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ARS Pharmaceuticals, Inc. Common Stock SPRY

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Market datapartial · fetched 2026-10-22T23:26:51.807Z

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 · 2026-10-22T23:13:38.740246777Z

FundamentalsAlpha Vantage · unavailable

Share price$4.33
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$0.47$0.82$1.16$1.51$1.85$-1.05$1.33$3.72$6.10$8.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPRY spot · $4.33SPRY PRICE$0.51$0.85$0.98$1.10$1.23$1.36$1.49$1.62$1.75$1.31$1.27$1.24$1.20$1.16$1.13$1.09$1.05
PutsExpensive3.96×
CallsExpensive3.07×
SkewBearish+100.37 pp
Implied moveBearish±$2.07
TiltBullish7.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.97563.4%61.6%
25Δ3.23507.1%54.8%
30Δ3.49450.8%47.9%
35Δ3.75394.4%41.1%
40Δ6.07197.3%51.9%4.01338.1%34.2%
45Δ7.41321.0%90.7%4.27281.8%27.4%
50Δ6.86307.7%81.0%4.53225.5%20.5%
55Δ6.31294.4%71.2%4.79169.2%13.7%
60Δ5.76281.1%61.5%
65Δ5.21267.8%51.7%
70Δ4.65254.6%42.0%
75Δ4.10241.3%32.2%
80Δ3.55228.0%22.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.97
IV
563.4%
B/E move
61.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
507.1%
B/E move
54.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.49
IV
450.8%
B/E move
47.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
394.4%
B/E move
41.1%

40Δ

Calls
Pseudo strike
6.07
IV
197.3%
B/E move
51.9%
Puts
Pseudo strike
4.01
IV
338.1%
B/E move
34.2%

45Δ

Calls
Pseudo strike
7.41
IV
321.0%
B/E move
90.7%
Puts
Pseudo strike
4.27
IV
281.8%
B/E move
27.4%

50Δ

Calls
Pseudo strike
6.86
IV
307.7%
B/E move
81.0%
Puts
Pseudo strike
4.53
IV
225.5%
B/E move
20.5%

55Δ

Calls
Pseudo strike
6.31
IV
294.4%
B/E move
71.2%
Puts
Pseudo strike
4.79
IV
169.2%
B/E move
13.7%

60Δ

Calls
Pseudo strike
5.76
IV
281.1%
B/E move
61.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.21
IV
267.8%
B/E move
51.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.65
IV
254.6%
B/E move
42.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.10
IV
241.3%
B/E move
32.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.55
IV
228.0%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations