SEPN (Septerna, Inc. Common Stock)

Expected Move & Straddle Price History

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).

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.

Current SEPN Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$5.20
Avg IV
1.1%
IV Rank
42%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $5.20 $5.20 1.1% 42%
20260924 $5.25 $5.25 1.0% 41%
20260923 $6.22 $6.22 1.0% 44%
20260922 $5.42 $5.42 1.1% 48%
20260921 $6.30 $6.30 1.1% 54%
20260918 $5.90 $3.95 1.0% 38%
20260917 $6.40 $4.62 1.0% 43%
20260916 $6.05 $4.85 1.0% 44%
20260915 $6.75 $5.00 1.0% 45%
20260914 $7.10 $5.00 0.9% 32%
20260911 $6.85 $5.30 1.0% 37%
20260910 $7.10 $5.00 0.9% 27%
20260909 $7.60 $5.58 1.1% 47%
20260908 $6.85 $4.08 0.9% 26%
20260904 $7.40 $5.00 0.9% 33%
20260903 $7.47 $5.55 1.0% 38%
20260902 $5.55 $5.55 1.1% 50%
20260901 $5.00 $5.00 1.0% 39%
20260831 $4.80 $4.80 1.0% 38%
20260828 $5.10 $5.10 1.0% 45%
20260827 $5.80 $5.80 0.9% 32%
20260826 $6.00 $6.00 1.0% 38%
20260825 $6.25 $6.25 1.0% 35%
20260824 $6.72 $6.72 0.9% 32%
20260821 $6.45 $4.20 1.0% 38%
20260820 $7.90 $5.10 0.9% 35%
20260819 $7.15 $5.17 1.0% 38%
20260818 $7.55 $5.82 1.0% 35%
20260817 $7.57 $5.05 1.0% 38%
20260814 $8.35 $4.60 1.0% 35%
20260813 $8.70 $6.00 1.0% 40%
20260812 $9.50 $5.85 1.0% 44%
20260811 $9.95 $5.47 1.0% 39%
20260810 $8.35 $5.78 0.9% 28%
20260806 $8.50 $6.08 0.8% 19%
20260805 $6.25 $6.25 1.2% 51%
20260804 $7.00 $7.00 1.1% 44%
20260803 $6.60 $6.60 1.1% 41%
20260731 $6.20 $6.20 1.0% 37%
20260730 $6.22 $6.22 1.0% 36%
20260729 $6.05 $6.05 1.0% 30%
20260728 $6.50 $6.50 1.0% 32%
20260727 $6.30 $6.30 1.0% 37%
20260724 $6.45 $6.45 1.0% 32%
20260723 $6.53 $6.53 0.9% 28%
20260722 $6.53 $6.53 0.9% 26%
20260721 $6.82 $6.82 1.0% 30%
20260720 $6.35 $6.35 0.9% 29%
20260716 $6.75 $4.47 1.0% 31%
20260715 $7.22 $2.65 0.9% 25%
20260714 $8.05 $4.62 0.9% 24%
20260713 $7.50 $5.15 0.9% 28%
20260710 $7.62 $4.90 0.8% 16%
20260709 $8.45 $4.90 0.9% 21%
20260708 $8.78 $5.00 0.9% 24%
20260707 $8.28 $5.35 0.9% 24%
20260706 $7.50 $5.10 0.8% 19%
20260702 $6.72 $6.72 1.6% 81%
20260701 $7.03 $7.03 1.2% 51%