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CASSAVA SCIENCES INC (SAVA) Option Chains Report Date:

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Symbol Name Implied Vol Historical Vol Price Change
SAVA CASSAVA SCIENCES INC   1.491 1.763 36.33 -1.08

 
2022-01-21 - Calls 2022-01-21 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 0.49 3.80 1.46 0.00 34 0  S   34 SAVA 0.00 0.57 0.14 0.00 92 0  S  
SAVA 0.40 1.98 1.20 0.00 251 313  S   35 SAVA 0.01 0.18 0.11 0.00 2943 4232  S  
SAVA 0.05 0.75 0.57 0.00 404 0  S   36 SAVA 0.00 0.49 0.16 0.00 113 0  S  
SAVA 0.00 0.20 0.25 0.00 1023 31  S   37 SAVA 0.70 1.75 1.23 0.00 296 501  S  
SAVA 0.00 0.43 0.02 0.00 184 51  S   38 SAVA 1.25 2.80 2.56 0.00 200 308  S  
SAVA 0.00 0.11 0.10 0.00 105 48  S   39 SAVA 1.61 3.85 3.20 0.00 460 656  S  
 
2022-01-28 - Calls 2022-01-28 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 3.50 4.40 4.00 4.46 31 0  W   34 SAVA 1.52 2.05 1.97 2.13 52 0  W  
SAVA 2.91 4.25 3.30 3.92 123 16  W   35 SAVA 1.94 2.54 2.40 2.59 202 677  W  
SAVA 2.41 3.40 2.57 3.42 246 4  W   36 SAVA 2.22 3.30 2.67 3.09 330 3  W  
SAVA 2.20 2.81 2.33 2.97 279 17  W   37 SAVA 2.83 3.65 3.25 3.64 108 412  W  
SAVA 1.80 2.45 1.92 2.57 245 39  W   38 SAVA 3.25 4.30 3.80 4.24 117 103  W  
SAVA 1.34 1.84 1.54 2.22 62 21  W   39 SAVA 3.75 4.95 4.50 4.89 80 82  W  
 
2022-02-04 - Calls 2022-02-04 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 4.05 5.80 0.00 5.90 0 0  W   34 SAVA 1.33 4.70 3.50 3.57 1 0  W  
SAVA 3.85 5.75 4.00 5.41 66 0  W   35 SAVA 2.59 4.60 3.95 4.07 117 96  W  
SAVA 3.40 5.00 3.80 4.95 58 1  W   36 SAVA 3.40 4.80 4.47 4.61 40 3  W  
SAVA 3.05 4.45 3.40 4.52 36 37  W   37 SAVA 3.55 7.00 5.35 5.18 24 49  W  
SAVA 2.28 3.80 3.30 4.12 5 7  W   38 SAVA 4.40 7.55 5.95 5.79 14 42  W  
SAVA 2.16 4.65 2.90 3.75 6 88  W   39 SAVA 4.85 7.05 6.60 6.42 18 35  W  
 
2022-02-11 - Calls 2022-02-11 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 5.05 8.05 0.00 6.99 0 0  W   34 SAVA 2.96 5.20 0.00 4.65 0 0  W  
SAVA 4.65 7.50 5.85 6.52 41 14  W   35 SAVA 4.60 6.15 5.00 5.18 92 109  W  
SAVA 4.60 6.60 5.00 6.08 11 0  W   36 SAVA 3.65 7.45 6.10 5.74 4 2  W  
SAVA 3.75 7.05 5.76 5.67 42 38  W   37 SAVA 5.05 7.65 6.60 6.33 37 85  W  
SAVA 4.25 6.25 5.25 5.28 8 2  W   38 SAVA 5.65 8.30 7.02 6.94 7 19  W  
SAVA 3.40 6.00 4.02 4.91 1 1  W   39 SAVA 6.25 9.05 7.65 7.57 12 15  W  
 
2022-02-18 - Calls 2022-02-18 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 6.45 8.30 7.36 7.45 102 206  S   35 SAVA 6.70 7.00 6.98 6.10 198 2957  S  
 
2022-02-25 - Calls 2022-02-25 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 7.70 10.90 0.00 8.69 0 0  W   34 SAVA 5.40 9.25 0.00 6.33 0 0  W  
SAVA 7.20 10.35 8.94 8.26 2 8  W   35 SAVA 7.55 8.20 8.10 6.90 40 137  W  
SAVA 7.00 9.35 0.00 7.85 0 0  W   36 SAVA 7.10 9.45 7.63 7.49 1 1  W  
SAVA 6.40 10.00 8.00 7.45 1 1  W   37 SAVA 7.95 11.00 9.81 8.10 30 2  W  
SAVA 6.30 9.30 7.50 7.08 6 2  W   38 SAVA 8.55 12.00 9.65 8.73 3 82  W  
SAVA 5.85 8.85 7.00 6.73 1 4  W   39 SAVA 9.30 12.50 10.00 9.37 0 63  W  
 
2022-03-04 - Calls 2022-03-04 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 7.95 11.35 0.00 9.40 0 0  W   34 SAVA 6.15 9.95 0.00 7.03 0 0  W  
SAVA 8.00 10.95 14.00 8.98 0 2  W   35 SAVA 7.25 10.50 8.00 7.61 6 22  W  
SAVA 7.40 9.85 9.80 8.58 1 0  W   36 SAVA 7.85 11.20 9.45 8.21 1 1  W  
SAVA 7.15 10.45 0.00 8.20 0 0  W   37 SAVA 8.70 11.95 0.00 8.83 0 0  W  
SAVA 6.25 9.95 0.00 7.84 0 0  W   38 SAVA 8.70 12.50 0.00 9.47 0 0  W  
SAVA 6.55 9.75 7.80 7.49 3 2  W   39 SAVA 9.80 13.00 9.60 10.12 0 31  W  
 
2022-03-18 - Calls 2022-03-18 - Puts
Symbol Bid Ask Price TPrice Volume OI NS   Strike Symbol Bid Ask Price TPrice Volume OI NS  
SAVA 8.65 11.85 9.50 10.25 50 2  S   35 SAVA 8.70 11.55 9.42 8.86 29 0  S  


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