IntraAlpha
Create free account Start free

Spero Therapeutics Inc SPRO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-28T13:11:03.722Z

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 · 2026-10-28T13:03:36.82305556Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T13:11:02.220141+00:00

Share price$1.18
1D+1.3%
$1.16$1.16$1.17$1.18$1.185:30 AM6:30 AM9:00 AM1:00 PMSPRO
Sold putSold call

Spero Therapeutics Inc options

Live interpolated SPRO call and put midpoint premiums by absolute delta.Spero Therapeutics Inc$0.04$0.60$1.15$1.71$2.26$-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$0.46$0.42$0.37$0.32$0.28$0.23$0.57$0.89$1.20$2.10
PutsExpensive3.16×
CallsExpensive4.50×
SkewBullish-185.04 pp
Implied move——
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.11311.9%173.6%
25Δ3.44372.6%205.2%
30Δ3.77433.4%236.9%
35Δ4.10494.1%268.5%
40Δ4.43554.9%300.2%
45Δ4.76615.6%331.9%
50Δ5.66697.1%414.2%
55Δ7.23769.8%554.1%1.57244.8%14.7%
60Δ6.14647.8%457.3%1.91274.5%13.2%
65Δ5.05525.9%360.5%2.24304.2%11.8%
70Δ3.95403.9%263.7%3.15365.1%10.7%
75Δ2.86281.9%167.0%
80Δ1.77160.0%70.2%

20Δ

Calls
Pseudo strike
3.11
IV
311.9%
B/E move
173.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.44
IV
372.6%
B/E move
205.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.77
IV
433.4%
B/E move
236.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.10
IV
494.1%
B/E move
268.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.43
IV
554.9%
B/E move
300.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.76
IV
615.6%
B/E move
331.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.66
IV
697.1%
B/E move
414.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.23
IV
769.8%
B/E move
554.1%
Puts
Pseudo strike
1.57
IV
244.8%
B/E move
14.7%

60Δ

Calls
Pseudo strike
6.14
IV
647.8%
B/E move
457.3%
Puts
Pseudo strike
1.91
IV
274.5%
B/E move
13.2%

65Δ

Calls
Pseudo strike
5.05
IV
525.9%
B/E move
360.5%
Puts
Pseudo strike
2.24
IV
304.2%
B/E move
11.8%

70Δ

Calls
Pseudo strike
3.95
IV
403.9%
B/E move
263.7%
Puts
Pseudo strike
3.15
IV
365.1%
B/E move
10.7%

75Δ

Calls
Pseudo strike
2.86
IV
281.9%
B/E move
167.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.77
IV
160.0%
B/E move
70.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations