Cassava Sciences Inc. (SAVA) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Cassava Sciences Inc.

NASDAQ: SAVA · Real-Time Price · USD
2.16
0.01 (0.47%)
At close: Sep 05, 2025, 3:59 PM
2.17
0.45%
After-hours: Sep 05, 2025, 04:25 PM EDT

SAVA Option Overview

Overview for all option chains of SAVA. As of September 05, 2025, SAVA options have an IV of 130.75% and an IV rank of n/a. The volume is 389 contracts, which is 89.43% of average daily volume of 435 contracts. The volume put-call ratio is 0.47, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
130.75%
IV Rank
< 0.01%
Historical Volatility
64.25%
IV Low
137.16% on Aug 14, 2025
IV High
270.61% on Apr 16, 2025

Open Interest (OI)

Today's Open Interest
49,681
Put-Call Ratio
0.13
Put Open Interest
5,871
Call Open Interest
43,810
Open Interest Avg (30-day)
47,388
Today vs Open Interest Avg (30-day)
104.84%

Option Volume

Today's Volume
389
Put-Call Ratio
0.47
Put Volume
124
Call Volume
265
Volume Avg (30-day)
435
Today vs Volume Avg (30-day)
89.43%

Option Chain Statistics

This table provides a comprehensive overview of all SAVA options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 05, 2025 14 0 0 435 49 0.11 500% 2
Sep 12, 2025 24 1 0.04 255 39 0.15 159.32% 2
Sep 19, 2025 32 35 1.09 631 401 0.64 130.75% 2.5
Sep 26, 2025 31 2 0.06 285 59 0.21 128.83% 2
Oct 03, 2025 10 0 0 40 62 1.55 115.4% 2
Oct 10, 2025 0 0 0 38 2 0.05 94.53% 2
Oct 17, 2025 0 0 0 179 38 0.21 102.28% 2.5
Oct 24, 2025 0 1 0 0 0 0 102.42% 0.5
Nov 21, 2025 11 8 0.73 2,761 1,122 0.41 100.53% 2.5
Jan 16, 2026 5 10 2 24,043 2,524 0.1 171.92% 2.5
Feb 20, 2026 0 40 0 647 182 0.28 94.14% 2
Dec 18, 2026 0 0 0 1 0 0 n/a 7
Jan 15, 2027 138 27 0.2 14,495 1,393 0.1 109.93% 1.5