SEPN Delta Exposure (DEX)

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Septerna SEPN 48.56 -3.78 -7.22%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

ATM IV

0.793

Put Call Ratio (OI)

1.23

Put Call Ratio (Vol)

0.232

IV Rank

17.6

IV Percentile

Max pain

Delta exposure (2026-11-11)

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.

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|\Delta|

Moneyness

View values by strike

SEPN · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
Strike	Calls	Puts
15.00	195	0
16.00	97.5	0
19.00	0	-2.95
20.00	0	-3.11
23.00	0	-3.9
25.00	93.5	-37.5
27.00	92.2	0
28.00	0	-9.45
29.00	92.1	-5.34
30.00	90.6	-5.85 K
32.00	88.6	-16.8
33.00	911	-44.8
34.00	0	-10.6
35.00	4.1 K	-12.3
36.00	3.96 K	-17.7
37.00	160	-208
38.00	76.6	-64.6
39.00	79.5	-39
40.00	51.6 K	-1.17 K
41.00	160	-46.1
42.00	378	-52.6
43.00	79.3	-45.1
44.00	146	-31.3
45.00	677	-422
46.00	132	-25.7
47.00	390	-39.1
48.00	238	-41.9
49.00	226	0
50.00	418	-1.21 K
55.00	367	-302
60.00	238	0
65.00	271	0
70.00	122	0

SE Septerna SEPN 48.56 -3.78 -7.22%

Delta exposure (2026-11-11) 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 48.56 -3.78 -7.22%

Delta exposure (2026-11-11)

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.