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Sprout Social, Inc Class A Common Stock SPT

i

Market dataready · fetched 2026-11-12T01:05:07.150Z

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: 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 · 2026-11-11T21:02:05.459907594Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:05:06.189303+00:00

Share price$11.37
1D+1.3%
AH$11.09$11.20$11.31$11.41$11.525:30 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$0.15$1.09$2.03$2.98$3.92$8.19$9.94$11.68$13.43$15.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPT spot · $11.37SPT PRICE$0.36$0.47$0.58$0.69$0.80$0.90$1.01$1.12$1.23$1.33$1.44$0.25$0.36$0.47$0.59$0.70$0.81$0.92$1.04$1.15$1.26$1.37$2.38$3.65
PutsCheap0.68×
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2980.5%11.7%
25Δ10.5081.8%10.8%
30Δ12.0466.5%9.1%10.7283.2%9.9%
35Δ11.8568.6%8.3%10.9484.6%9.0%
40Δ11.6670.8%7.6%11.1585.9%8.1%
45Δ11.4772.9%6.9%11.3787.3%7.2%
50Δ11.2875.1%6.2%11.5888.7%6.2%
55Δ11.0977.2%5.5%11.8090.0%5.3%
60Δ10.9079.4%4.8%12.0291.4%4.4%
65Δ10.7181.5%4.1%12.2392.8%3.5%
70Δ10.5283.6%3.3%12.4594.1%2.6%
75Δ10.3485.8%2.6%13.48125.9%2.4%
80Δ10.1587.9%1.9%14.75166.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.29
IV
80.5%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.50
IV
81.8%
B/E move
10.8%

30Δ

Calls
Pseudo strike
12.04
IV
66.5%
B/E move
9.1%
Puts
Pseudo strike
10.72
IV
83.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
11.85
IV
68.6%
B/E move
8.3%
Puts
Pseudo strike
10.94
IV
84.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
11.66
IV
70.8%
B/E move
7.6%
Puts
Pseudo strike
11.15
IV
85.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.47
IV
72.9%
B/E move
6.9%
Puts
Pseudo strike
11.37
IV
87.3%
B/E move
7.2%

50Δ

Calls
Pseudo strike
11.28
IV
75.1%
B/E move
6.2%
Puts
Pseudo strike
11.58
IV
88.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
11.09
IV
77.2%
B/E move
5.5%
Puts
Pseudo strike
11.80
IV
90.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
10.90
IV
79.4%
B/E move
4.8%
Puts
Pseudo strike
12.02
IV
91.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
10.71
IV
81.5%
B/E move
4.1%
Puts
Pseudo strike
12.23
IV
92.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.52
IV
83.6%
B/E move
3.3%
Puts
Pseudo strike
12.45
IV
94.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.34
IV
85.8%
B/E move
2.6%
Puts
Pseudo strike
13.48
IV
125.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
10.15
IV
87.9%
B/E move
1.9%
Puts
Pseudo strike
14.75
IV
166.9%
B/E move
2.4%

Options history

IV · four-Friday blend74.40%
Daily EOD
SPT67.5%71.2%74.9%2026-10-19: 69.74%2026-10-20: 72.07%2026-10-21: 69.40%2026-10-22: 72.66%2026-10-23: 72.99%2026-10-26: 71.13%2026-10-27: 72.34%2026-10-28: 67.99%2026-10-29: 71.74%2026-10-30: 74.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
69.74%
72.07%
69.40%
72.66%
72.99%
71.13%
72.34%
67.99%
71.74%
74.40%