SEPN · Expected Move
Septerna, Inc. Common Stock
The expected move for SEPN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SEPN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SEPN Expected Move
30-Day Straddle
$9.50
7-Day Straddle
$7.45
30-Day ATM IV
79.3%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to SEPN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SEPN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $9.50 | $7.45 | 79.3% | 35% |
| 20261106 | $10.65 | $7.75 | 85.6% | 53% |
| 20261105 | $10.10 | $7.70 | 83.7% | 43% |
| 20261104 | $7.80 | $7.80 | 81.2% | 34% |
| 20261103 | $7.30 | $7.30 | 84.2% | 38% |
| 20261102 | $7.28 | $7.28 | 84.7% | 39% |
| 20261030 | $7.05 | $7.05 | 80.4% | 29% |
| 20261029 | $7.35 | $7.35 | 78.1% | 23% |
| 20261028 | $7.35 | $7.35 | 79.0% | 25% |
| 20261027 | $7.20 | $7.20 | 79.0% | 25% |
| 20261026 | $7.03 | $7.03 | 80.2% | 28% |
| 20261023 | $7.50 | $7.50 | 80.2% | 28% |
| 20261022 | $7.30 | $7.30 | 79.1% | 25% |
| 20261021 | $7.33 | $7.33 | 80.0% | 27% |
| 20261020 | $7.40 | $7.40 | 80.6% | 28% |
| 20261019 | $6.35 | $6.35 | 76.3% | 19% |
| 20261016 | $7.00 | $4.05 | 77.9% | 22% |
| 20261015 | $7.15 | $4.70 | 76.8% | 20% |
| 20261014 | $7.40 | $4.90 | 78.9% | 26% |
| 20261013 | $7.70 | $4.78 | 74.1% | 16% |
| 20261012 | $7.60 | $4.12 | 77.9% | 24% |
| 20261009 | $7.82 | $5.20 | 78.1% | 25% |
| 20261008 | $7.15 | $4.97 | 74.9% | 18% |
| 20261007 | $7.50 | $4.97 | 80.8% | 31% |
| 20261006 | $7.95 | $5.67 | 75.6% | 19% |
| 20261005 | $8.70 | $5.67 | 85.5% | 41% |
| 20261002 | $5.47 | $5.47 | 77.2% | 23% |
| 20261001 | $5.78 | $5.78 | 78.1% | 27% |
| 20260930 | $5.17 | $5.17 | 74.1% | 18% |
| 20260929 | $5.45 | $5.45 | 77.0% | 26% |
| 20260928 | $5.72 | $5.72 | 76.1% | 24% |
| 20260925 | $5.20 | $5.20 | 74.3% | 20% |
| 20260924 | $5.25 | $5.25 | 72.5% | 16% |
| 20260923 | $6.22 | $6.22 | 75.6% | 23% |
| 20260922 | $5.42 | $5.42 | 69.6% | 10% |
| 20260921 | $6.30 | $6.30 | 76.0% | 24% |
| 20260918 | $5.90 | $3.95 | 70.6% | 12% |
| 20260917 | $6.40 | $4.62 | 67.9% | 7% |
| 20260916 | $6.05 | $4.85 | 68.5% | 8% |
| 20260915 | $6.75 | $5.00 | 76.0% | 24% |
| 20260914 | $7.10 | $5.00 | 73.9% | 19% |
| 20260911 | $6.85 | $5.30 | 74.7% | 21% |
| 20260910 | $7.10 | $5.00 | 77.9% | 28% |
| 20260909 | $7.60 | $5.58 | 82.8% | 38% |
| 20260908 | $6.85 | $4.08 | 73.6% | 19% |
| 20260904 | $7.40 | $5.00 | 77.0% | 26% |
| 20260903 | $7.47 | $5.55 | 74.7% | 21% |
| 20260902 | $5.55 | $5.55 | 78.5% | 29% |
| 20260901 | $5.00 | $5.00 | 75.9% | 24% |
| 20260831 | $4.80 | $4.80 | 73.5% | 19% |
| 20260828 | $5.10 | $5.10 | 73.1% | 18% |
| 20260827 | $5.80 | $5.80 | 71.5% | 14% |
| 20260826 | $6.00 | $6.00 | 75.9% | 24% |
| 20260825 | $6.25 | $6.25 | 74.7% | 21% |
| 20260824 | $6.72 | $6.72 | 78.6% | 29% |
| 20260821 | $6.45 | $4.20 | 73.4% | 18% |
| 20260820 | $7.90 | $5.10 | 84.3% | 41% |
| 20260819 | $7.15 | $5.17 | 71.8% | 15% |
| 20260818 | $7.55 | $5.82 | 74.0% | 20% |
| 20260817 | $7.57 | $5.05 | 73.5% | 18% |
More on SEPN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.