SPRY · ARS Pharmaceuticals, Inc.

Track SPRY — free Ask ALVIS about SPRY

$5.93 -0.07 (-1.17%) At close · Jul 24

Market Cap

$589.86M

99.30M

Options Chain

15-min delayed Underlying $5.93 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 16 contracts

Put / call OI

0.26

Call-heavy positioning

Open interest

2,862

contracts outstanding

Volume

142

traded today

Max pain

$5.00

$0.93 below spot

ATM implied vol

123.9%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	307.8%	0.929	—		$0.05	—	—	4	4
Call · $2.5 In the money Last — Breakeven — Implied vol 307.8% Delta 0.929 ≈93% ITM Gamma 0.028 Theta -0.013 Vega 0.003 Open interest 0 Model this call Put · $2.5 Last $0.05 Breakeven $2.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
862	1	148.7%	0.738	$1.10		$0.28	-0.215	99.1%	37	401
Call · $5 In the money Last $1.10 Breakeven $6.10 Implied vol 148.7% Delta 0.738 ≈74% ITM Gamma 0.139 Theta -0.015 Vega 0.005 Open interest 862 Model this call Put · $5 Last $0.28 Breakeven $4.72 Implied vol 99.1% Delta -0.215 ≈21% ITM Gamma 0.186 Theta -0.009 Vega 0.005 Open interest 401 Model this put
Underlying $5.93
792	11	116.5%	0.278	$0.25		$2.00	-0.47	282.6%	1	156
Call · $7.5 Last $0.25 Breakeven $7.75 Implied vol 116.5% Delta 0.278 ≈28% ITM Gamma 0.184 Theta -0.012 Vega 0.005 Open interest 792 Model this call Put · $7.5 In the money Last $2.00 Breakeven $5.50 Implied vol 282.6% Delta -0.47 ≈47% ITM Gamma 0.089 Theta -0.034 Vega 0.007 Open interest 156 Model this put
548	6	128.5%	0.089	$0.05		$1.05	-0.804	179.6%	20	21
Call · $10 Last $0.05 Breakeven $10.05 Implied vol 128.5% Delta 0.089 ≈9% ITM Gamma 0.079 Theta -0.006 Vega 0.002 Open interest 548 Model this call Put · $10 In the money Last $1.05 Breakeven $8.95 Implied vol 179.6% Delta -0.804 ≈80% ITM Gamma 0.099 Theta -0.015 Vega 0.005 Open interest 21 Model this put
78	60	165.2%	0.073	$0.10		—	-0.908	180%	—	0
Call · $12.5 Last $0.10 Breakeven $12.60 Implied vol 165.2% Delta 0.073 ≈7% ITM Gamma 0.052 Theta -0.007 Vega 0.002 Open interest 78 Model this call Put · $12.5 In the money Last — Breakeven — Implied vol 180% Delta -0.908 ≈91% ITM Gamma 0.061 Theta -0.008 Vega 0.002 Open interest 0 Model this put
0	—	317%	0.25	—		$6.50	—	—	2	0
Call · $15 Last — Breakeven — Implied vol 317% Delta 0.25 ≈25% ITM Gamma 0.063 Theta -0.031 Vega 0.006 Open interest 0 Model this call Put · $15 In the money Last $6.50 Breakeven $8.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	332.1%	0.223	—		—	—	—	—	0
Call · $17.5 Last — Breakeven — Implied vol 332.1% Delta 0.223 ≈22% ITM Gamma 0.056 Theta -0.03 Vega 0.004 Open interest 0 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.956	232.1%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 232.1% Delta -0.956 ≈96% ITM Gamma 0.029 Theta -0.006 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1671858 CUSIP 82835W108 13F (30d) 23 filings 23 filers Visit website