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Sprout Social, Inc Class A Common Stock SPT

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Market datapartial · fetched 2026-10-23T19:06:10.978Z

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 · 2026-10-23T19:06:09.054246223Z

FundamentalsAlpha Vantage · unavailable

Share price$12.85
1D-3.4%
$12.79$12.93$13.08$13.22$13.365:30 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$0.43$1.04$1.65$2.26$2.88$7.69$10.08$12.48$14.87$17.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPT spot · $12.85SPT PRICE$0.55$0.65$0.49$0.64$0.78$0.93$1.07$1.21$1.37$1.70$2.03$2.36$2.68$0.59$0.82$1.06$1.29$1.53$1.76$2.00$2.23$2.46$2.70
PutsExpensive1.29×
CallsFair0.97×
SkewBearish+13.49 pp
Implied moveBearish±$3.07
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.51170.0%71.7%10.25118.4%24.8%
25Δ18.69149.5%50.6%10.76116.2%22.7%
30Δ14.8178.4%19.2%11.27113.9%20.5%
35Δ14.4279.1%17.3%11.78111.7%18.4%
40Δ14.0479.7%15.4%12.29109.4%16.2%
45Δ13.6580.4%13.4%12.80107.1%14.1%
50Δ13.2681.1%11.5%13.31104.9%11.9%
55Δ12.8781.7%9.6%13.82102.6%9.8%
60Δ12.4882.4%7.8%14.33100.4%7.7%
65Δ12.0184.4%6.7%14.8498.1%5.5%
70Δ11.5586.4%5.7%
75Δ11.0888.4%4.6%
80Δ10.6290.4%3.6%

20Δ

Calls
Pseudo strike
21.51
IV
170.0%
B/E move
71.7%
Puts
Pseudo strike
10.25
IV
118.4%
B/E move
24.8%

25Δ

Calls
Pseudo strike
18.69
IV
149.5%
B/E move
50.6%
Puts
Pseudo strike
10.76
IV
116.2%
B/E move
22.7%

30Δ

Calls
Pseudo strike
14.81
IV
78.4%
B/E move
19.2%
Puts
Pseudo strike
11.27
IV
113.9%
B/E move
20.5%

35Δ

Calls
Pseudo strike
14.42
IV
79.1%
B/E move
17.3%
Puts
Pseudo strike
11.78
IV
111.7%
B/E move
18.4%

40Δ

Calls
Pseudo strike
14.04
IV
79.7%
B/E move
15.4%
Puts
Pseudo strike
12.29
IV
109.4%
B/E move
16.2%

45Δ

Calls
Pseudo strike
13.65
IV
80.4%
B/E move
13.4%
Puts
Pseudo strike
12.80
IV
107.1%
B/E move
14.1%

50Δ

Calls
Pseudo strike
13.26
IV
81.1%
B/E move
11.5%
Puts
Pseudo strike
13.31
IV
104.9%
B/E move
11.9%

55Δ

Calls
Pseudo strike
12.87
IV
81.7%
B/E move
9.6%
Puts
Pseudo strike
13.82
IV
102.6%
B/E move
9.8%

60Δ

Calls
Pseudo strike
12.48
IV
82.4%
B/E move
7.8%
Puts
Pseudo strike
14.33
IV
100.4%
B/E move
7.7%

65Δ

Calls
Pseudo strike
12.01
IV
84.4%
B/E move
6.7%
Puts
Pseudo strike
14.84
IV
98.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
11.55
IV
86.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.08
IV
88.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.62
IV
90.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations