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Seres Therapeutics, Inc. Common Stock MCRB

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Market datapartial · fetched 2026-10-22T16:05:55.598Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:05:29.027298545Z

FundamentalsAlpha Vantage · unavailable

Share price$2.16
1D-6.3%
$2.00$2.08$2.16$2.24$2.325:30 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$0.00$6.79$13.58$20.38$27.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMCRB PRICE$0.25$0.31$0.38$0.45$0.52$0.59$0.67$0.77$0.92$1.01$1.02$15.95$25.17$24.50$19.46$15.52
PutsExpensive2.56×
CallsExpensive2.43×
SkewBearish+9.95 pp
Implied move——
TiltBearish87.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.75251.2%594.2%
25Δ13.88268.8%557.3%
30Δ13.02286.5%520.5%
35Δ12.15304.2%483.6%
40Δ11.29321.9%446.8%
45Δ10.42339.5%410.0%
50Δ8.93346.2%344.5%
55Δ8.33363.1%321.6%
60Δ10.98425.1%451.0%17.81346.0%13.6%
65Δ10.21420.2%419.1%27.17390.2%7.7%
70Δ4.85325.8%171.5%26.58365.9%4.0%
75Δ21.57324.5%2.3%
80Δ17.66283.5%0.5%

20Δ

Calls
Pseudo strike
14.75
IV
251.2%
B/E move
594.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.88
IV
268.8%
B/E move
557.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.02
IV
286.5%
B/E move
520.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.15
IV
304.2%
B/E move
483.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.29
IV
321.9%
B/E move
446.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.42
IV
339.5%
B/E move
410.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.93
IV
346.2%
B/E move
344.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.33
IV
363.1%
B/E move
321.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.98
IV
425.1%
B/E move
451.0%
Puts
Pseudo strike
17.81
IV
346.0%
B/E move
13.6%

65Δ

Calls
Pseudo strike
10.21
IV
420.2%
B/E move
419.1%
Puts
Pseudo strike
27.17
IV
390.2%
B/E move
7.7%

70Δ

Calls
Pseudo strike
4.85
IV
325.8%
B/E move
171.5%
Puts
Pseudo strike
26.58
IV
365.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.57
IV
324.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.66
IV
283.5%
B/E move
0.5%

Options history

No recorded observations