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Surrozen, Inc. Common Stock SRZN

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Market datapartial · fetched 2026-10-23T20:46:15.961Z

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 · 2026-10-23T20:37:32.997211578Z

FundamentalsAlpha Vantage · unavailable

Share price$25.48
1D+1.5%
AH$24.46$25.02$25.58$26.14$26.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRZN
Sold putSold callAH

Surrozen, Inc. Common Stock options

Live interpolated SRZN call and put midpoint premiums by absolute delta.Surrozen, Inc. Common Stock$0.47$2.64$4.81$6.99$9.16$14.47$19.77$25.07$30.37$35.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRZN spot · $25.48SRZN PRICE$0.70$0.92$1.14$1.43$1.75$2.07$2.40$2.72$3.08$3.51$3.95$4.54$5.49$0.92$1.23$1.57$1.96$2.34$2.89$3.51$4.14$4.76$5.38$6.25$7.39$8.53
PutsCheap0.77×
CallsCheap0.83×
SkewBearish+1.77 pp
Implied moveBearish±$5.91
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7399.0%35.1%21.0298.3%21.1%
25Δ32.1697.7%29.8%22.0299.1%18.4%
30Δ30.6096.4%24.6%22.9699.2%16.1%
35Δ29.4295.9%21.1%23.8598.6%14.1%
40Δ28.4895.9%18.6%24.7598.1%12.1%
45Δ27.5495.9%16.2%25.6897.9%10.6%
50Δ26.6095.9%13.8%26.6497.9%9.2%
55Δ25.6695.9%11.4%27.5997.8%7.9%
60Δ24.7695.5%9.2%28.5597.8%6.6%
65Δ23.9294.3%7.7%29.5097.7%5.3%
70Δ23.0893.0%6.1%30.6697.3%4.2%
75Δ22.1393.9%4.7%32.0496.4%3.3%
80Δ20.9599.5%3.8%33.4195.6%2.4%

20Δ

Calls
Pseudo strike
33.73
IV
99.0%
B/E move
35.1%
Puts
Pseudo strike
21.02
IV
98.3%
B/E move
21.1%

25Δ

Calls
Pseudo strike
32.16
IV
97.7%
B/E move
29.8%
Puts
Pseudo strike
22.02
IV
99.1%
B/E move
18.4%

30Δ

Calls
Pseudo strike
30.60
IV
96.4%
B/E move
24.6%
Puts
Pseudo strike
22.96
IV
99.2%
B/E move
16.1%

35Δ

Calls
Pseudo strike
29.42
IV
95.9%
B/E move
21.1%
Puts
Pseudo strike
23.85
IV
98.6%
B/E move
14.1%

40Δ

Calls
Pseudo strike
28.48
IV
95.9%
B/E move
18.6%
Puts
Pseudo strike
24.75
IV
98.1%
B/E move
12.1%

45Δ

Calls
Pseudo strike
27.54
IV
95.9%
B/E move
16.2%
Puts
Pseudo strike
25.68
IV
97.9%
B/E move
10.6%

50Δ

Calls
Pseudo strike
26.60
IV
95.9%
B/E move
13.8%
Puts
Pseudo strike
26.64
IV
97.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
25.66
IV
95.9%
B/E move
11.4%
Puts
Pseudo strike
27.59
IV
97.8%
B/E move
7.9%

60Δ

Calls
Pseudo strike
24.76
IV
95.5%
B/E move
9.2%
Puts
Pseudo strike
28.55
IV
97.8%
B/E move
6.6%

65Δ

Calls
Pseudo strike
23.92
IV
94.3%
B/E move
7.7%
Puts
Pseudo strike
29.50
IV
97.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
23.08
IV
93.0%
B/E move
6.1%
Puts
Pseudo strike
30.66
IV
97.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
22.13
IV
93.9%
B/E move
4.7%
Puts
Pseudo strike
32.04
IV
96.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
20.95
IV
99.5%
B/E move
3.8%
Puts
Pseudo strike
33.41
IV
95.6%
B/E move
2.4%

Options history

No recorded observations