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Abstract Maintaining stable drug concentrations in the bloodstream is a challenge for injectable hydrophobic progestin contraceptives. This work investigates porous silicon dioxide (pSiO₂) microparticles as a delivery vehicle for progestins via melt‐infiltration of drugs into the mesopores. The pSiO₂is prepared through electrochemical anodization of single‐crystalline silicon followed by thermal oxidation, yielding vertically oriented pores (≈50 nm diameter) with porosity varied (between 35–75%) to optimize drug loading and release. Among the progestins tested, etonogestrel and levonorgestrel (LNG) decompose near their melting points, preventing melt infiltration. However, addition of 20% cholesterol by mass suppresses the melting point of LNG sufficiently to enable loading without degradation. Mass loadings exceeding 50% (drug: drug + carrier) are achieved for segesterone acetate (SEG) and LNG, retaining drug crystallinity as confirmed by X‐ray diffraction. In vitro, both SEG and LNG‐loaded pSiO₂display sustained drug release for up to 3 months, with reduced burst release, more constant steady‐state concentrations, and a substantially reduced tail compared to pure LNG or SEG, or SEG loaded into pSiO₂from a chloroform solution. In a pilot in vivo study, SEG‐loaded pSiO₂microparticles are well tolerated in 20‐week‐old female rats over a 25‐week period, with no signs of toxicity.