Making cinnamon buns and recipe calls for dry yeast, I don't have any yeast and was hoping someone has encountered same issue. Any suggestions to alternatives?
Probably the best advice is to look up a recipe that doesn't need yeast to begin with (searching "cinnamon roll without yeast" got me a bunch of recipes), or you can try looking for "quick" versions of cinnamon rolls - quick-bread is, well, quicker to make because chemical leaveners are faster than using yeast, so again you should be able to find recipes that don't rely on yeast among those labeled "quick", "fast", and so on.
It will be a lot, a lot easier to find a recipe with an alternative leavening, and even taking the time to find a good one that suits your needs, rather than trying to come up with an alternate leavening agent, and substitute it into your recipe, without risking unpleasant changes to your recipe when the substitution doesn't act like the recipe expects.
Alternately, you could, well, go out and buy yeast, or else grow your own yeast with a sourdough starter and look for cinnamon roll recipes that will work with a sourdough, um, dough - though that will take a lot more time than going out to buy yeast.