	—	$0.00	$2.55	$0.05		$27.40	$25.90	$29.30	—	—	1	2.5k
Call · $35 Daily-bar session Aug 12, 2026 Quote as of 2026-09-11 19:55:13.301 UTC Last $0.05 Breakeven $35.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this call Put · $35 In the money Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:59:05.020 UTC Last $27.40 Breakeven $7.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.5k OI effective date Sep 10, 2026 Model this put
—	—	—	—	$0.00	$2.55	—		$35.63	$30.00	$34.50	—	—	1	—
Call · $40 Daily-bar session Unknown Quote as of 2026-09-11 19:55:13.301 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 In the money Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 19:57:11.008 UTC Last $35.63 Breakeven $4.37 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	9	—	—	$0.00	$2.55	$20.80		$37.34	$35.50	$39.50	—	—	2	147
Call · $45 Daily-bar session Jul 17, 2026 Quote as of 2026-09-11 19:55:13.301 UTC Last $20.80 Breakeven $65.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 10, 2026 Model this call Put · $45 In the money Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:59:10.039 UTC Last $37.34 Breakeven $7.66 Implied vol — Delta — Gamma — Theta — Vega — Open interest 147 OI effective date Sep 10, 2026 Model this put
101	100	—	—	$0.00	$2.55	$19.75		$20.25	$40.00	$44.50	—	—	2	—
Call · $50 Daily-bar session Aug 6, 2026 Quote as of 2026-09-11 19:59:04.915 UTC Last $19.75 Breakeven $69.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 101 OI effective date Sep 10, 2026 Model this call Put · $50 In the money Daily-bar session Aug 5, 2026 Quote as of 2026-09-11 19:58:49.669 UTC Last $20.25 Breakeven $29.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
13	1	—	—	$0.00	$2.55	$15.50		—	$45.00	$49.50	—	—	—	—
Call · $55 Daily-bar session Jul 22, 2026 Quote as of 2026-09-11 13:39:08.844 UTC Last $15.50 Breakeven $70.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 OI effective date Sep 10, 2026 Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:55:02.098 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
300	6	—	—	$0.00	$0.10	$0.05		—	$50.00	$54.50	—	—	—	—
Call · $60 Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 13:32:41.750 UTC Last $0.05 Breakeven $60.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 300 OI effective date Sep 10, 2026 Model this call Put · $60 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:47.213 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$2.55	$10.60		—	$55.00	$59.50	—	—	—	—
Call · $65 Daily-bar session May 19, 2026 Quote as of 2026-09-11 13:39:24.274 UTC Last $10.60 Breakeven $75.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 10, 2026 Model this call Put · $65 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:58:48.498 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
111	1	—	—	$0.00	$0.10	$0.05		$38.80	$60.00	$64.50	—	—	1	—
Call · $70 Daily-bar session Aug 10, 2026 Quote as of 2026-09-11 13:32:19.406 UTC Last $0.05 Breakeven $70.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 111 OI effective date Sep 10, 2026 Model this call Put · $70 In the money Daily-bar session Jul 27, 2026 Quote as of 2026-09-11 19:57:21.467 UTC Last $38.80 Breakeven $31.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · May 19, 2026–Sep 11, 2026; 11 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

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) 94 filings 94 filers Visit website Investor relations