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SABSSAB Biotherapeutics, Inc. Common Stock

Options Analysis Report•BIOLOGICAL PRODUCTS, (NO DIAGNOSTIC SUBSTANCES)
Market Cap $345M|NASDAQ
● 2026-08-28$3.79
VERY BULLISH
Analysis: 2026-08-27 EOD data
1Y +78.8%YTD +0.5%7D +0.3%
2
30D
±8.6%
1%

SABS Options Overview

IV is elevated with bullish flow. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SABS Gamma Walls

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Value

Is IV priced right?

4.1
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 89.4% — elevated vs history

<1.05x

IV/HV 1.89x — IV premium over HV

Sector Relative≤50%

Sector percentile 75% — above sector median

<1.1x

Front/Back 1.00x — flat

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 75.7% — normal range

<80%

Effective IV 163.1% (ATM 75.7% + spread 43.7% + bias) — expensive

<3.0%

Total drag 44.12% (spread 43.71% + slippage 0.41%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 43.71%) — spread drag

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +0%, Raw: +0%)
|net sentiment| ≥25%

Conviction-weighted: +0% (neutral) — Raw: +0%

≥15%

|OI skew| 31.6% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +31.6% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +0%, OTM: +0% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

1.5
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.0x avg — normal

≥15%

Vol/OI 0.1% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -7.9% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 3% — quiet vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +0 (neutral) — mixed

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 43.7% — wide

≥10,000

OI 3,002 — thin

≥500

Volume 2/day — thin

≤$0.50

$2.19 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 89% — much wider than sector

≥100 contracts

Depth 52.0 contracts (bid:26.5 ask:25.5) — thin

<1.0%

Avg slippage 0.41% — excellent

Timing

Is now a good time?

5.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks3/9 checks passed
|slope| ≥5%

Slope +0.0% — flat/unclear

<30 or >70

IV percentile 89% — seller opportunity

≥10pts kink

IV kink 0.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

1 liquid expirations — limited

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +0% @ 50% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV fair, bullish flow
Long Puts3.8
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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