SRZN · Expected Move
Surrozen, Inc. Common
The expected move for SRZN 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).
SRZN straddle price & implied vol
26 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 SRZN Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$4.50
30-Day ATM IV
80.6%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to SRZN'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.
SRZN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $7.05 | $4.50 | 80.6% | 0% |
| 20261110 | $9.05 | $5.55 | 102.8% | 28% |
| 20261109 | $8.10 | $7.10 | 103.8% | 30% |
| 20261106 | $7.75 | $5.28 | 97.0% | 17% |
| 20261105 | $7.30 | $5.15 | 95.5% | 14% |
| 20261104 | $5.10 | $5.10 | 88.0% | 0% |
| 20261103 | $5.22 | $5.22 | 91.9% | 0% |
| 20261102 | $5.38 | $5.38 | 94.3% | — |
| 20261030 | $5.57 | $5.57 | 94.4% | — |
| 20261029 | $5.82 | $5.82 | 94.1% | — |
| 20261028 | $5.95 | $5.95 | 93.7% | — |
| 20261027 | $6.03 | $6.03 | 94.7% | — |
| 20261026 | $6.50 | $6.50 | 118.0% | — |
| 20261023 | $5.30 | $5.30 | 93.8% | — |
| 20261022 | $5.30 | $5.30 | 92.0% | — |
| 20261021 | $5.53 | $5.53 | 95.5% | — |
| 20261020 | $5.58 | $5.58 | 96.2% | — |
| 20261019 | $5.70 | $5.70 | 99.0% | — |
| 20261016 | $5.67 | $1.15 | 98.5% | — |
| 20261015 | $6.35 | $1.48 | 102.0% | — |
| 20261014 | $6.05 | $2.35 | 101.9% | — |
| 20261013 | $6.18 | $2.67 | 102.2% | — |
| 20261012 | $6.65 | $3.62 | 103.5% | — |
| 20261009 | $10.65 | $6.58 | 140.2% | — |
| 20261008 | $9.43 | $7.50 | 131.7% | — |
| 20261007 | $9.15 | $5.82 | 140.5% | — |
More on SRZN
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.