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Spire Inc. SR

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-12T01:57:50.856Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:00:00.003052629Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:49:38.491397+00:00

Share price$88.27
1D+0.3%
AH$87.36$87.86$88.36$88.86$89.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSR
Sold putSold callAH

Spire Inc. options

Live interpolated SR call and put midpoint premiums by absolute delta.Spire Inc.$0.62$1.73$2.84$3.95$5.06$70.37$76.48$82.58$88.69$94.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SR spot · $88.27SR PRICE$0.74$0.98$1.23$1.47$1.72$1.96$2.20$2.45$2.69$2.94$3.18$3.43$3.67$2.47$2.48$2.49$2.50$2.50$2.51$2.52$2.53$2.54$2.55$3.27$4.00$4.74
PutsExpensive3.97×
CallsExpensive1.08×
SkewBearish+83.05 pp
Implied moveBearish±$4.73
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4332.6%6.7%61.18248.3%33.5%
25Δ92.7432.2%6.2%64.37223.9%29.9%
30Δ92.0631.8%5.7%67.57199.6%26.3%
35Δ91.3831.5%5.2%70.76175.3%22.7%
40Δ90.6931.1%4.7%73.95150.9%19.1%
45Δ90.0130.7%4.2%77.15126.6%15.5%
50Δ89.3230.4%3.7%80.34102.2%11.8%
55Δ88.6430.0%3.2%83.5377.9%8.2%
60Δ87.9629.6%2.7%86.7253.6%4.6%
65Δ87.2729.3%2.2%89.9229.2%1.0%
70Δ86.5928.9%1.7%90.8528.8%0.8%
75Δ85.9028.6%1.2%91.7329.0%0.6%
80Δ85.2228.2%0.7%92.6029.2%0.5%

20Δ

Calls
Pseudo strike
93.43
IV
32.6%
B/E move
6.7%
Puts
Pseudo strike
61.18
IV
248.3%
B/E move
33.5%

25Δ

Calls
Pseudo strike
92.74
IV
32.2%
B/E move
6.2%
Puts
Pseudo strike
64.37
IV
223.9%
B/E move
29.9%

30Δ

Calls
Pseudo strike
92.06
IV
31.8%
B/E move
5.7%
Puts
Pseudo strike
67.57
IV
199.6%
B/E move
26.3%

35Δ

Calls
Pseudo strike
91.38
IV
31.5%
B/E move
5.2%
Puts
Pseudo strike
70.76
IV
175.3%
B/E move
22.7%

40Δ

Calls
Pseudo strike
90.69
IV
31.1%
B/E move
4.7%
Puts
Pseudo strike
73.95
IV
150.9%
B/E move
19.1%

45Δ

Calls
Pseudo strike
90.01
IV
30.7%
B/E move
4.2%
Puts
Pseudo strike
77.15
IV
126.6%
B/E move
15.5%

50Δ

Calls
Pseudo strike
89.32
IV
30.4%
B/E move
3.7%
Puts
Pseudo strike
80.34
IV
102.2%
B/E move
11.8%

55Δ

Calls
Pseudo strike
88.64
IV
30.0%
B/E move
3.2%
Puts
Pseudo strike
83.53
IV
77.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
87.96
IV
29.6%
B/E move
2.7%
Puts
Pseudo strike
86.72
IV
53.6%
B/E move
4.6%

65Δ

Calls
Pseudo strike
87.27
IV
29.3%
B/E move
2.2%
Puts
Pseudo strike
89.92
IV
29.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
86.59
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
90.85
IV
28.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
85.90
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
91.73
IV
29.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
85.22
IV
28.2%
B/E move
0.7%
Puts
Pseudo strike
92.60
IV
29.2%
B/E move
0.5%

Options history

IV · four-Friday blend22.83%
Daily EOD
SR21.3%22.6%24.0%2026-10-19: 23.25%2026-10-20: 22.80%2026-10-21: 23.81%2026-10-22: 22.29%2026-10-23: 21.64%2026-10-26: 22.31%2026-10-27: 23.24%2026-10-28: 22.26%2026-10-29: 21.46%2026-10-30: 22.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.25%
22.80%
23.81%
22.29%
21.64%
22.31%
23.24%
22.26%
21.46%
22.83%