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Spire Global, Inc. SPIR

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-07T03:40:17.896Z

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 · 2026-11-07T00:00:00.002470729Z

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

NewsAlpha Vantage · collected 2026-11-06T06:33:32.167642+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T06:32:56.481985+00:00

Share price$8.65
1D+11.8%
AH$7.66$7.93$8.20$8.47$8.735:30 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.$0.37$0.64$0.91$1.18$1.45$6.28$7.39$8.50$9.60$10.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SPIR spot · $8.65SPIR PRICE$0.40$0.47$0.55$0.63$0.73$0.82$0.91$0.43$0.45$0.52$0.63$0.75$0.86$1.00$1.19$1.38
Puts——
Calls——
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.35152.8%20.1%
30Δ7.82124.2%14.8%
35Δ9.65108.5%16.2%8.15112.5%11.8%
40Δ9.38107.6%13.9%8.38111.3%10.4%
45Δ9.10106.6%11.5%8.62110.1%8.9%
50Δ8.86104.7%9.8%8.86109.0%7.5%
55Δ8.65102.1%8.3%9.11108.3%6.3%
60Δ8.4399.6%6.9%9.38108.2%5.3%
65Δ8.2197.0%5.5%9.64108.1%4.4%
70Δ
75Δ
80Δ

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
7.35
IV
152.8%
B/E move
20.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
124.2%
B/E move
14.8%

35Δ

Calls
Pseudo strike
9.65
IV
108.5%
B/E move
16.2%
Puts
Pseudo strike
8.15
IV
112.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
9.38
IV
107.6%
B/E move
13.9%
Puts
Pseudo strike
8.38
IV
111.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
9.10
IV
106.6%
B/E move
11.5%
Puts
Pseudo strike
8.62
IV
110.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
8.86
IV
104.7%
B/E move
9.8%
Puts
Pseudo strike
8.86
IV
109.0%
B/E move
7.5%

55Δ

Calls
Pseudo strike
8.65
IV
102.1%
B/E move
8.3%
Puts
Pseudo strike
9.11
IV
108.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
8.43
IV
99.6%
B/E move
6.9%
Puts
Pseudo strike
9.38
IV
108.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
8.21
IV
97.0%
B/E move
5.5%
Puts
Pseudo strike
9.64
IV
108.1%
B/E move
4.4%

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend87.30%
Daily close
SPIR63.9%95.9%127.8%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%2026-11-03: 80.36%2026-11-06: 87.30%Aug 10Sep 21Nov 6
56 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
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%
80.36%
87.30%

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