SPRO · Expected Move
Spero Therapeutics, Inc. Common Stock
The expected move for SPRO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SPRO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SPRO Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.57
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SPRO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SPRO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.50 | $0.57 | — | — |
| 20261106 | $0.62 | $0.28 | 123.9% | 15% |
| 20261105 | $0.62 | $0.28 | 121.3% | 15% |
| 20261104 | $0.28 | $0.28 | 110.3% | 13% |
| 20261103 | $0.28 | $0.28 | — | — |
| 20261102 | $2.62 | $2.62 | 108.1% | 12% |
| 20261030 | $0.28 | $0.28 | 303.5% | 54% |
| 20261029 | $0.28 | $0.28 | 283.1% | 49% |
| 20261028 | $0.57 | $0.57 | — | — |
| 20261027 | $2.70 | $2.70 | 263.0% | 45% |
| 20261026 | $2.70 | $2.70 | 275.8% | 48% |
| 20261023 | $0.28 | $0.28 | 251.2% | 42% |
| 20261022 | $5.00 | $5.00 | 242.0% | 41% |
| 20261021 | $7.70 | $7.70 | 228.3% | 38% |
| 20261020 | $7.58 | $7.58 | — | — |
| 20261019 | $0.47 | $0.47 | 336.9% | 61% |
| 20261016 | $2.88 | $0.97 | 226.9% | 37% |
| 20261015 | $0.55 | $8.00 | 217.4% | 35% |
| 20261014 | $15.00 | $8.10 | 216.7% | 35% |
| 20261013 | $0.77 | $0.88 | 243.3% | 41% |
| 20261012 | $3.00 | $3.05 | 198.3% | 31% |
| 20261009 | $0.55 | $0.88 | 521.6% | 100% |
| 20261008 | $3.20 | $0.57 | 283.7% | 57% |
| 20261007 | $0.77 | $8.00 | 203.9% | 37% |
| 20261006 | $0.77 | $0.88 | 448.3% | 97% |
| 20261005 | $0.77 | $0.88 | 458.7% | 100% |
| 20261002 | $3.00 | $3.00 | — | — |
| 20261001 | $2.55 | $2.55 | — | — |
| 20260930 | $5.00 | $5.00 | 199.0% | 57% |
| 20260929 | $3.00 | $3.00 | — | — |
| 20260928 | $3.00 | $3.00 | — | — |
| 20260925 | $3.00 | $3.00 | — | — |
| 20260924 | $3.00 | $3.00 | — | — |
| 20260923 | $0.57 | $0.57 | — | — |
| 20260922 | $0.53 | $0.53 | 215.6% | 63% |
| 20260921 | $2.70 | $2.70 | — | — |
| 20260918 | $2.70 | $2.75 | 308.4% | 99% |
| 20260917 | $0.35 | $7.75 | 201.9% | 58% |
| 20260916 | $0.38 | $2.75 | 311.5% | 100% |
| 20260915 | $2.88 | $0.47 | 208.7% | 70% |
| 20260914 | $7.70 | $7.75 | — | — |
| 20260911 | $2.70 | $2.75 | 275.9% | 100% |
| 20260910 | $2.88 | $2.75 | — | — |
| 20260909 | $3.00 | $2.75 | — | — |
| 20260908 | $15.00 | $0.30 | — | — |
| 20260904 | $15.00 | $0.30 | 205.2% | 80% |
| 20260903 | $5.00 | $2.75 | 152.1% | 52% |
| 20260902 | $2.75 | $2.75 | 147.2% | 50% |
| 20260901 | $7.75 | $7.75 | 214.4% | 85% |
| 20260831 | $2.75 | $2.75 | — | — |
| 20260828 | $5.00 | $5.00 | — | — |
| 20260827 | $0.33 | $0.33 | 177.5% | 66% |
| 20260826 | $2.75 | $2.75 | — | — |
| 20260825 | $0.40 | $0.40 | — | — |
| 20260824 | $2.75 | $2.75 | 153.3% | 53% |
| 20260821 | $7.75 | $7.72 | 144.3% | 48% |
| 20260820 | $2.75 | $0.53 | 210.8% | 83% |
| 20260819 | $0.53 | $0.53 | 235.3% | 96% |
| 20260818 | $2.58 | $5.00 | — | — |
| 20260817 | $2.90 | $8.00 | — | — |
More on SPRO
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.