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Sprout Social, Inc Class A Common Stock SPT

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Market datapartial · fetched 2026-10-22T15:37:32.922Z

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 · 2026-10-22T15:36:42.817767246Z

FundamentalsAlpha Vantage · unavailable

Share price$13.23
1D+3.7%
$12.71$12.85$13.00$13.14$13.285:30 AM6:30 AM9:00 AM1:00 PMSPT
Sold putSold call

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$0.12$2.52$4.92$7.33$9.73$7.63$10.17$12.72$15.27$17.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPT spot · $13.22SPT PRICE$0.38$0.44$0.50$0.60$0.73$0.86$0.99$1.12$1.25$1.38$1.65$1.94$2.24$0.52$0.66$0.81$0.95$1.23$1.55$1.87$2.19$2.51$3.20$4.04$5.10$9.04
PutsExpensive1.30×
CallsCheap0.77×
SkewBearish+32.71 pp
Implied moveBearish±$2.86
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.71102.8%36.8%10.62107.8%23.7%
25Δ16.4990.4%28.0%11.21102.8%20.3%
30Δ15.4279.9%20.4%11.8097.8%16.9%
35Δ14.7875.0%16.3%12.3992.8%13.5%
40Δ14.4173.7%14.5%12.9093.2%11.8%
45Δ14.0472.5%12.7%13.3995.0%10.5%
50Δ13.6771.2%10.9%13.8896.7%9.2%
55Δ13.3070.0%9.0%14.3798.5%7.9%
60Δ12.9368.8%7.2%14.86100.2%6.6%
65Δ12.5667.5%5.4%15.68105.7%5.6%
70Δ12.1765.7%4.4%16.64112.7%4.7%
75Δ11.7763.6%3.7%17.80122.1%3.9%
80Δ11.3661.6%2.9%21.79162.6%3.6%

20Δ

Calls
Pseudo strike
17.71
IV
102.8%
B/E move
36.8%
Puts
Pseudo strike
10.62
IV
107.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
16.49
IV
90.4%
B/E move
28.0%
Puts
Pseudo strike
11.21
IV
102.8%
B/E move
20.3%

30Δ

Calls
Pseudo strike
15.42
IV
79.9%
B/E move
20.4%
Puts
Pseudo strike
11.80
IV
97.8%
B/E move
16.9%

35Δ

Calls
Pseudo strike
14.78
IV
75.0%
B/E move
16.3%
Puts
Pseudo strike
12.39
IV
92.8%
B/E move
13.5%

40Δ

Calls
Pseudo strike
14.41
IV
73.7%
B/E move
14.5%
Puts
Pseudo strike
12.90
IV
93.2%
B/E move
11.8%

45Δ

Calls
Pseudo strike
14.04
IV
72.5%
B/E move
12.7%
Puts
Pseudo strike
13.39
IV
95.0%
B/E move
10.5%

50Δ

Calls
Pseudo strike
13.67
IV
71.2%
B/E move
10.9%
Puts
Pseudo strike
13.88
IV
96.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
13.30
IV
70.0%
B/E move
9.0%
Puts
Pseudo strike
14.37
IV
98.5%
B/E move
7.9%

60Δ

Calls
Pseudo strike
12.93
IV
68.8%
B/E move
7.2%
Puts
Pseudo strike
14.86
IV
100.2%
B/E move
6.6%

65Δ

Calls
Pseudo strike
12.56
IV
67.5%
B/E move
5.4%
Puts
Pseudo strike
15.68
IV
105.7%
B/E move
5.6%

70Δ

Calls
Pseudo strike
12.17
IV
65.7%
B/E move
4.4%
Puts
Pseudo strike
16.64
IV
112.7%
B/E move
4.7%

75Δ

Calls
Pseudo strike
11.77
IV
63.6%
B/E move
3.7%
Puts
Pseudo strike
17.80
IV
122.1%
B/E move
3.9%

80Δ

Calls
Pseudo strike
11.36
IV
61.6%
B/E move
2.9%
Puts
Pseudo strike
21.79
IV
162.6%
B/E move
3.6%

Options history

No recorded observations