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Spotify Technology S.A. SPOT

i

Market datapartial · fetched 2026-11-07T04:26:15.988Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.003525756Z

FundamentalsAlpha Vantage · unavailable

Share price$603.01
1D+0.7%
AH$589$595$601$606$6125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPOT
Sold putSold callAH

Spotify Technology S.A. options

Live interpolated SPOT call and put midpoint premiums by absolute delta.Spotify Technology S.A.$2.59$11.34$20.09$28.84$37.59$553.81$580.20$606.59$632.98$659.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPOT spot · $603.01SPOT PRICE$3.54$4.81$6.10$6.97$9.10$10.33$12.73$14.41$17.01$20.08$22.64$25.75$29.98$4.59$5.51$7.08$8.47$10.39$12.48$14.75$16.53$19.07$22.25$27.04$31.67$35.06
PutsCheap0.89×
CallsCheap0.69×
SkewBearish+3.66 pp
Implied moveBearish±$27.49
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ632.3838.9%5.5%572.1347.6%5.9%
25Δ627.1439.6%4.8%580.8642.8%4.6%
30Δ621.9039.4%4.1%585.9843.0%4.0%
35Δ616.0736.4%3.3%591.1941.6%3.4%
40Δ612.7539.4%3.1%595.6242.2%2.9%
45Δ608.2637.6%2.6%600.0542.5%2.6%
50Δ604.3539.5%2.3%604.5142.6%2.2%
55Δ600.3038.4%1.9%608.7541.0%1.8%
60Δ596.0739.2%1.7%613.1440.8%1.5%
65Δ591.5440.3%1.4%617.8741.2%1.2%
70Δ587.2739.5%1.1%623.8543.2%1.0%
75Δ582.6939.1%0.9%629.8543.9%0.8%
80Δ577.2339.4%0.7%634.7341.9%0.6%

20Δ

Calls
Pseudo strike
632.38
IV
38.9%
B/E move
5.5%
Puts
Pseudo strike
572.13
IV
47.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
627.14
IV
39.6%
B/E move
4.8%
Puts
Pseudo strike
580.86
IV
42.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
621.90
IV
39.4%
B/E move
4.1%
Puts
Pseudo strike
585.98
IV
43.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
616.07
IV
36.4%
B/E move
3.3%
Puts
Pseudo strike
591.19
IV
41.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
612.75
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
595.62
IV
42.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
608.26
IV
37.6%
B/E move
2.6%
Puts
Pseudo strike
600.05
IV
42.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
604.35
IV
39.5%
B/E move
2.3%
Puts
Pseudo strike
604.51
IV
42.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
600.30
IV
38.4%
B/E move
1.9%
Puts
Pseudo strike
608.75
IV
41.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
596.07
IV
39.2%
B/E move
1.7%
Puts
Pseudo strike
613.14
IV
40.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
591.54
IV
40.3%
B/E move
1.4%
Puts
Pseudo strike
617.87
IV
41.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
587.27
IV
39.5%
B/E move
1.1%
Puts
Pseudo strike
623.85
IV
43.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
582.69
IV
39.1%
B/E move
0.9%
Puts
Pseudo strike
629.85
IV
43.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
577.23
IV
39.4%
B/E move
0.7%
Puts
Pseudo strike
634.73
IV
41.9%
B/E move
0.6%

Options history

IV · four-Friday blend40.97%
Daily close
SPOT31.0%59.9%88.8%2026-08-10: 39.68%2026-08-11: 38.31%2026-08-12: 38.20%2026-08-13: 39.94%2026-08-14: 35.02%2026-08-17: 38.27%2026-08-18: 40.93%2026-08-19: 40.57%2026-08-20: 39.06%2026-08-21: 36.17%2026-08-24: 38.13%2026-08-25: 39.09%2026-08-26: 38.34%2026-08-27: 38.05%2026-08-28: 35.80%2026-08-31: 38.41%2026-09-01: 38.99%2026-09-02: 38.67%2026-09-03: 36.97%2026-09-04: 35.61%2026-09-08: 41.27%2026-09-09: 40.69%2026-09-10: 41.27%2026-09-11: 37.42%2026-09-14: 40.84%2026-09-15: 40.61%2026-09-16: 40.74%2026-09-17: 38.33%2026-09-18: 37.81%2026-09-21: 40.21%2026-09-22: 42.14%2026-09-23: 42.60%2026-09-24: 42.51%2026-09-25: 41.87%2026-09-28: 46.03%2026-09-29: 44.90%2026-09-30: 45.06%2026-10-01: 45.34%2026-10-02: 45.39%2026-10-05: 47.20%2026-10-06: 48.59%2026-10-07: 50.42%2026-10-08: 51.78%2026-10-09: 54.40%2026-10-12: 57.20%2026-10-13: 58.79%2026-10-14: 61.44%2026-10-15: 63.52%2026-10-16: 66.53%2026-10-19: 74.44%2026-10-20: 79.87%2026-10-21: 84.79%2026-10-22: 45.05%2026-10-23: 38.54%2026-10-26: 41.70%2026-10-27: 41.06%2026-10-28: 42.25%2026-10-29: 40.65%2026-10-30: 40.97%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.68%
38.31%
38.20%
39.94%
35.02%
38.27%
40.93%
40.57%
39.06%
36.17%
38.13%
39.09%
38.34%
38.05%
35.80%
38.41%
38.99%
38.67%
36.97%
35.61%
41.27%
40.69%
41.27%
37.42%
40.84%
40.61%
40.74%
38.33%
37.81%
40.21%
42.14%
42.60%
42.51%
41.87%
46.03%
44.90%
45.06%
45.34%
45.39%
47.20%
48.59%
50.42%
51.78%
54.40%
57.20%
58.79%
61.44%
63.52%
66.53%
74.44%
79.87%
84.79%
45.05%
38.54%
41.70%
41.06%
42.25%
40.65%
40.97%