The footage was published on Facebook on Monday by SeaWorld San Antonio, showing the unborn calf's head, eye and upper body shifting about while in utero.
Controversy remains over its orca programme.
The dolphin is still in critical condition.
Animal rights groups have praised the decision, which was announced on Thursday.
SeaWorld says employees spied on activists to protect staff, customers and animals in the face of "credible threats."
Critics say the company's decision doesn't address the fundamental problem: the welfare of killer whales.
The marine-life park has been under fire after the 2013 documentary "Blackfish."
The importance of keeping certain wild animals in captivity is underscored by the viral stardom of a rescued baby sea otter named Luna and the problems the documentary "Blackfish" created for conservationists.
Steve-O was arrested after climbing down.
The dolphin may have suffered from pneumonia.
Animal rights group, People for the Ethical Treatment of Animals, objects to the inclusion of a SeaWorld float in the annual parade.