SEPN Delta Exposure (DEX)

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Septerna SEPN 52.34 1.6 3.15%

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ATM IV

0.666

Put Call Ratio (OI)

0.767

Put Call Ratio (Vol)

0.139

IV Rank

IV Percentile

11.8

Max pain

Delta exposure (2026-11-10)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

\text{DTE}

|\Delta|

Moneyness

View values by strike

SEPN · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
Strike	Calls	Puts
15.00	200	0
16.00	100	0
19.00	0	-2.61
20.00	0	-2.75
23.00	0	-3.42
25.00	97.6	-24
27.00	97.5	0
28.00	0	-20.7
29.00	95.9	-6.56
30.00	94	-6.93 K
32.00	93.4	-19.2
33.00	936	-41.7
34.00	0	-12
35.00	4.23 K	-10.6
36.00	4.06 K	-14.5
37.00	167	-161
38.00	79.6	-53.6
39.00	85.9	-34.8
40.00	96.8 K	-962
41.00	177	-58.8
42.00	420	-42
43.00	92.7	-23.4
44.00	169	-25.1
45.00	756	-312
46.00	155	-25.6
47.00	426	-31.1
48.00	279	-33.2
49.00	267	0
50.00	513	-817
55.00	247	-243
60.00	175	0
65.00	322	0
70.00	128	0

SE Septerna SEPN 52.34 1.6 3.15%

Delta exposure (2026-11-10) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

Septerna SEPN 52.34 1.6 3.15%

Delta exposure (2026-11-10)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.