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Surrozen, Inc. Common Stock SRZN

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Market datapartial · fetched 2026-10-22T15:53:29.285Z

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 · 2026-10-22T15:51:47.388047005Z

FundamentalsAlpha Vantage · unavailable

Share price$27.39
1D+7.3%
$25.31$25.87$26.43$26.99$27.545:30 AM6:30 AM9:00 AM1:00 PMSRZN
Sold putSold call

Surrozen, Inc. Common Stock options

Live interpolated SRZN call and put midpoint premiums by absolute delta.Surrozen, Inc. Common Stock$0.14$5.11$10.09$15.07$20.05$13.11$20.99$28.86$36.74$44.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRZN spot · $27.39SRZN PRICE$0.68$0.95$1.22$1.49$1.76$2.14$2.58$3.01$3.45$3.88$4.38$5.06$5.73$1.05$1.36$1.68$2.18$2.75$3.32$3.89$4.46$5.68$7.21$8.73$11.98$18.61
PutsCheap0.78×
CallsCheap0.50×
SkewBearish+18.22 pp
Implied moveBearish±$6.47
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7085.3%29.2%22.38104.6%22.1%
25Δ33.6186.7%26.2%23.53101.4%19.1%
30Δ32.5388.2%23.2%24.6697.9%16.1%
35Δ31.4489.6%20.2%25.7097.5%14.1%
40Δ30.3591.1%17.2%26.6998.3%12.6%
45Δ29.3792.0%15.1%27.6999.1%11.0%
50Δ28.4592.7%13.3%28.6899.8%9.5%
55Δ27.5293.4%11.5%29.68100.6%8.0%
60Δ26.6094.1%9.7%31.20105.5%6.8%
65Δ25.6794.9%7.9%32.97112.4%5.9%
70Δ24.7295.4%6.3%34.75119.2%5.0%
75Δ23.7095.6%5.0%38.22132.8%4.2%
80Δ22.6995.8%3.7%45.02162.7%3.6%

20Δ

Calls
Pseudo strike
34.70
IV
85.3%
B/E move
29.2%
Puts
Pseudo strike
22.38
IV
104.6%
B/E move
22.1%

25Δ

Calls
Pseudo strike
33.61
IV
86.7%
B/E move
26.2%
Puts
Pseudo strike
23.53
IV
101.4%
B/E move
19.1%

30Δ

Calls
Pseudo strike
32.53
IV
88.2%
B/E move
23.2%
Puts
Pseudo strike
24.66
IV
97.9%
B/E move
16.1%

35Δ

Calls
Pseudo strike
31.44
IV
89.6%
B/E move
20.2%
Puts
Pseudo strike
25.70
IV
97.5%
B/E move
14.1%

40Δ

Calls
Pseudo strike
30.35
IV
91.1%
B/E move
17.2%
Puts
Pseudo strike
26.69
IV
98.3%
B/E move
12.6%

45Δ

Calls
Pseudo strike
29.37
IV
92.0%
B/E move
15.1%
Puts
Pseudo strike
27.69
IV
99.1%
B/E move
11.0%

50Δ

Calls
Pseudo strike
28.45
IV
92.7%
B/E move
13.3%
Puts
Pseudo strike
28.68
IV
99.8%
B/E move
9.5%

55Δ

Calls
Pseudo strike
27.52
IV
93.4%
B/E move
11.5%
Puts
Pseudo strike
29.68
IV
100.6%
B/E move
8.0%

60Δ

Calls
Pseudo strike
26.60
IV
94.1%
B/E move
9.7%
Puts
Pseudo strike
31.20
IV
105.5%
B/E move
6.8%

65Δ

Calls
Pseudo strike
25.67
IV
94.9%
B/E move
7.9%
Puts
Pseudo strike
32.97
IV
112.4%
B/E move
5.9%

70Δ

Calls
Pseudo strike
24.72
IV
95.4%
B/E move
6.3%
Puts
Pseudo strike
34.75
IV
119.2%
B/E move
5.0%

75Δ

Calls
Pseudo strike
23.70
IV
95.6%
B/E move
5.0%
Puts
Pseudo strike
38.22
IV
132.8%
B/E move
4.2%

80Δ

Calls
Pseudo strike
22.69
IV
95.8%
B/E move
3.7%
Puts
Pseudo strike
45.02
IV
162.7%
B/E move
3.6%

Options history

No recorded observations