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Asana, Inc. Class A Common Stock ASAN

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Market dataready · fetched 2026-11-03T15:52:02.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T15:51:56.737488079Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-03T15:43:20.027571+00:00

Share price$11.12
1D+2.8%
$10.54$10.69$10.85$11.00$11.165:30 AM6:30 AM9:00 AM1:00 PMASAN
Sold putSold call

Asana, Inc. Class A Common Stock options

Live interpolated ASAN call and put midpoint premiums by absolute delta.Asana, Inc. Class A Common Stock$0.12$0.65$1.17$1.70$2.23$8.20$9.60$11.00$12.40$13.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ASAN spot · $11.12ASAN PRICE$0.18$0.23$0.32$0.40$0.48$0.56$0.65$0.73$0.86$1.01$1.15$1.30$2.07$0.22$0.29$0.38$0.47$0.56$0.66$0.82$0.98$1.13$1.29$1.45
Puts——
CallsCheap0.83×
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.9471.6%18.1%9.8075.6%13.8%
25Δ12.4769.8%14.3%10.1273.7%11.6%
30Δ12.2470.1%12.9%10.3573.4%10.3%
35Δ12.0070.4%11.6%10.5973.2%9.0%
40Δ11.7670.7%10.2%10.8272.9%7.7%
45Δ11.5371.0%8.8%11.0672.6%6.5%
50Δ11.2971.2%7.4%11.3072.4%5.7%
55Δ11.0671.5%6.0%11.5472.2%5.0%
60Δ10.8271.8%5.1%11.7872.0%4.2%
65Δ10.5972.1%4.3%12.0271.8%3.4%
70Δ10.3672.3%3.6%12.2671.6%2.7%
75Δ10.1372.6%2.8%
80Δ9.29101.4%2.2%

20Δ

Calls
Pseudo strike
12.94
IV
71.6%
B/E move
18.1%
Puts
Pseudo strike
9.80
IV
75.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
12.47
IV
69.8%
B/E move
14.3%
Puts
Pseudo strike
10.12
IV
73.7%
B/E move
11.6%

30Δ

Calls
Pseudo strike
12.24
IV
70.1%
B/E move
12.9%
Puts
Pseudo strike
10.35
IV
73.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
12.00
IV
70.4%
B/E move
11.6%
Puts
Pseudo strike
10.59
IV
73.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
11.76
IV
70.7%
B/E move
10.2%
Puts
Pseudo strike
10.82
IV
72.9%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.53
IV
71.0%
B/E move
8.8%
Puts
Pseudo strike
11.06
IV
72.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
11.29
IV
71.2%
B/E move
7.4%
Puts
Pseudo strike
11.30
IV
72.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
11.06
IV
71.5%
B/E move
6.0%
Puts
Pseudo strike
11.54
IV
72.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
10.82
IV
71.8%
B/E move
5.1%
Puts
Pseudo strike
11.78
IV
72.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
10.59
IV
72.1%
B/E move
4.3%
Puts
Pseudo strike
12.02
IV
71.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
10.36
IV
72.3%
B/E move
3.6%
Puts
Pseudo strike
12.26
IV
71.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.13
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.29
IV
101.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.92%
Daily EOD
ASAN69.2%71.2%73.2%2026-10-19: 70.76%2026-10-21: 69.52%2026-10-22: 70.95%2026-10-23: 70.93%2026-10-26: 70.72%2026-10-27: 71.76%2026-10-28: 71.62%2026-10-30: 72.92%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.76%
69.52%
70.95%
70.93%
70.72%
71.76%
71.62%
72.92%