Spyre Therapeutics Inc (SYRE) Expected Move

Tracking the SYRE expected move helps you see how far Spyre Therapeutics Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Spyre Therapeutics Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the SYRE expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For SYRE, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The SYRE expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Spyre Therapeutics Inc is unlikely to go.

Spyre Therapeutics, Inc., a preclinical stage biotechnology company, focuses on developing therapeutics for patients living with inflammatory bowel disease (IBD). It develops SPY001, a human monoclonal immunoglobulin G1 antibody designed to bind selectively to the a4ß7 integrin being developed for the treatment of IBD (ulcerative colitis and Crohn's disease). The company is also developing SPY002, a human monoclonal antibody (mAb)candidates designed to bind to tumor necrosis factor-like ligand 1A; and SPY120, a combination of SPY001 (anti-a4ß7) and SPY002 (anti-TL1A) antibodies, which are in preclinical studies.

In addition, its other early-stage programs include SPY003, an anti-IL-23 mAb; SPY004, a novel mechanism of action (MOA) mAb; SPY130, a combination of anti-a4ß7 and anti-IL-23 mAbs; and SPY230, a combination of anti-TL1A and anti-IL-23 mAbs. The company was formerly known as Aeglea BioTherapeutics, Inc. and changed its name to Spyre Therapeutics, Inc. in November 2023. Spyre Therapeutics, Inc. was incorporated in 2013 and is based in Waltham, Massachusetts.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the SYRE expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Spyre Therapeutics Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about SYRE.