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Spero Therapeutics Inc SPRO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-28T12:20:57.337Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-28T12:15:12.984744423Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T12:20:57.688392+00:00

Share price$1.18
1D
Price history unavailable.

Spero Therapeutics Inc options

Live interpolated SPRO call and put midpoint premiums by absolute delta.Spero Therapeutics Inc$0.04$0.67$1.31$1.94$2.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESPRO PRICE$0.10$0.15$0.19$0.23$0.28$0.32$0.38$0.47$0.42$0.38$0.33$0.29$0.25$0.60$0.91$1.23$2.39
PutsExpensive3.25×
CallsExpensive4.58×
SkewBullish-184.47 pp
Implied move——
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.11311.0%172.8%
25Δ3.44371.7%204.4%
30Δ3.77432.4%236.0%
35Δ4.10493.1%267.7%
40Δ4.44553.9%299.3%
45Δ4.77614.6%330.9%
50Δ5.68696.4%413.7%
55Δ7.27774.0%555.4%1.60249.1%14.8%
60Δ6.23657.5%463.8%1.94279.2%13.4%
65Δ5.20540.9%372.3%2.27309.3%12.0%
70Δ4.16424.4%280.7%3.44384.4%11.0%
75Δ3.12307.9%189.1%
80Δ2.08191.4%97.5%

20Δ

Calls
Pseudo strike
3.11
IV
311.0%
B/E move
172.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.44
IV
371.7%
B/E move
204.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.77
IV
432.4%
B/E move
236.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.10
IV
493.1%
B/E move
267.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.44
IV
553.9%
B/E move
299.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.77
IV
614.6%
B/E move
330.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.68
IV
696.4%
B/E move
413.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.27
IV
774.0%
B/E move
555.4%
Puts
Pseudo strike
1.60
IV
249.1%
B/E move
14.8%

60Δ

Calls
Pseudo strike
6.23
IV
657.5%
B/E move
463.8%
Puts
Pseudo strike
1.94
IV
279.2%
B/E move
13.4%

65Δ

Calls
Pseudo strike
5.20
IV
540.9%
B/E move
372.3%
Puts
Pseudo strike
2.27
IV
309.3%
B/E move
12.0%

70Δ

Calls
Pseudo strike
4.16
IV
424.4%
B/E move
280.7%
Puts
Pseudo strike
3.44
IV
384.4%
B/E move
11.0%

75Δ

Calls
Pseudo strike
3.12
IV
307.9%
B/E move
189.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.08
IV
191.4%
B/E move
97.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations