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Septerna, Inc. Common Stock SEPN

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Market datapartial · fetched 2026-10-23T00:56:18.108Z

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 · 2026-10-22T20:00:09.700182815Z

FundamentalsAlpha Vantage · unavailable

Share price$40.88
1D+0.0%
AH$39.54$40.13$40.71$41.30$41.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEPN
Sold putSold callAH

Septerna, Inc. Common Stock options

Live interpolated SEPN call and put midpoint premiums by absolute delta.Septerna, Inc. Common Stock$2.24$4.21$6.18$8.16$10.13$28.15$34.48$40.82$47.15$53.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEPN spot · $40.88SEPN PRICE$2.45$2.50$2.93$3.11$3.71$4.45$5.44$6.15$7.02$8.57$2.45$2.45$2.45$2.58$3.10$3.70$4.24$5.09$5.76$6.96$7.78$8.67$9.56
PutsExpensive1.29×
CallsExpensive1.40×
SkewBearish+1.13 pp
Implied moveBearish±$7.34
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.32153.1%29.4%
25Δ34.59119.6%21.4%
30Δ36.9296.4%15.7%
35Δ48.21106.1%23.9%38.5183.1%12.1%
40Δ44.9887.2%16.2%39.7381.9%10.4%
45Δ43.5385.8%13.6%40.9181.9%9.0%
50Δ41.9877.0%10.3%42.0579.5%7.5%
55Δ40.8879.7%9.1%43.3281.1%6.5%
60Δ39.7083.4%8.0%44.4879.1%5.3%
65Δ38.3990.2%7.2%46.0281.8%4.5%
70Δ37.1089.2%5.8%47.2478.9%3.5%
75Δ35.7189.1%4.5%48.4975.6%2.6%
80Δ33.8496.6%3.7%49.7472.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.32
IV
153.1%
B/E move
29.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.59
IV
119.6%
B/E move
21.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.92
IV
96.4%
B/E move
15.7%

35Δ

Calls
Pseudo strike
48.21
IV
106.1%
B/E move
23.9%
Puts
Pseudo strike
38.51
IV
83.1%
B/E move
12.1%

40Δ

Calls
Pseudo strike
44.98
IV
87.2%
B/E move
16.2%
Puts
Pseudo strike
39.73
IV
81.9%
B/E move
10.4%

45Δ

Calls
Pseudo strike
43.53
IV
85.8%
B/E move
13.6%
Puts
Pseudo strike
40.91
IV
81.9%
B/E move
9.0%

50Δ

Calls
Pseudo strike
41.98
IV
77.0%
B/E move
10.3%
Puts
Pseudo strike
42.05
IV
79.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
40.88
IV
79.7%
B/E move
9.1%
Puts
Pseudo strike
43.32
IV
81.1%
B/E move
6.5%

60Δ

Calls
Pseudo strike
39.70
IV
83.4%
B/E move
8.0%
Puts
Pseudo strike
44.48
IV
79.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
38.39
IV
90.2%
B/E move
7.2%
Puts
Pseudo strike
46.02
IV
81.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
37.10
IV
89.2%
B/E move
5.8%
Puts
Pseudo strike
47.24
IV
78.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
35.71
IV
89.1%
B/E move
4.5%
Puts
Pseudo strike
48.49
IV
75.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
33.84
IV
96.6%
B/E move
3.7%
Puts
Pseudo strike
49.74
IV
72.4%
B/E move
1.7%

Options history

No recorded observations