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Septerna, Inc. Common Stock SEPN

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Market datapartial · fetched 2026-10-23T17:03:25.277Z

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 · 2026-10-23T17:03:01.760328444Z

FundamentalsAlpha Vantage · unavailable

Share price$40.25
1D+1.6%
$39.53$39.98$40.43$40.88$41.335:30 AM6:30 AM9:00 AM1:00 PMSEPN
Sold putSold call

Septerna, Inc. Common Stock options

Live interpolated SEPN call and put midpoint premiums by absolute delta.Septerna, Inc. Common Stock$2.70$3.55$4.40$5.25$6.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESEPN PRICE$4.43$2.79$3.28$3.82$4.50$5.17$5.85
PutsExpensive1.23×
CallsExpensive1.35×
SkewNeutral-0.18 pp
Implied move——
TiltBearish70.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ37.7691.5%13.1%
40Δ39.0488.7%11.1%
45Δ40.3086.3%9.4%
50Δ41.4984.7%8.1%
55Δ42.6783.1%6.8%
60Δ39.0986.1%8.1%43.8681.5%5.6%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
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
37.76
IV
91.5%
B/E move
13.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.04
IV
88.7%
B/E move
11.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.30
IV
86.3%
B/E move
9.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.49
IV
84.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.67
IV
83.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
39.09
IV
86.1%
B/E move
8.1%
Puts
Pseudo strike
43.86
IV
81.5%
B/E move
5.6%

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

No recorded observations