  Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in
${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d}
L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional
rotationally invariant $\alpha$-stable process, $b:{\mathbb R}_+\times{\mathbb
R}^d\to{\mathbb R}^d$ and $a:{\mathbb R}_+\times{\mathbb R}^d\to{\mathbb
R}^d\otimes{\mathbb R}^d$ are H{\"o}lder continuous functions in space, with
respective order $\beta,\gamma\in (0,1)$ such that $(\beta\wedge
\gamma)+\alpha>1$, uniformly in $t$. Here $b$ may be unbounded.When $a$ is
bounded and uniformly elliptic, we show that the unique solution $X_t(x)$ of
the above SDE admits a continuous density, which enjoys sharp two-sided
estimates. We also establish sharp upper-bound for the logarithmic derivative.
In particular, we cover the whole supercritical range $\alpha\in (0,1) $.Our
proof is based on ad hoc parametrix expansions and probabilistic techniques.
