Any developed nation has spies in most other nations. It's generally a part of statecraft. If you are worried about sleeper cell terrorists, there is always a risk but it's fairly small. More likely to get killed by a police officer than a foreign terrorist. Domestic terrorism has always been a larger problem for us anyways.
The chance of being killed by an Iranian attack, via spy or otherwise, on American soil is not zero but it's pretty close to that. The larger danger being presented in the moment is economic. Long term oil pressure can lead to renewed inflation and possibly even kick off another recession or depression, of which we are not anywhere near ready to handle. And that could cause a lot of turmoil.