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Spyre Therapeutics, Inc. Common Stock SYRE

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Market datapartial · fetched 2026-11-12T02:56:40.126Z

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 · 2026-11-11T23:39:26.448642447Z

FundamentalsAlpha Vantage · unavailable

Share price$107.82
1D+1.7%
AH$104$105$106$107$1085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYRE
Sold putSold callAH

Spyre Therapeutics, Inc. Common Stock options

Live interpolated SYRE call and put midpoint premiums by absolute delta.Spyre Therapeutics, Inc. Common Stock$1.87$5.48$9.09$12.70$16.32$81.74$94.42$107.09$119.77$132.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYRE spot · $107.82SYRE PRICE$2.26$2.45$2.45$2.65$2.96$3.32$3.93$4.53$5.13$5.81$6.66$7.50$8.34$2.45$2.45$2.64$2.88$3.44$4.28$5.12$5.99$7.38$8.77$10.43$12.49$15.28
PutsCheap0.62×
CallsCheap0.60×
SkewBearish+7.48 pp
Implied moveBearish±$9.04
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.58130.4%23.2%93.76120.9%15.3%
25Δ122.55107.3%15.9%98.8992.5%10.6%
30Δ116.6283.2%10.4%101.7178.9%8.1%
35Δ113.6472.1%7.9%103.9369.3%6.3%
40Δ111.6165.9%6.3%105.7665.5%5.1%
45Δ109.7460.8%4.9%107.2067.1%4.5%
50Δ108.4660.3%4.2%108.6568.8%4.0%
55Δ107.1759.7%3.6%110.1270.5%3.4%
60Δ105.8959.2%3.0%112.0072.8%3.0%
65Δ104.6058.4%2.4%113.8775.2%2.5%
70Δ103.3057.2%2.0%116.0177.5%2.1%
75Δ102.0055.9%1.6%118.5279.7%1.7%
80Δ100.7054.6%1.1%121.7383.5%1.3%

20Δ

Calls
Pseudo strike
130.58
IV
130.4%
B/E move
23.2%
Puts
Pseudo strike
93.76
IV
120.9%
B/E move
15.3%

25Δ

Calls
Pseudo strike
122.55
IV
107.3%
B/E move
15.9%
Puts
Pseudo strike
98.89
IV
92.5%
B/E move
10.6%

30Δ

Calls
Pseudo strike
116.62
IV
83.2%
B/E move
10.4%
Puts
Pseudo strike
101.71
IV
78.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
113.64
IV
72.1%
B/E move
7.9%
Puts
Pseudo strike
103.93
IV
69.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
111.61
IV
65.9%
B/E move
6.3%
Puts
Pseudo strike
105.76
IV
65.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
109.74
IV
60.8%
B/E move
4.9%
Puts
Pseudo strike
107.20
IV
67.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
108.46
IV
60.3%
B/E move
4.2%
Puts
Pseudo strike
108.65
IV
68.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
107.17
IV
59.7%
B/E move
3.6%
Puts
Pseudo strike
110.12
IV
70.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
105.89
IV
59.2%
B/E move
3.0%
Puts
Pseudo strike
112.00
IV
72.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
104.60
IV
58.4%
B/E move
2.4%
Puts
Pseudo strike
113.87
IV
75.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
103.30
IV
57.2%
B/E move
2.0%
Puts
Pseudo strike
116.01
IV
77.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
102.00
IV
55.9%
B/E move
1.6%
Puts
Pseudo strike
118.52
IV
79.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
100.70
IV
54.6%
B/E move
1.1%
Puts
Pseudo strike
121.73
IV
83.5%
B/E move
1.3%

Options history

IV · four-Friday blend70.80%
Daily EOD
SYRE67.2%69.1%71.1%2026-10-19: 68.95%2026-10-20: 67.88%2026-10-21: 67.47%2026-10-22: 69.31%2026-10-23: 68.15%2026-10-26: 69.25%2026-10-27: 68.48%2026-10-28: 68.48%2026-10-29: 68.95%2026-10-30: 70.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.95%
67.88%
67.47%
69.31%
68.15%
69.25%
68.48%
68.48%
68.95%
70.80%