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Spotify Technology SA SPOT

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T20:03:12.381Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.564330995Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:30.609309+00:00

Share price$533.37
1D+2.6%
AH$514$519$524$530$5355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPOT
Sold putSold callAH

Spotify Technology SA options

Live interpolated SPOT call and put midpoint premiums by absolute delta.Spotify Technology SA$1.19$5.63$10.06$14.49$18.93$510.31$522.42$534.53$546.65$558.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $533.37OPTION PRICELive SPOT spot · $533.37SPOT PRICE$1.97$1.68$2.07$2.59$3.13$3.72$4.34$4.98$6.16$7.20$7.53$7.87$8.73$1.67$2.09$3.07$4.05$4.99$5.09$6.01$7.14$8.66$10.48$11.83$15.01$17.65
PutsExpensive1.24×
CallsCheap0.55×
SkewBearish+15.91 pp
Implied moveBearish±$10.35
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ550.0165.0%3.5%521.9652.7%2.5%
25Δ541.9440.7%1.9%524.9549.6%2.0%
30Δ539.9639.4%1.6%526.3555.3%1.9%
35Δ538.4639.5%1.4%527.8560.3%1.8%
40Δ536.9939.6%1.3%529.9861.5%1.6%
45Δ535.5639.5%1.1%532.3852.8%1.1%
50Δ534.1739.2%1.0%534.2652.8%1.0%
55Δ532.8038.8%0.8%536.1753.7%0.8%
60Δ531.1941.1%0.7%538.3256.1%0.7%
65Δ529.7142.2%0.7%540.6958.9%0.6%
70Δ528.6838.5%0.5%542.8557.8%0.4%
75Δ527.6634.7%0.4%546.4963.0%0.4%
80Δ526.3833.0%0.3%549.7863.5%0.2%

20Δ

Calls
Pseudo strike
550.01
IV
65.0%
B/E move
3.5%
Puts
Pseudo strike
521.96
IV
52.7%
B/E move
2.5%

25Δ

Calls
Pseudo strike
541.94
IV
40.7%
B/E move
1.9%
Puts
Pseudo strike
524.95
IV
49.6%
B/E move
2.0%

30Δ

Calls
Pseudo strike
539.96
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
526.35
IV
55.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
538.46
IV
39.5%
B/E move
1.4%
Puts
Pseudo strike
527.85
IV
60.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
536.99
IV
39.6%
B/E move
1.3%
Puts
Pseudo strike
529.98
IV
61.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
535.56
IV
39.5%
B/E move
1.1%
Puts
Pseudo strike
532.38
IV
52.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
534.17
IV
39.2%
B/E move
1.0%
Puts
Pseudo strike
534.26
IV
52.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
532.80
IV
38.8%
B/E move
0.8%
Puts
Pseudo strike
536.17
IV
53.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
531.19
IV
41.1%
B/E move
0.7%
Puts
Pseudo strike
538.32
IV
56.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
529.71
IV
42.2%
B/E move
0.7%
Puts
Pseudo strike
540.69
IV
58.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
528.68
IV
38.5%
B/E move
0.5%
Puts
Pseudo strike
542.85
IV
57.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
527.66
IV
34.7%
B/E move
0.4%
Puts
Pseudo strike
546.49
IV
63.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
526.38
IV
33.0%
B/E move
0.3%
Puts
Pseudo strike
549.78
IV
63.5%
B/E move
0.2%