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Spire Inc SR

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-10-22T22:43:29.271Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.001683331Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:43:28.895323+00:00

Share price$85.56
1D+2.9%
AH$82.93$83.69$84.45$85.21$85.985:30 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$0.44$1.90$3.37$4.83$6.30$72.70$78.64$84.57$90.51$96.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SR spot · $85.56SR PRICE$0.60$2.45$2.45$2.44$2.43$2.42$2.41$2.40$2.75$3.53$4.31$5.09$5.87$2.45$2.49$2.49$2.10$1.72$1.80$2.24$2.68$3.12$3.56$4.00$4.44$5.49
PutsExpensive1.73×
CallsExpensive1.52×
SkewBullish-2.86 pp
Implied moveBullish±$4.66
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.7522.5%6.8%72.4582.4%18.2%
25Δ101.5775.9%21.6%77.0164.5%12.9%
30Δ94.9358.4%13.8%80.2851.1%9.1%
35Δ93.1451.5%11.7%82.2338.4%6.4%
40Δ91.3644.7%9.6%84.1725.6%3.6%
45Δ89.5737.9%7.5%85.3920.2%2.3%
50Δ87.7831.1%5.4%86.0820.3%2.0%
55Δ86.0024.3%3.3%86.7720.3%1.7%
60Δ84.5721.0%2.0%87.4520.4%1.4%
65Δ83.5922.3%1.8%88.1420.4%1.1%
70Δ82.6123.5%1.6%88.8320.5%0.9%
75Δ81.6424.7%1.4%89.5220.5%0.6%
80Δ80.6626.0%1.1%90.7722.0%0.3%

20Δ

Calls
Pseudo strike
90.75
IV
22.5%
B/E move
6.8%
Puts
Pseudo strike
72.45
IV
82.4%
B/E move
18.2%

25Δ

Calls
Pseudo strike
101.57
IV
75.9%
B/E move
21.6%
Puts
Pseudo strike
77.01
IV
64.5%
B/E move
12.9%

30Δ

Calls
Pseudo strike
94.93
IV
58.4%
B/E move
13.8%
Puts
Pseudo strike
80.28
IV
51.1%
B/E move
9.1%

35Δ

Calls
Pseudo strike
93.14
IV
51.5%
B/E move
11.7%
Puts
Pseudo strike
82.23
IV
38.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
91.36
IV
44.7%
B/E move
9.6%
Puts
Pseudo strike
84.17
IV
25.6%
B/E move
3.6%

45Δ

Calls
Pseudo strike
89.57
IV
37.9%
B/E move
7.5%
Puts
Pseudo strike
85.39
IV
20.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
87.78
IV
31.1%
B/E move
5.4%
Puts
Pseudo strike
86.08
IV
20.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
86.00
IV
24.3%
B/E move
3.3%
Puts
Pseudo strike
86.77
IV
20.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
84.57
IV
21.0%
B/E move
2.0%
Puts
Pseudo strike
87.45
IV
20.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
83.59
IV
22.3%
B/E move
1.8%
Puts
Pseudo strike
88.14
IV
20.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
82.61
IV
23.5%
B/E move
1.6%
Puts
Pseudo strike
88.83
IV
20.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
81.64
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
89.52
IV
20.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
80.66
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
90.77
IV
22.0%
B/E move
0.3%

Options history

No recorded observations