SAB Biotherapeutics Inc (SABS) Straddle

Trading a SABS straddle lets you take a pure volatility position on SAB Biotherapeutics Inc without committing to a direction. SAB Biotherapeutics Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate SABS straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on SABS profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when SAB Biotherapeutics Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the SABS straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

SAB Biotherapeutics, Inc., a clinical-stage biopharmaceutical company, engages in the development of immunotherapies based on human antibodies. It has applied advanced genetic engineering and antibody science to develop transchromosomic bovine herds that produce fully human antibodies targeted at specific diseases, including infectious diseases comprising COVID-19 and influenza, immune and autoimmune disorders, such as type 1 diabetes, organ transplantation, and cancer. The company uses its DiversitAb immunotherapy platform to produce fully-human polyclonal antibodies without the need for human donors.

Its lead product candidates include SAB-185, a fully-human polyclonal antibody therapeutic candidate that is in Phase III clinical trial for the treatment of COVID-19; and SAB-176, a fully-human polyclonal antibody therapeutic candidate that is in development to treat or prevent severe influenza. The company's pre-clinical product candidates in development for autoimmune diseases include SAB-142 for type 1 diabetes and organ transplant induction/rejection. The company was founded in 2014 and is based in Sioux Falls, South Dakota.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the SABS straddle is the cleanest expression of that view. Our scanner prices every SABS straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a SABS straddle into a catalyst or short a SABS straddle to harvest decay, the options straddle setups that matter are all in one place.