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ARS Pharmaceuticals, Inc. Common Stock SPRY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:53:09.852Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:52:37.75775586Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:53:02.617427+00:00

Share price$3.92
1D+6.9%
AH$3.55$3.70$3.85$3.99$4.145:30 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$0.42$1.24$2.07$2.90$3.73$2.15$3.05$3.95$4.85$5.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPRY spot · $3.92SPRY PRICE$0.51$0.60$0.69$0.78$0.88$0.97$1.06$1.15$1.10$1.51$1.92$2.32$2.54$2.68$2.81$2.95$3.08$3.22$3.35$3.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.60216.1%36.4%
25Δ4.02257.0%35.9%
30Δ4.45297.9%35.5%
35Δ4.87338.8%35.1%
40Δ5.19337.6%32.6%
45Δ4.3595.8%23.9%5.46317.7%29.1%
50Δ4.1795.1%21.6%5.73297.8%25.7%
55Δ3.9994.5%19.4%6.00277.9%22.2%
60Δ3.8193.8%17.1%6.27258.0%18.8%
65Δ3.6293.1%14.8%6.54238.1%15.3%
70Δ3.4492.5%12.6%6.81218.2%11.9%
75Δ3.2691.8%10.3%7.08198.4%8.4%
80Δ3.0891.1%8.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.60
IV
216.1%
B/E move
36.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
257.0%
B/E move
35.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
297.9%
B/E move
35.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.87
IV
338.8%
B/E move
35.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.19
IV
337.6%
B/E move
32.6%

45Δ

Calls
Pseudo strike
4.35
IV
95.8%
B/E move
23.9%
Puts
Pseudo strike
5.46
IV
317.7%
B/E move
29.1%

50Δ

Calls
Pseudo strike
4.17
IV
95.1%
B/E move
21.6%
Puts
Pseudo strike
5.73
IV
297.8%
B/E move
25.7%

55Δ

Calls
Pseudo strike
3.99
IV
94.5%
B/E move
19.4%
Puts
Pseudo strike
6.00
IV
277.9%
B/E move
22.2%

60Δ

Calls
Pseudo strike
3.81
IV
93.8%
B/E move
17.1%
Puts
Pseudo strike
6.27
IV
258.0%
B/E move
18.8%

65Δ

Calls
Pseudo strike
3.62
IV
93.1%
B/E move
14.8%
Puts
Pseudo strike
6.54
IV
238.1%
B/E move
15.3%

70Δ

Calls
Pseudo strike
3.44
IV
92.5%
B/E move
12.6%
Puts
Pseudo strike
6.81
IV
218.2%
B/E move
11.9%

75Δ

Calls
Pseudo strike
3.26
IV
91.8%
B/E move
10.3%
Puts
Pseudo strike
7.08
IV
198.4%
B/E move
8.4%

80Δ

Calls
Pseudo strike
3.08
IV
91.1%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend195.02%
Daily EOD
SPRY194.8%195.0%195.2%2026-10-20: 195.02%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
195.02%