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Spire Inc. SR

i

Market datapartial · fetched 2026-11-08T09:15:16.878Z

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 · 2026-11-07T00:00:00.002686921Z

FundamentalsAlpha Vantage · unavailable

Share price$88.81
1D+1.0%
AH$87.83$88.22$88.62$89.01$89.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSR
Sold putSold callAH

Spire Inc. options

Live interpolated SR call and put midpoint premiums by absolute delta.Spire Inc.$0.76$1.99$3.23$4.47$5.71$83.95$86.59$89.23$91.86$94.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SR spot · $88.81SR PRICE$0.89$1.06$1.23$1.60$2.05$2.50$2.95$3.40$3.85$4.30$5.20$2.45$1.45$1.65$1.85$2.05$2.25$2.45$2.85$3.48$4.10$4.73$5.35
Puts——
Calls——
Skew——
Implied moveBearish±$4.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.54120.4%17.7%
25Δ
30Δ91.9228.3%4.5%85.3144.8%5.6%
35Δ91.0727.9%3.7%86.1642.2%4.8%
40Δ90.2327.4%3.0%87.0139.6%4.1%
45Δ89.5027.8%2.6%87.8637.0%3.4%
50Δ88.8328.6%2.3%88.7134.4%2.6%
55Δ88.1529.4%2.1%89.5631.8%1.9%
60Δ87.4730.2%1.8%90.4030.4%1.4%
65Δ86.8031.0%1.6%91.2230.4%1.2%
70Δ86.1231.8%1.3%92.0430.4%1.0%
75Δ85.4432.6%1.1%92.8630.4%0.8%
80Δ84.3534.5%0.8%93.6830.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.54
IV
120.4%
B/E move
17.7%

25Δ

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

30Δ

Calls
Pseudo strike
91.92
IV
28.3%
B/E move
4.5%
Puts
Pseudo strike
85.31
IV
44.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
91.07
IV
27.9%
B/E move
3.7%
Puts
Pseudo strike
86.16
IV
42.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
90.23
IV
27.4%
B/E move
3.0%
Puts
Pseudo strike
87.01
IV
39.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
89.50
IV
27.8%
B/E move
2.6%
Puts
Pseudo strike
87.86
IV
37.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
88.83
IV
28.6%
B/E move
2.3%
Puts
Pseudo strike
88.71
IV
34.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
88.15
IV
29.4%
B/E move
2.1%
Puts
Pseudo strike
89.56
IV
31.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
87.47
IV
30.2%
B/E move
1.8%
Puts
Pseudo strike
90.40
IV
30.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
86.80
IV
31.0%
B/E move
1.6%
Puts
Pseudo strike
91.22
IV
30.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
86.12
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
92.04
IV
30.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
85.44
IV
32.6%
B/E move
1.1%
Puts
Pseudo strike
92.86
IV
30.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
84.35
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
93.68
IV
30.3%
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%