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
$8.22
7-Day Straddle
$6.33
Avg IV
0.9%
IV Rank
23%
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
20260807 $8.22 $6.33 0.9% 23%
20260806 $8.32 $6.08 0.9% 24%
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%
20260630 $7.10 $7.10 1.5% 77%
20260629 $7.28 $7.28 1.6% 84%
20260626 $8.55 $8.55 1.3% 62%
20260625 $8.15 $8.15 1.4% 69%
20260624 $8.35 $8.35 1.4% 65%
20260623 $8.95 $8.95 1.4% 70%
20260622 $7.80 $7.80 1.3% 62%
20260618 $8.25 $0.68 1.1% 41%
20260617 $8.45 $1.43 1.1% 43%
20260616 $8.00 $1.73 1.1% 39%
20260615 $7.50 $2.25 1.0% 38%
20260613 $7.65 $3.00 1.0% 33%
20260612 $7.35 $2.55 1.0% 37%
20260611 $7.47 $3.10 0.9% 29%
20260610 $5.65 $2.77 0.9% 27%
20260609 $5.90 $3.03 0.9% 28%
20260608 $5.82 $4.40 0.9% 26%
20260605 $5.53 $3.25 0.8% 16%
20260604 $5.72 $3.35 0.8% 20%
20260603 $5.70 $3.45 0.8% 17%
20260602 $3.58 $3.58 1.0% 31%
20260601 $3.65 $3.65 0.9% 28%
20260529 $3.67 $3.67 0.9% 26%
20260528 $4.72 $4.72 0.9% 25%
20260527 $3.85 $3.85 0.9% 29%
20260526 $4.20 $4.20 0.9% 22%
20260522 $4.05 $4.05 0.9% 24%
20260521 $4.00 $4.00 0.8% 16%
20260520 $4.05 $4.05 0.8% 16%
20260519 $3.98 $3.98 0.8% 18%
20260518 $5.10 $5.10 0.9% 25%
20260515 $4.72 $2.58 0.8% 17%
20260514 $4.42 $0.93 0.6% 0%
20260513 $5.25 $1.05 0.7% 2%