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Spire Global Inc SPIR

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
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Market dataready · fetched 2026-10-15T20:33:55.738Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003491913Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:54.453222+00:00

Share price$9.30
1D+5.1%
AH$8.73$8.89$9.06$9.22$9.395:30 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$0.00$0.41$0.82$1.22$1.63$6.55$7.50$8.44$9.39$10.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $9.30OPTION PRICELive SPIR spot · $9.30SPIR PRICE$0.14$0.12$0.11$0.10$0.08$0.07$0.06$0.04$0.03$0.01$0.01$0.01$0.01$0.12$0.11$0.13$0.21$0.30$0.38$0.46$0.54$0.63$0.71$0.79$1.00$1.51
PutsExpensive1.84×
CallsCheap-3.56×
SkewBearish+680.65 pp
Implied moveBearish±$0.52
TiltBearish79.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.96306.2%19.3%8.04304.3%14.9%
25Δ9.87172.6%7.4%8.63187.8%8.4%
30Δ8.7739.0%4.5%9.04119.3%4.2%
35Δ7.68-94.5%16.4%9.15129.0%3.9%
40Δ6.59-228.1%28.3%9.26138.6%3.6%
45Δ5.49-361.7%40.2%9.37148.2%3.3%
50Δ4.40-495.2%52.1%9.48157.9%3.0%
55Δ3.31-628.8%64.0%9.59167.5%2.7%
60Δ2.21-762.4%75.9%9.70177.1%2.4%
65Δ1.12-895.9%87.8%9.81186.8%2.1%
70Δ0.03-1029.5%99.7%9.92196.4%1.8%
75Δ-1.07-1163.1%111.4%10.16220.2%1.6%
80Δ-2.16-1296.6%123.2%10.68277.3%1.4%

20Δ

Calls
Pseudo strike
10.96
IV
306.2%
B/E move
19.3%
Puts
Pseudo strike
8.04
IV
304.3%
B/E move
14.9%

25Δ

Calls
Pseudo strike
9.87
IV
172.6%
B/E move
7.4%
Puts
Pseudo strike
8.63
IV
187.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
8.77
IV
39.0%
B/E move
4.5%
Puts
Pseudo strike
9.04
IV
119.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
7.68
IV
-94.5%
B/E move
16.4%
Puts
Pseudo strike
9.15
IV
129.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
6.59
IV
-228.1%
B/E move
28.3%
Puts
Pseudo strike
9.26
IV
138.6%
B/E move
3.6%

45Δ

Calls
Pseudo strike
5.49
IV
-361.7%
B/E move
40.2%
Puts
Pseudo strike
9.37
IV
148.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
4.40
IV
-495.2%
B/E move
52.1%
Puts
Pseudo strike
9.48
IV
157.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
3.31
IV
-628.8%
B/E move
64.0%
Puts
Pseudo strike
9.59
IV
167.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
2.21
IV
-762.4%
B/E move
75.9%
Puts
Pseudo strike
9.70
IV
177.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
1.12
IV
-895.9%
B/E move
87.8%
Puts
Pseudo strike
9.81
IV
186.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
0.03
IV
-1029.5%
B/E move
99.7%
Puts
Pseudo strike
9.92
IV
196.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
-1.07
IV
-1163.1%
B/E move
111.4%
Puts
Pseudo strike
10.16
IV
220.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
-2.16
IV
-1296.6%
B/E move
123.2%
Puts
Pseudo strike
10.68
IV
277.3%
B/E move
1.4%