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Seres Therapeutics, Inc. Common Stock MCRB

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Market datapartial · fetched 2026-10-22T11:17:05.960Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:25:00.001251512Z

FundamentalsAlpha Vantage · unavailable

Share price$2.30
1D-1.7%
AH$2.26$2.30$2.34$2.37$2.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCRB
Sold putSold callAH

Seres Therapeutics, Inc. Common Stock options

Live interpolated MCRB call and put midpoint premiums by absolute delta.Seres Therapeutics, Inc. Common Stock$0.13$0.58$1.04$1.50$1.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMCRB PRICE$0.18$0.24$0.31$0.36$0.21$0.63$0.93$1.23$1.52$1.82
PutsCheap0.83×
CallsExpensive2.36×
SkewBullish-192.24 pp
Implied move——
TiltBearish64.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.97273.8%167.2%
25Δ6.49323.5%192.9%
30Δ7.01373.2%218.5%
35Δ7.26403.4%231.5%
40Δ3.81173.8%74.5%
45Δ
50Δ
55Δ
60Δ2.78104.9%6.8%
65Δ3.10111.1%5.8%
70Δ3.42117.3%4.8%
75Δ3.74123.5%3.8%
80Δ4.05129.7%2.9%

20Δ

Calls
Pseudo strike
5.97
IV
273.8%
B/E move
167.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.49
IV
323.5%
B/E move
192.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.01
IV
373.2%
B/E move
218.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.26
IV
403.4%
B/E move
231.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.81
IV
173.8%
B/E move
74.5%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
104.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
111.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
117.3%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
123.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
129.7%
B/E move
2.9%

Options history

No recorded observations