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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
50
Max pain
40

Gamma exposure (2026-11-11)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
9.0
156.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-33.6
33.6
View values by strike
SEPN · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 7.86 0
16.00 4.08 0
19.00 0 -5.46
20.00 0 -6.01
23.00 0 -8.21
25.00 11.4 -62.2
27.00 13.9 0
28.00 0 -25.5
29.00 16.4 -14.4
30.00 18.2 -15.4 K
32.00 22 -42.7
33.00 203 -90.6
34.00 0 -26.6
35.00 1.01 K -29.5
36.00 820 -29.6
37.00 54.6 -404
38.00 21.4 -240
39.00 39.8 -83.7
40.00 26.7 K -2.22 K
41.00 108 -174
42.00 263 -200
43.00 83.6 -144
44.00 151 -55
45.00 638 -925
46.00 188 -174
47.00 273 -64.2
48.00 289 -65.7
49.00 284 0
50.00 609 -3.04 K
55.00 411 -325
60.00 265 0
65.00 445 0
70.00 269 0