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Spyre Therapeutics Inc. SYRE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:28:54.068Z

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 · 2026-10-23T20:28:37.113948802Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:28:53.205707+00:00

Share price$90.33
1D-1.1%
AH$88.82$89.57$90.32$91.06$91.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYRE
Sold putSold callAH

Spyre Therapeutics Inc. options

Live interpolated SYRE call and put midpoint premiums by absolute delta.Spyre Therapeutics Inc.$1.91$6.90$11.89$16.88$21.87$66.71$78.67$90.63$102.58$114.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYRE spot · $90.33SYRE PRICE$2.45$2.59$3.19$3.92$4.63$5.44$6.81$8.18$9.25$10.28$11.74$13.29$15.50$2.68$3.36$4.18$5.03$6.05$7.09$8.43$9.76$11.54$13.35$15.38$17.59$20.43
PutsFair1.02×
CallsExpensive1.07×
SkewBullish-2.39 pp
Implied moveBearish±$15.24
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.22100.6%34.7%76.2586.2%18.6%
25Δ107.2278.1%21.6%79.9381.7%15.2%
30Δ103.0575.0%17.6%82.7179.1%13.1%
35Δ100.1375.4%15.2%85.4176.9%11.0%
40Δ97.3773.7%12.9%87.7875.8%9.5%
45Δ94.6972.9%10.9%90.1574.8%8.0%
50Δ92.4877.4%9.9%92.5074.5%6.9%
55Δ90.2882.0%9.0%94.8574.3%5.8%
60Δ87.8680.3%7.5%97.4574.7%4.9%
65Δ85.4177.7%5.9%100.0775.1%4.0%
70Δ82.9277.0%4.8%102.8574.1%3.2%
75Δ80.4276.6%3.7%105.7873.3%2.4%
80Δ77.4377.5%2.9%109.2472.9%1.7%

20Δ

Calls
Pseudo strike
119.22
IV
100.6%
B/E move
34.7%
Puts
Pseudo strike
76.25
IV
86.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
107.22
IV
78.1%
B/E move
21.6%
Puts
Pseudo strike
79.93
IV
81.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
103.05
IV
75.0%
B/E move
17.6%
Puts
Pseudo strike
82.71
IV
79.1%
B/E move
13.1%

35Δ

Calls
Pseudo strike
100.13
IV
75.4%
B/E move
15.2%
Puts
Pseudo strike
85.41
IV
76.9%
B/E move
11.0%

40Δ

Calls
Pseudo strike
97.37
IV
73.7%
B/E move
12.9%
Puts
Pseudo strike
87.78
IV
75.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
94.69
IV
72.9%
B/E move
10.9%
Puts
Pseudo strike
90.15
IV
74.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
92.48
IV
77.4%
B/E move
9.9%
Puts
Pseudo strike
92.50
IV
74.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
90.28
IV
82.0%
B/E move
9.0%
Puts
Pseudo strike
94.85
IV
74.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
87.86
IV
80.3%
B/E move
7.5%
Puts
Pseudo strike
97.45
IV
74.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
85.41
IV
77.7%
B/E move
5.9%
Puts
Pseudo strike
100.07
IV
75.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
82.92
IV
77.0%
B/E move
4.8%
Puts
Pseudo strike
102.85
IV
74.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
80.42
IV
76.6%
B/E move
3.7%
Puts
Pseudo strike
105.78
IV
73.3%
B/E move
2.4%

80Δ

Calls
Pseudo strike
77.43
IV
77.5%
B/E move
2.9%
Puts
Pseudo strike
109.24
IV
72.9%
B/E move
1.7%

Options history

No recorded observations