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Spotify Technology SA SPOT

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T20:35:31.772Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:45.8908767Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:31.081220+00:00

Share price$532.99
1D+2.5%
AH$513$519$524$530$5365:30 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$1.20$4.79$8.39$11.98$15.58$510.63$521.93$533.23$544.53$555.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $532.99OPTION PRICELive SPOT spot · $532.99SPOT PRICE$1.79$1.78$2.25$2.80$3.43$4.08$4.80$5.89$7.16$7.60$8.24$9.49$11.16$1.59$2.01$2.81$3.77$4.66$5.05$5.47$6.35$7.47$9.09$10.59$11.70$14.54
PutsExpensive1.36×
CallsCheap0.67×
SkewBearish+6.32 pp
Implied moveBearish±$10.27
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ547.4358.8%3.0%521.5650.1%2.4%
25Δ541.4343.2%1.9%524.2647.7%2.0%
30Δ539.4642.6%1.6%525.9950.7%1.8%
35Δ537.8443.0%1.4%527.3256.0%1.8%
40Δ536.2743.4%1.3%529.2457.4%1.6%
45Δ534.7243.6%1.1%531.3052.8%1.3%
50Δ533.1943.6%0.9%533.2248.2%1.0%
55Δ531.5345.7%0.8%534.9148.1%0.8%
60Δ529.8248.5%0.7%536.6948.6%0.7%
65Δ528.4944.7%0.6%538.8351.2%0.6%
70Δ527.0641.9%0.4%540.8951.9%0.5%
75Δ525.3241.9%0.3%542.7049.8%0.4%
80Δ523.2342.5%0.3%545.9653.0%0.3%

20Δ

Calls
Pseudo strike
547.43
IV
58.8%
B/E move
3.0%
Puts
Pseudo strike
521.56
IV
50.1%
B/E move
2.4%

25Δ

Calls
Pseudo strike
541.43
IV
43.2%
B/E move
1.9%
Puts
Pseudo strike
524.26
IV
47.7%
B/E move
2.0%

30Δ

Calls
Pseudo strike
539.46
IV
42.6%
B/E move
1.6%
Puts
Pseudo strike
525.99
IV
50.7%
B/E move
1.8%

35Δ

Calls
Pseudo strike
537.84
IV
43.0%
B/E move
1.4%
Puts
Pseudo strike
527.32
IV
56.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
536.27
IV
43.4%
B/E move
1.3%
Puts
Pseudo strike
529.24
IV
57.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
534.72
IV
43.6%
B/E move
1.1%
Puts
Pseudo strike
531.30
IV
52.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
533.19
IV
43.6%
B/E move
0.9%
Puts
Pseudo strike
533.22
IV
48.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
531.53
IV
45.7%
B/E move
0.8%
Puts
Pseudo strike
534.91
IV
48.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
529.82
IV
48.5%
B/E move
0.7%
Puts
Pseudo strike
536.69
IV
48.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
528.49
IV
44.7%
B/E move
0.6%
Puts
Pseudo strike
538.83
IV
51.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
527.06
IV
41.9%
B/E move
0.4%
Puts
Pseudo strike
540.89
IV
51.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
525.32
IV
41.9%
B/E move
0.3%
Puts
Pseudo strike
542.70
IV
49.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
523.23
IV
42.5%
B/E move
0.3%
Puts
Pseudo strike
545.96
IV
53.0%
B/E move
0.3%