My first question would be are you SURE you have P. sphex ?
If so, I'm curious as to where you got it, as we've been keeping Scorpaenifomes almost exclusively for quite while, and haven't come across one that was properly ID'd and actually was a sphex. FWIW, this fish is often confused with P. antennata and vice-versa. Finding this fish in the hobby is like finding a 4-leaf clover...pretty rare.
At any rate, these fish are one of the mid-bodied species of the Pterois genus, reaching about 8" or so in the wild. Like their other cogeners, they're hardy and easy to care for. Their care and housing requirements are basically the same as for any of the mid-bodied species (P. mombassae, P. antennata, P. radiata).
I'd LOVE to see some photos of your fish...pretty please.