IntraAlpha
Create free account Start free

Spyre Therapeutics, Inc. Common Stock SYRE

i

Market datapartial · fetched 2026-10-22T23:54:53.719Z

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 · 2026-10-22T20:28:25.76082893Z

FundamentalsAlpha Vantage · unavailable

Share price$92.33
1D+0.0%
AH$91.14$91.97$92.80$93.63$94.465:30 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$1.84$7.49$13.13$18.78$24.43$66.99$79.46$91.92$104.39$116.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYRE spot · $92.33SYRE PRICE$2.45$2.71$3.28$4.06$4.89$5.92$6.94$7.99$9.07$10.41$11.77$13.49$15.39$2.99$3.78$4.13$5.62$7.18$8.21$9.17$10.82$12.55$14.56$16.84$19.70$22.80
PutsExpensive1.06×
CallsFair1.04×
SkewBearish+3.13 pp
Implied moveBearish±$16.11
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.0196.2%33.7%77.1590.3%19.7%
25Δ109.9377.5%22.0%80.8786.2%16.5%
30Δ105.5473.5%17.9%84.7974.4%12.6%
35Δ102.5573.4%15.5%87.3078.6%11.5%
40Δ99.7873.8%13.4%89.7483.6%10.6%
45Δ97.2875.0%11.8%92.2680.6%9.0%
50Δ94.7876.0%10.2%94.7976.6%7.3%
55Δ92.2875.0%8.6%97.4576.5%6.2%
60Δ89.7874.1%7.1%100.1476.6%5.1%
65Δ87.3473.7%5.9%103.0276.1%4.2%
70Δ84.9073.3%4.7%106.1176.0%3.3%
75Δ82.2972.8%3.7%109.6976.6%2.5%
80Δ79.5372.8%2.8%113.4875.6%1.8%

20Δ

Calls
Pseudo strike
121.01
IV
96.2%
B/E move
33.7%
Puts
Pseudo strike
77.15
IV
90.3%
B/E move
19.7%

25Δ

Calls
Pseudo strike
109.93
IV
77.5%
B/E move
22.0%
Puts
Pseudo strike
80.87
IV
86.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
105.54
IV
73.5%
B/E move
17.9%
Puts
Pseudo strike
84.79
IV
74.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
102.55
IV
73.4%
B/E move
15.5%
Puts
Pseudo strike
87.30
IV
78.6%
B/E move
11.5%

40Δ

Calls
Pseudo strike
99.78
IV
73.8%
B/E move
13.4%
Puts
Pseudo strike
89.74
IV
83.6%
B/E move
10.6%

45Δ

Calls
Pseudo strike
97.28
IV
75.0%
B/E move
11.8%
Puts
Pseudo strike
92.26
IV
80.6%
B/E move
9.0%

50Δ

Calls
Pseudo strike
94.78
IV
76.0%
B/E move
10.2%
Puts
Pseudo strike
94.79
IV
76.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
92.28
IV
75.0%
B/E move
8.6%
Puts
Pseudo strike
97.45
IV
76.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
89.78
IV
74.1%
B/E move
7.1%
Puts
Pseudo strike
100.14
IV
76.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
87.34
IV
73.7%
B/E move
5.9%
Puts
Pseudo strike
103.02
IV
76.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
84.90
IV
73.3%
B/E move
4.7%
Puts
Pseudo strike
106.11
IV
76.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
82.29
IV
72.8%
B/E move
3.7%
Puts
Pseudo strike
109.69
IV
76.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
79.53
IV
72.8%
B/E move
2.8%
Puts
Pseudo strike
113.48
IV
75.6%
B/E move
1.8%

Options history

No recorded observations