IntraAlpha
Create free account Start free

Sprout Social, Inc Class A Common Stock SPT

i

Market datapartial · fetched 2026-10-22T22:56:07.492Z

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 · 2026-10-22T20:15:06.657869256Z

FundamentalsAlpha Vantage · unavailable

Share price$13.40
1D+5.1%
AH$12.70$12.89$13.07$13.26$13.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPT
Sold putSold callAH

Sprout Social, Inc Class A Common Stock options

Live interpolated SPT call and put midpoint premiums by absolute delta.Sprout Social, Inc Class A Common Stock$0.20$1.79$3.38$4.97$6.56$7.60$10.22$12.83$15.45$18.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPT spot · $13.40SPT PRICE$0.38$0.42$0.48$0.60$0.78$0.95$1.13$1.31$1.49$1.67$2.05$2.51$2.98$0.55$0.70$0.85$1.01$1.32$1.62$1.92$2.22$2.56$3.32$4.09$6.10
PutsExpensive1.28×
CallsCheap0.85×
SkewBearish+23.24 pp
Implied moveBearish±$3.05
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.90102.1%36.4%10.71110.8%24.1%
25Δ16.5587.0%26.7%11.34105.7%20.6%
30Δ15.4875.1%19.1%11.96100.6%17.1%
35Δ14.8070.7%14.9%12.5796.3%13.8%
40Δ14.4472.6%13.5%13.0697.3%12.4%
45Δ14.0774.5%12.1%13.5698.3%10.9%
50Δ13.7176.4%10.8%14.0599.2%9.5%
55Δ13.3478.3%9.4%14.55100.2%8.0%
60Δ12.9880.2%8.0%15.07101.6%6.6%
65Δ12.6182.0%6.6%15.96107.3%5.7%
70Δ12.0986.0%5.5%16.85113.0%4.8%
75Δ11.5090.8%4.6%18.92137.7%4.3%
80Δ10.9195.7%3.7%

20Δ

Calls
Pseudo strike
17.90
IV
102.1%
B/E move
36.4%
Puts
Pseudo strike
10.71
IV
110.8%
B/E move
24.1%

25Δ

Calls
Pseudo strike
16.55
IV
87.0%
B/E move
26.7%
Puts
Pseudo strike
11.34
IV
105.7%
B/E move
20.6%

30Δ

Calls
Pseudo strike
15.48
IV
75.1%
B/E move
19.1%
Puts
Pseudo strike
11.96
IV
100.6%
B/E move
17.1%

35Δ

Calls
Pseudo strike
14.80
IV
70.7%
B/E move
14.9%
Puts
Pseudo strike
12.57
IV
96.3%
B/E move
13.8%

40Δ

Calls
Pseudo strike
14.44
IV
72.6%
B/E move
13.5%
Puts
Pseudo strike
13.06
IV
97.3%
B/E move
12.4%

45Δ

Calls
Pseudo strike
14.07
IV
74.5%
B/E move
12.1%
Puts
Pseudo strike
13.56
IV
98.3%
B/E move
10.9%

50Δ

Calls
Pseudo strike
13.71
IV
76.4%
B/E move
10.8%
Puts
Pseudo strike
14.05
IV
99.2%
B/E move
9.5%

55Δ

Calls
Pseudo strike
13.34
IV
78.3%
B/E move
9.4%
Puts
Pseudo strike
14.55
IV
100.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
12.98
IV
80.2%
B/E move
8.0%
Puts
Pseudo strike
15.07
IV
101.6%
B/E move
6.6%

65Δ

Calls
Pseudo strike
12.61
IV
82.0%
B/E move
6.6%
Puts
Pseudo strike
15.96
IV
107.3%
B/E move
5.7%

70Δ

Calls
Pseudo strike
12.09
IV
86.0%
B/E move
5.5%
Puts
Pseudo strike
16.85
IV
113.0%
B/E move
4.8%

75Δ

Calls
Pseudo strike
11.50
IV
90.8%
B/E move
4.6%
Puts
Pseudo strike
18.92
IV
137.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
10.91
IV
95.7%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations