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Surrozen Inc SRZN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:54:53.310Z

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 · 2026-10-22T20:00:01.596387963Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:51.649520+00:00

Share price$25.75
1D+0.9%
AH$25.29$25.93$26.57$27.21$27.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRZN
Sold putSold callAH

Surrozen Inc options

Live interpolated SRZN call and put midpoint premiums by absolute delta.Surrozen Inc$0.52$2.48$4.44$6.40$8.35$12.77$20.02$27.27$34.52$41.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRZN spot · $25.75SRZN PRICE$0.74$0.98$1.22$1.47$1.83$2.19$2.55$2.91$3.26$3.77$4.27$5.00$6.34$0.93$1.23$1.50$1.77$2.04$2.70$3.35$4.01$4.67$5.32$6.11$6.95$7.79
PutsCheap0.65×
CallsCheap0.56×
SkewBullish-10.33 pp
Implied moveBearish±$5.90
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.46102.2%36.7%21.1998.0%21.3%
25Δ32.94101.2%31.7%22.2697.7%18.3%
30Δ31.42100.3%26.8%23.2094.1%15.7%
35Δ29.9499.4%22.0%24.1189.5%13.2%
40Δ28.9699.5%19.6%25.0285.1%10.8%
45Δ27.9799.7%17.1%25.9787.0%9.6%
50Δ26.9999.8%14.7%26.9189.0%8.5%
55Δ26.0199.9%12.3%27.8690.9%7.4%
60Δ25.03100.1%9.9%28.8092.9%6.3%
65Δ24.1099.7%8.2%29.7494.9%5.2%
70Δ23.1899.3%6.6%30.7892.8%4.2%
75Δ22.11102.7%5.3%31.8689.2%3.3%
80Δ20.58117.2%4.5%32.9385.6%2.3%

20Δ

Calls
Pseudo strike
34.46
IV
102.2%
B/E move
36.7%
Puts
Pseudo strike
21.19
IV
98.0%
B/E move
21.3%

25Δ

Calls
Pseudo strike
32.94
IV
101.2%
B/E move
31.7%
Puts
Pseudo strike
22.26
IV
97.7%
B/E move
18.3%

30Δ

Calls
Pseudo strike
31.42
IV
100.3%
B/E move
26.8%
Puts
Pseudo strike
23.20
IV
94.1%
B/E move
15.7%

35Δ

Calls
Pseudo strike
29.94
IV
99.4%
B/E move
22.0%
Puts
Pseudo strike
24.11
IV
89.5%
B/E move
13.2%

40Δ

Calls
Pseudo strike
28.96
IV
99.5%
B/E move
19.6%
Puts
Pseudo strike
25.02
IV
85.1%
B/E move
10.8%

45Δ

Calls
Pseudo strike
27.97
IV
99.7%
B/E move
17.1%
Puts
Pseudo strike
25.97
IV
87.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
26.99
IV
99.8%
B/E move
14.7%
Puts
Pseudo strike
26.91
IV
89.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
26.01
IV
99.9%
B/E move
12.3%
Puts
Pseudo strike
27.86
IV
90.9%
B/E move
7.4%

60Δ

Calls
Pseudo strike
25.03
IV
100.1%
B/E move
9.9%
Puts
Pseudo strike
28.80
IV
92.9%
B/E move
6.3%

65Δ

Calls
Pseudo strike
24.10
IV
99.7%
B/E move
8.2%
Puts
Pseudo strike
29.74
IV
94.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
23.18
IV
99.3%
B/E move
6.6%
Puts
Pseudo strike
30.78
IV
92.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
22.11
IV
102.7%
B/E move
5.3%
Puts
Pseudo strike
31.86
IV
89.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
20.58
IV
117.2%
B/E move
4.5%
Puts
Pseudo strike
32.93
IV
85.6%
B/E move
2.3%

Options history

No recorded observations