SRZN
Surrozen, Inc.Closed23.51−1.25 −5.05%USD
NasdaqCM · as of Oct 13, 16:00 ET · 15m delayAfter hours 23.51 0.00%
Open
24.04
Prev close
24.76
Day range
21.8524.37
52-week range
11.3937.83
Volume
868.73K1.70×
Mkt cap
276.33M
P/E ttm
—
Fwd P/E
-5.62
EPS ttm
-39.08
Div yield
0.00%
Earnings
—
From 52w high
−37.85%
SRZN market-implied price distribution
SRZN Price at Expiry
7 OTM quotes · ATM IV 127.0%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
35%
spot 23.51
Expected price
24.51
forward 23.61
68% range
16–31
−30.7% / +33.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 11.59 | −50.7% |
| 16% | 16.29 | −30.7% |
| 25% | 17.78 | −24.4% |
| 50% (median) | 21.06 | −10.4% |
| 75% | 26.18 | +11.4% |
| 84% | 31.49 | +33.9% |
| 95% | 49.84 | +112.0% |
Move Odds
| Up 5% or more (24.69) | 30% |
|---|---|
| Up 10% or more (25.86) | 26% |
| Down 5% or more (22.33) | 58% |
| Down 10% or more (21.16) | 51% |
Options price a 10%+ drop at 51%, 1.1× the 47% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.