SYRE · Spyre Therapeutics, Inc.

Track SYRE — free Ask ALVIS about SYRE

$100.74 +0.78 (+0.78%)

Market Cap

$8.68B

86.84M

Options Chain

15-min delayed Underlying $100.74 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 44 contracts

Put / call OI

1.41

Put-heavy positioning

Open interest

5,224

contracts outstanding

Volume

233

traded today

Max pain

$100.00

$0.74 below spot

ATM implied vol

82.8%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Dec 18 142d Jan 15 170d Mar 19 233d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	106.6%	0.999	—		—	-0.023	179.3%	—	0
Call · $45 In the money Last — Breakeven — Implied vol 106.6% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.006 Vega 0 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 179.3% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.053 Vega 0.017 Open interest 0 Model this put
0	—	111.2%	0.995	—		—	-0.029	160.4%	—	0
Call · $50 In the money Last — Breakeven — Implied vol 111.2% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.013 Vega 0.004 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 160.4% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.056 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		$0.15	-0.039	148.8%	1	1
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last $0.15 Breakeven $54.85 Implied vol 148.8% Delta -0.039 ≈4% ITM Gamma 0.002 Theta -0.067 Vega 0.018 Open interest 1 Model this put
0	—	—	—	—		$0.45	-0.05	137%	1	2
Call · $60 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $60 Last $0.45 Breakeven $59.55 Implied vol 137% Delta -0.05 ≈5% ITM Gamma 0.003 Theta -0.077 Vega 0.033 Open interest 2 Model this put
1	18	—	—	$37.50		$0.70	-0.066	123.8%	1	69
Call · $65 In the money Last $37.50 Breakeven $102.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $65 Last $0.70 Breakeven $64.30 Implied vol 123.8% Delta -0.066 ≈7% ITM Gamma 0.004 Theta -0.085 Vega 0.035 Open interest 69 Model this put
0	—	—	—	—		$0.60	-0.059	96.3%	1	6
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last $0.60 Breakeven $69.40 Implied vol 96.3% Delta -0.059 ≈6% ITM Gamma 0.005 Theta -0.061 Vega 0.036 Open interest 6 Model this put
0	18	—	—	$28.10		$1.25	-0.143	120.4%	1	2.5k
Call · $75 In the money Last $28.10 Breakeven $103.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $1.25 Breakeven $73.75 Implied vol 120.4% Delta -0.143 ≈14% ITM Gamma 0.008 Theta -0.146 Vega 0.056 Open interest 2.5k Model this put
0	—	72.9%	0.897	—		$1.80	-0.131	83.5%	1	5
Call · $80 In the money Last — Breakeven — Implied vol 72.9% Delta 0.897 ≈90% ITM Gamma 0.01 Theta -0.078 Vega 0.039 Open interest 0 Model this call Put · $80 Last $1.80 Breakeven $78.20 Implied vol 83.5% Delta -0.131 ≈13% ITM Gamma 0.01 Theta -0.095 Vega 0.058 Open interest 5 Model this put
26	1	70.3%	0.829	$10.65		$4.30	-0.204	84.8%	86	209
Call · $85 In the money Last $10.65 Breakeven $95.65 Implied vol 70.3% Delta 0.829 ≈83% ITM Gamma 0.015 Theta -0.103 Vega 0.06 Open interest 26 Model this call Put · $85 Last $4.30 Breakeven $80.70 Implied vol 84.8% Delta -0.204 ≈20% ITM Gamma 0.014 Theta -0.129 Vega 0.079 Open interest 209 Model this put
1	2	76.6%	0.723	$11.17		$4.60	-0.299	92.4%	1	51
Call · $90 In the money Last $11.17 Breakeven $101.17 Implied vol 76.6% Delta 0.723 ≈72% ITM Gamma 0.018 Theta -0.145 Vega 0.081 Open interest 1 Model this call Put · $90 Last $4.60 Breakeven $85.40 Implied vol 92.4% Delta -0.299 ≈30% ITM Gamma 0.015 Theta -0.173 Vega 0.081 Open interest 51 Model this put
31	20	75.8%	0.623	$10.92		$6.84	-0.383	86.7%	11	42
Call · $95 In the money Last $10.92 Breakeven $105.92 Implied vol 75.8% Delta 0.623 ≈62% ITM Gamma 0.02 Theta -0.161 Vega 0.096 Open interest 31 Model this call Put · $95 Last $6.84 Breakeven $88.16 Implied vol 86.7% Delta -0.383 ≈38% ITM Gamma 0.018 Theta -0.175 Vega 0.096 Open interest 42 Model this put
