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ARS Pharmaceuticals, Inc. Common Stock SPRY

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Market datapartial · fetched 2026-10-22T21:03:41.779Z

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 · 2026-10-22T20:28:01.841886843Z

FundamentalsAlpha Vantage · unavailable

Share price$4.24
1D+1.9%
AH$4.15$4.20$4.25$4.31$4.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPRY
Sold putSold callAH

ARS Pharmaceuticals, Inc. Common Stock options

Live interpolated SPRY call and put midpoint premiums by absolute delta.ARS Pharmaceuticals, Inc. Common Stock$0.50$0.85$1.20$1.55$1.91$-0.98$1.40$3.78$6.15$8.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPRY spot · $4.24SPRY PRICE$0.54$0.84$0.98$1.12$1.25$1.39$1.53$1.67$1.80$1.32$1.28$1.25$1.22$1.18$1.15$1.12$1.08$1.05
PutsExpensive3.91×
CallsExpensive3.31×
SkewBearish+77.82 pp
Implied moveBearish±$2.10
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.92568.6%62.3%
25Δ3.15516.5%55.9%
30Δ3.39464.4%49.5%
35Δ3.63412.3%43.1%
40Δ6.21217.1%59.1%3.87360.2%36.7%
45Δ7.43329.5%95.0%4.11308.1%30.3%
50Δ6.84318.4%84.5%4.34256.1%23.9%
55Δ6.26307.3%73.9%4.58204.0%17.5%
60Δ5.67296.1%63.4%4.82151.9%11.1%
65Δ5.09285.0%52.8%
70Δ4.50273.9%42.3%
75Δ3.92262.7%31.7%
80Δ3.33251.6%21.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.92
IV
568.6%
B/E move
62.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
516.5%
B/E move
55.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
464.4%
B/E move
49.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
412.3%
B/E move
43.1%

40Δ

Calls
Pseudo strike
6.21
IV
217.1%
B/E move
59.1%
Puts
Pseudo strike
3.87
IV
360.2%
B/E move
36.7%

45Δ

Calls
Pseudo strike
7.43
IV
329.5%
B/E move
95.0%
Puts
Pseudo strike
4.11
IV
308.1%
B/E move
30.3%

50Δ

Calls
Pseudo strike
6.84
IV
318.4%
B/E move
84.5%
Puts
Pseudo strike
4.34
IV
256.1%
B/E move
23.9%

55Δ

Calls
Pseudo strike
6.26
IV
307.3%
B/E move
73.9%
Puts
Pseudo strike
4.58
IV
204.0%
B/E move
17.5%

60Δ

Calls
Pseudo strike
5.67
IV
296.1%
B/E move
63.4%
Puts
Pseudo strike
4.82
IV
151.9%
B/E move
11.1%

65Δ

Calls
Pseudo strike
5.09
IV
285.0%
B/E move
52.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.50
IV
273.9%
B/E move
42.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.92
IV
262.7%
B/E move
31.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.33
IV
251.6%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations