IntraAlpha
Create free account Start free

Spire Inc. SR

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-06T20:56:51.099Z

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 · 2026-11-06T20:56:34.795128479Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:56:49.523002+00:00

Share price$88.67
1D+0.8%
$87.83$88.22$88.62$89.01$89.415:30 AM6:30 AM9:00 AM1:00 PMSR
Sold putSold call

Spire Inc. options

Live interpolated SR call and put midpoint premiums by absolute delta.Spire Inc.$0.76$2.14$3.52$4.89$6.27$83.73$86.41$89.10$91.78$94.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SR spot · $88.67SR PRICE$0.91$1.08$1.25$1.68$2.15$2.61$3.08$3.54$4.00$4.47$5.88$2.45$1.43$1.63$1.82$2.01$2.21$2.40$2.68$3.26$3.84$4.42$5.00
Puts——
Calls——
Skew——
Implied moveBalanced±$4.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.44113.8%17.7%
25Δ
30Δ91.8326.8%4.6%85.2541.9%5.5%
35Δ90.9726.4%3.8%86.0739.3%4.8%
40Δ90.1026.0%3.0%86.8936.8%4.1%
45Δ89.3826.8%2.7%87.7134.2%3.3%
50Δ88.6927.7%2.4%88.5331.7%2.6%
55Δ87.9928.6%2.2%89.3629.1%1.9%
60Δ87.2929.5%1.9%90.1727.0%1.3%
65Δ86.5930.4%1.7%90.9326.7%1.1%
70Δ85.9031.3%1.4%91.7026.3%0.9%
75Δ85.2032.2%1.1%92.4625.9%0.7%
80Δ83.6135.8%0.9%93.2325.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.44
IV
113.8%
B/E move
17.7%

25Δ

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

30Δ

Calls
Pseudo strike
91.83
IV
26.8%
B/E move
4.6%
Puts
Pseudo strike
85.25
IV
41.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
90.97
IV
26.4%
B/E move
3.8%
Puts
Pseudo strike
86.07
IV
39.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
90.10
IV
26.0%
B/E move
3.0%
Puts
Pseudo strike
86.89
IV
36.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
89.38
IV
26.8%
B/E move
2.7%
Puts
Pseudo strike
87.71
IV
34.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
88.69
IV
27.7%
B/E move
2.4%
Puts
Pseudo strike
88.53
IV
31.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
87.99
IV
28.6%
B/E move
2.2%
Puts
Pseudo strike
89.36
IV
29.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
87.29
IV
29.5%
B/E move
1.9%
Puts
Pseudo strike
90.17
IV
27.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
86.59
IV
30.4%
B/E move
1.7%
Puts
Pseudo strike
90.93
IV
26.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
85.90
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
91.70
IV
26.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
85.20
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
92.46
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
83.61
IV
35.8%
B/E move
0.9%
Puts
Pseudo strike
93.23
IV
25.5%
B/E move
0.5%

Options history

IV · four-Friday blend22.83%
Daily EOD
SR21.3%22.6%24.0%2026-10-19: 23.25%2026-10-20: 22.80%2026-10-21: 23.81%2026-10-22: 22.29%2026-10-23: 21.64%2026-10-26: 22.31%2026-10-27: 23.24%2026-10-28: 22.26%2026-10-29: 21.46%2026-10-30: 22.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.25%
22.80%
23.81%
22.29%
21.64%
22.31%
23.24%
22.26%
21.46%
22.83%