42	1	79%	0.52	$7.25		$9.20	-0.476	86.6%	2	137
Call · $100 In the money Last $7.25 Breakeven $107.25 Implied vol 79% Delta 0.52 ≈52% ITM Gamma 0.021 Theta -0.176 Vega 0.099 Open interest 42 Model this call Put · $100 Last $9.20 Breakeven $90.80 Implied vol 86.6% Delta -0.476 ≈48% ITM Gamma 0.019 Theta -0.183 Vega 0.099 Open interest 137 Model this put
Underlying $100.74
8	1	78.1%	0.42	$8.70		$10.60	-0.564	87.1%	45	46
Call · $105 Last $8.70 Breakeven $113.70 Implied vol 78.1% Delta 0.42 ≈42% ITM Gamma 0.02 Theta -0.17 Vega 0.101 Open interest 8 Model this call Put · $105 In the money Last $10.60 Breakeven $94.40 Implied vol 87.1% Delta -0.564 ≈56% ITM Gamma 0.018 Theta -0.18 Vega 0.101 Open interest 46 Model this put
26	1	79.3%	0.336	$5.33		—	-0.661	81.1%	—	0
Call · $110 Last $5.33 Breakeven $115.33 Implied vol 79.3% Delta 0.336 ≈34% ITM Gamma 0.019 Theta -0.159 Vega 0.091 Open interest 26 Model this call Put · $110 In the money Last — Breakeven — Implied vol 81.1% Delta -0.661 ≈66% ITM Gamma 0.018 Theta -0.154 Vega 0.091 Open interest 0 Model this put
3	6	79.2%	0.255	$3.08		—	-0.703	92.5%	—	0
Call · $115 Last $3.08 Breakeven $118.08 Implied vol 79.2% Delta 0.255 ≈26% ITM Gamma 0.017 Theta -0.141 Vega 0.071 Open interest 3 Model this call Put · $115 In the money Last — Breakeven — Implied vol 92.5% Delta -0.703 ≈70% ITM Gamma 0.015 Theta -0.167 Vega 0.093 Open interest 0 Model this put
25	3	86.9%	0.222	$3.20		—	-0.768	90.9%	—	0
Call · $120 Last $3.20 Breakeven $123.20 Implied vol 86.9% Delta 0.222 ≈22% ITM Gamma 0.014 Theta -0.142 Vega 0.073 Open interest 25 Model this call Put · $120 In the money Last — Breakeven — Implied vol 90.9% Delta -0.768 ≈77% ITM Gamma 0.014 Theta -0.142 Vega 0.072 Open interest 0 Model this put
5	6	97.1%	0.203	$2.00		—	-0.797	97.9%	—	0
Call · $125 Last $2.00 Breakeven $127.00 Implied vol 97.1% Delta 0.203 ≈20% ITM Gamma 0.012 Theta -0.15 Vega 0.074 Open interest 5 Model this call Put · $125 In the money Last — Breakeven — Implied vol 97.9% Delta -0.797 ≈80% ITM Gamma 0.012 Theta -0.141 Vega 0.074 Open interest 0 Model this put
2k	2	108.8%	0.195	$1.00		—	-0.869	89.2%	—	0
Call · $130 Last $1.00 Breakeven $131.00 Implied vol 108.8% Delta 0.195 ≈20% ITM Gamma 0.01 Theta -0.164 Vega 0.075 Open interest 2k Model this call Put · $130 In the money Last — Breakeven — Implied vol 89.2% Delta -0.869 ≈87% ITM Gamma 0.01 Theta -0.095 Vega 0.05 Open interest 0 Model this put
1	1	116.8%	0.179	$0.50		—	-0.871	99.3%	—	0
Call · $135 Last $0.50 Breakeven $135.50 Implied vol 116.8% Delta 0.179 ≈18% ITM Gamma 0.009 Theta -0.168 Vega 0.077 Open interest 1 Model this call Put · $135 In the money Last — Breakeven — Implied vol 99.3% Delta -0.871 ≈87% ITM Gamma 0.009 Theta -0.104 Vega 0.051 Open interest 0 Model this put
0	—	85.4%	0.066	—		—	-0.945	83.6%	—	0
Call · $140 Last — Breakeven — Implied vol 85.4% Delta 0.066 ≈7% ITM Gamma 0.006 Theta -0.059 Vega 0.031 Open interest 0 Model this call Put · $140 In the money Last — Breakeven — Implied vol 83.6% Delta -0.945 ≈94% ITM Gamma 0.006 Theta -0.043 Vega 0.028 Open interest 0 Model this put
1	1	87%	0.05	$0.46		—	-0.895	110.9%	—	0
Call · $145 Last $0.46 Breakeven $145.46 Implied vol 87% Delta 0.05 ≈5% ITM Gamma 0.005 Theta -0.048 Vega 0.031 Open interest 1 Model this call Put · $145 In the money Last — Breakeven — Implied vol 110.9% Delta -0.895 ≈90% ITM Gamma 0.007 Theta -0.1 Vega 0.052 Open interest 0 Model this put
0	1	118.4%	0.104	$0.95		—	-0.903	117.3%	—	0
Call · $150 Last $0.95 Breakeven $150.95 Implied vol 118.4% Delta 0.104 ≈10% ITM Gamma 0.006 Theta -0.117 Vega 0.054 Open interest 0 Model this call Put · $150 In the money Last — Breakeven — Implied vol 117.3% Delta -0.903 ≈90% ITM Gamma 0.006 Theta -0.101 Vega 0.052 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 1636282 CUSIP 00773J202 13F (30d) 22 filings 22 filers Visit website Investor relations