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Spotify Technology S.A. SPOT

i

Market datapartial · fetched 2026-11-07T01:52:45.941Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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.$0.00$0.27$0.54$0.81$1.08$-0.60$-0.05$0.50$1.05$1.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICESPOT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

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 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%