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Spire Global, Inc. SPIR

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-04T00:30:12.600Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003558144Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T05:44:21.272726+00:00

Share price$8.70
1D+0.1%
AH$8.65$8.70$8.75$8.80$8.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPIR
Sold putSold callAH

Spire Global, Inc. options

Live interpolated SPIR call and put midpoint premiums by absolute delta.Spire Global, Inc.$0.32$1.10$1.87$2.64$3.41$7.10$7.88$8.66$9.44$10.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SPIR spot · $8.70SPIR PRICE$0.41$0.48$0.56$0.62$0.69$0.75$0.81$0.87$0.49$0.60$0.70$0.80$1.04$1.43$1.85$2.49$2.90$3.19
Puts——
Calls——
Skew——
Implied moveBearish±$1.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ9.77102.9%17.0%8.2196.5%11.3%
40Δ9.47100.4%14.4%8.4395.2%9.9%
45Δ9.1898.0%11.9%8.6693.9%8.5%
50Δ8.9294.3%9.8%8.8992.6%7.0%
55Δ8.7488.9%8.3%9.2199.1%6.1%
60Δ8.5583.5%6.8%9.63113.2%5.8%
65Δ8.3678.1%5.4%10.08127.5%5.4%
70Δ8.1772.7%3.9%10.78142.8%4.8%
75Δ11.27142.8%3.8%
80Δ11.66135.6%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.77
IV
102.9%
B/E move
17.0%
Puts
Pseudo strike
8.21
IV
96.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
9.47
IV
100.4%
B/E move
14.4%
Puts
Pseudo strike
8.43
IV
95.2%
B/E move
9.9%

45Δ

Calls
Pseudo strike
9.18
IV
98.0%
B/E move
11.9%
Puts
Pseudo strike
8.66
IV
93.9%
B/E move
8.5%

50Δ

Calls
Pseudo strike
8.92
IV
94.3%
B/E move
9.8%
Puts
Pseudo strike
8.89
IV
92.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
8.74
IV
88.9%
B/E move
8.3%
Puts
Pseudo strike
9.21
IV
99.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.55
IV
83.5%
B/E move
6.8%
Puts
Pseudo strike
9.63
IV
113.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.36
IV
78.1%
B/E move
5.4%
Puts
Pseudo strike
10.08
IV
127.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
8.17
IV
72.7%
B/E move
3.9%
Puts
Pseudo strike
10.78
IV
142.8%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
142.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.66
IV
135.6%
B/E move
2.7%

Options history

IV · four-Friday blend78.46%
Daily close
SPIR63.9%95.9%127.8%2026-08-05: 107.53%2026-08-06: 110.15%2026-08-07: 110.86%2026-08-10: 113.89%2026-08-11: 123.42%2026-08-12: 115.32%2026-08-13: 89.61%2026-08-14: 89.00%2026-08-17: 88.67%2026-08-18: 93.91%2026-08-19: 93.21%2026-08-21: 84.57%2026-08-24: 84.11%2026-08-25: 84.37%2026-08-26: 84.81%2026-08-27: 83.84%2026-08-28: 81.65%2026-08-31: 78.66%2026-09-01: 79.14%2026-09-02: 78.56%2026-09-03: 79.54%2026-09-04: 78.27%2026-09-08: 82.73%2026-09-09: 83.62%2026-09-10: 80.07%2026-09-11: 81.86%2026-09-14: 81.98%2026-09-16: 87.18%2026-09-17: 89.29%2026-09-18: 79.28%2026-09-21: 81.15%2026-09-22: 83.22%2026-09-23: 80.45%2026-09-24: 82.49%2026-09-25: 81.68%2026-09-28: 82.79%2026-09-29: 81.89%2026-09-30: 81.38%2026-10-01: 81.83%2026-10-02: 80.76%2026-10-05: 78.75%2026-10-06: 81.47%2026-10-07: 78.94%2026-10-08: 79.71%2026-10-09: 82.11%2026-10-12: 83.55%2026-10-16: 75.94%2026-10-19: 73.26%2026-10-20: 68.33%2026-10-21: 75.66%2026-10-22: 74.16%2026-10-23: 72.00%2026-10-26: 78.50%2026-10-27: 69.03%2026-10-28: 72.08%2026-10-29: 72.22%2026-10-30: 78.46%Aug 5Sep 17Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
107.53%
110.15%
110.86%
113.89%
123.42%
115.32%
89.61%
89.00%
88.67%
93.91%
93.21%
84.57%
84.11%
84.37%
84.81%
83.84%
81.65%
78.66%
79.14%
78.56%
79.54%
78.27%
82.73%
83.62%
80.07%
81.86%
81.98%
87.18%
89.29%
79.28%
81.15%
83.22%
80.45%
82.49%
81.68%
82.79%
81.89%
81.38%
81.83%
80.76%
78.75%
81.47%
78.94%
79.71%
82.11%
83.55%
75.94%
73.26%
68.33%
75.66%
74.16%
72.00%
78.50%
69.03%
72.08%
72.22%
78.46%