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Sprout Social, Inc Class A Common Stock SPT

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T22:03:33.846Z

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 · 2026-11-03T21:57:05.094368425Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:03:33.049457+00:00

Share price$12.27
1D+4.4%
AH$11.34$11.78$12.22$12.65$13.095:30 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$0.29$1.29$2.29$3.29$4.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESPT PRICE$0.46$0.54$0.62$0.39$0.55$0.71$0.86$1.02$1.18$1.48$2.02$2.55$3.09$4.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.35106.3%18.8%
25Δ10.73106.9%17.0%
30Δ11.12107.6%15.2%
35Δ13.5176.1%13.9%11.50108.2%13.3%
40Δ13.1574.9%11.5%11.88108.9%11.5%
45Δ12.7873.7%9.2%12.26109.5%9.7%
50Δ12.74113.6%8.2%
55Δ13.37123.2%7.4%
60Δ14.01132.8%6.7%
65Δ14.64142.4%5.9%
70Δ15.64156.2%5.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.35
IV
106.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.73
IV
106.9%
B/E move
17.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.12
IV
107.6%
B/E move
15.2%

35Δ

Calls
Pseudo strike
13.51
IV
76.1%
B/E move
13.9%
Puts
Pseudo strike
11.50
IV
108.2%
B/E move
13.3%

40Δ

Calls
Pseudo strike
13.15
IV
74.9%
B/E move
11.5%
Puts
Pseudo strike
11.88
IV
108.9%
B/E move
11.5%

45Δ

Calls
Pseudo strike
12.78
IV
73.7%
B/E move
9.2%
Puts
Pseudo strike
12.26
IV
109.5%
B/E move
9.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.74
IV
113.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
123.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.01
IV
132.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.64
IV
142.4%
B/E move
5.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.64
IV
156.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%