SELLAS Life Sciences Group (SLS) Options Chain

NASDAQ: SLSHealth CareBiotechnology: Pharmaceutical PreparationsUSD

11.65+0.39 (+3.46%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Jan 15, 2027
Days to expiration: 96
Share price: $11.65
Put/call ratio (OI): 0.23
Put/call ratio (volume): 0.03
ATM implied volatility: 185.7%
Expected move: ±$11.10
Open interest (C / P): 353.05K / 82.82K

SLS options summary

The SLS options chain for the January 15, 2027 expiration lists 36 call and 36 put contracts, with 96 days until expiration. Open interest stands at 353,054 calls and 82,817 puts, a put/call ratio of 0.23, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $12.00 strike is 185.7%, which implies the market expects a move of about ±$11.10 (95.3%) in SELLAS Life Sciences Group stock by expiration.

The most open interest sits at the $5.00 call (65.05K contracts) and the $6.00 put (24.85K contracts).

Summary generated from market data by MetaCap's automated system. Methodology

SLS options chain · January 15, 2027

SLS calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
1,203	5	457.8%	10.40	10.20	11.30	0.50	0.00	0.10	0.05	346.9%	20	539
6,263	10	298.4%	10.62	10.20	11.30	1.00	0.00	0.15	0.11	281.3%	20	851
6,833	1	343.8%	10.00	9.40	10.50	1.50	0.00	0.15	0.10	230.5%	3	492
13,552	1	275.8%	9.80	9.40	10.50	2.00	0.10	0.20	0.15	228.9%	2	4,917
29,410	260	227.7%	9.30	9.10	9.70	2.50	0.10	0.35	0.35	221.1%	32	2,298
14,351	100	189.4%	8.00	8.50	9.20	3.00	0.30	0.40	0.31	221.9%	147	3,223
13,715	3	189.1%	8.12	8.00	8.90	3.50	0.40	0.80	0.46	237.5%	10	721
11,532	20	206.6%	6.92	7.60	8.80	4.00	0.30	1.00	0.60	219.9%	17	938
2,567	10	210.2%	7.01	7.50	8.30	4.50	0.70	1.55	0.90	251.6%	1	204
65,054	126	190.4%	7.20	7.20	7.60	5.00	0.80	1.20	0.91	215.8%	1	4,873
1,423	10	200.6%	7.20	6.80	7.60	5.50	1.00	1.40	1.09	214.1%	5	740
4,885	2	215.5%	6.80	6.60	7.60	6.00	1.15	1.35	1.31	199.2%	20	24,854
8,050	19	193.8%	5.94	5.70	6.90	7.00	1.60	1.95	1.75	202.5%	3	11,820
1,897	1	198.5%	5.80	5.40	6.40	8.00	2.10	2.45	2.35	200.1%	2	1,089
540	2	191.3%	5.10	4.90	5.80	9.00	2.20	3.10	2.90	188.6%	1	1,406
25,055	135	190.6%	5.00	4.80	5.10	10.00	3.20	3.70	3.42	198.4%	12	11,672
19,231	5	193.1%	4.60	4.40	4.90	11.00	3.70	4.30	4.10	193.1%	9	492
SLS $11.65
10,505	21	198.4%	4.30	4.30	4.60	12.00	3.60	4.90	4.80	173.1%	31	358
1,813	10	188.6%	4.00	3.70	4.20	13.00	5.00	5.80	5.85	193.1%	1	560
2,270	110	197.8%	3.80	3.70	4.10	14.00	6.00	6.50	6.10	197.8%	210	6,725
41,920	11,409	188.6%	3.43	3.20	3.70	15.00	6.40	7.30	7.18	190.7%	40	1,065
2,557	312	195.7%	3.10	3.10	3.70	16.00	7.40	8.00	7.80	193.6%	1	611
541	1	193.5%	3.10	2.90	3.40	17.00	8.10	8.80	8.80	191.4%	11	35
3,529	16	195.9%	2.85	2.65	3.40	18.00	8.90	9.70	9.30	192.8%	26	147
567	1	191.4%	2.80	2.40	3.10	19.00	9.80	11.60	10.40	216.6%	1	127
3,028	267	191.7%	2.65	2.40	2.80	20.00	10.40	11.20	11.27	185.4%	4	57
577	3	187.2%	2.50	2.05	2.65	21.00	11.40	12.30	12.20	193.5%	9	224
1,378	25	190.6%	2.05	2.05	2.55	22.00	12.30	13.10	13.00	192.8%	23	337
25	2	192.7%	1.95	2.00	2.45	23.00	13.10	13.90	13.70	189.5%	9	19
715	2	192.2%	2.10	2.00	2.20	24.00	14.10	14.80	14.80	192.3%	9	572
2,148	93	191.4%	2.15	1.80	2.15	25.00	14.60	15.70	15.70	183.8%	9	43
123	1	193.6%	1.82	1.70	2.15	26.00	15.80	16.60	16.50	190.3%	14	24
153	10	193.3%	2.25	1.50	2.15	27.00	16.90	17.50	17.50	194.4%	29	84
92	1	194.9%	1.75	1.50	2.05	28.00	17.60	18.40	19.00	189.3%	8	476
163	2	187.2%	1.67	1.20	1.85	29.00	18.50	19.30	19.30	188.4%	25	49
55,389	12,156	189.6%	1.62	1.30	1.70	30.00	19.70	20.30	20.20	196.5%	19	175

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the SLS put/call ratio?

For the January 15, 2027 expiration, the SLS put/call ratio based on open interest is 0.23 (82,817 puts vs 353,054 calls), and 0.03 based on today's volume. A ratio above 1 means more puts than calls.

What is SLS's implied volatility?

At-the-money implied volatility for SLS options expiring January 15, 2027 is about 185.7%, an annualized estimate of how much the market expects SELLAS Life Sciences Group stock to move.

How many SLS option expiration dates are there?

SLS has 11 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.