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Seres Therapeutics, Inc. Common Stock MCRB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:19:48.978Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:19:29.603269906Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:19:48.068743+00:00

Share price$1.48
1D-3.5%
$1.47$1.50$1.53$1.56$1.595:30 AM6:30 AM9:00 AM1:00 PMMCRB
Sold putSold call

Seres Therapeutics, Inc. Common Stock options

Live interpolated MCRB call and put midpoint premiums by absolute delta.Seres Therapeutics, Inc. Common Stock$0.11$1.35$2.59$3.82$5.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMCRB PRICE$0.25$1.87$2.58$3.29$3.99$4.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.94427.0%2547.8%
25Δ
30Δ
35Δ2.74359.8%41.3%
40Δ3.51352.6%37.1%
45Δ4.28345.4%33.0%
50Δ5.05338.3%28.8%
55Δ5.82331.1%24.6%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
38.94
IV
427.0%
B/E move
2547.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.74
IV
359.8%
B/E move
41.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
352.6%
B/E move
37.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
345.4%
B/E move
33.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.05
IV
338.3%
B/E move
28.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.82
IV
331.1%
B/E move
24.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations