/usr/share/sagemath/bin/sage-grep is in sagemath-common 8.1-7ubuntu1.
This file is owned by root:root, with mode 0o755.
The actual contents of the file can be viewed below.
1 2 3 4 5 | #!/usr/bin/env bash
cd "$SAGE_SRC"
find sage -print | GREP_OPTIONS= egrep '.py([xdi])?$' | xargs grep "$@"
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