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Unity Software Inc. U

i

Market dataready · fetched 2026-11-07T01:14:54.502Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:25.133288275Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:14:53.228572+00:00

Share price$51.45
1D-0.9%
AH$49.56$50.44$51.32$52.21$53.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMU
Sold putSold callAH

Unity Software Inc. options

Live interpolated U call and put midpoint premiums by absolute delta.Unity Software Inc.$0.49$1.77$3.04$4.32$5.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEU PRICE$0.63$0.78$1.00$1.21$1.44$1.75$2.12$2.54$4.58$5.22$0.71$0.83$1.08$1.11$2.82$2.92$3.15$3.42$3.94$4.77
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
25Δ54.7661.7%7.7%48.6764.3%6.8%
30Δ53.9860.2%6.4%49.5058.9%5.4%
35Δ53.4161.6%5.7%50.0161.4%4.9%
40Δ52.8362.5%5.0%50.6352.8%3.7%
45Δ52.2562.2%4.3%
50Δ51.6764.2%3.8%
55Δ51.1067.8%3.4%52.4779.7%3.5%
60Δ50.4670.3%3.0%53.0471.0%2.6%
65Δ53.5666.6%2.0%
70Δ54.1062.7%1.5%
75Δ47.8785.5%1.9%54.7962.4%1.2%
80Δ46.9784.6%1.5%55.7764.8%0.9%

20Δ

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

25Δ

Calls
Pseudo strike
54.76
IV
61.7%
B/E move
7.7%
Puts
Pseudo strike
48.67
IV
64.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
53.98
IV
60.2%
B/E move
6.4%
Puts
Pseudo strike
49.50
IV
58.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
53.41
IV
61.6%
B/E move
5.7%
Puts
Pseudo strike
50.01
IV
61.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
52.83
IV
62.5%
B/E move
5.0%
Puts
Pseudo strike
50.63
IV
52.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
52.25
IV
62.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.67
IV
64.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
51.10
IV
67.8%
B/E move
3.4%
Puts
Pseudo strike
52.47
IV
79.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
50.46
IV
70.3%
B/E move
3.0%
Puts
Pseudo strike
53.04
IV
71.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.56
IV
66.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.10
IV
62.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
47.87
IV
85.5%
B/E move
1.9%
Puts
Pseudo strike
54.79
IV
62.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.97
IV
84.6%
B/E move
1.5%
Puts
Pseudo strike
55.77
IV
64.8%
B/E move
0.9%

Options history

IV · four-Friday blend98.58%
Daily close
U43.3%73.0%102.7%2026-08-10: 62.24%2026-08-11: 61.50%2026-08-12: 58.10%2026-08-13: 55.74%2026-08-14: 51.48%2026-08-17: 54.58%2026-08-18: 55.74%2026-08-19: 56.79%2026-08-20: 55.77%2026-08-21: 50.88%2026-08-24: 54.03%2026-08-25: 53.18%2026-08-26: 51.67%2026-08-27: 51.67%2026-08-28: 47.43%2026-08-31: 51.66%2026-09-01: 52.36%2026-09-02: 51.93%2026-09-03: 61.85%2026-09-04: 49.43%2026-09-08: 57.28%2026-09-09: 56.48%2026-09-10: 58.75%2026-09-11: 51.42%2026-09-14: 57.09%2026-09-15: 57.66%2026-09-16: 58.32%2026-09-17: 53.72%2026-09-18: 49.35%2026-09-21: 53.95%2026-09-22: 55.16%2026-09-23: 65.63%2026-09-24: 61.71%2026-09-25: 57.53%2026-09-28: 60.01%2026-09-29: 59.82%2026-09-30: 58.49%2026-10-01: 59.43%2026-10-02: 53.11%2026-10-05: 56.02%2026-10-06: 55.84%2026-10-07: 57.88%2026-10-08: 57.09%2026-10-09: 54.17%2026-10-12: 58.11%2026-10-13: 60.08%2026-10-14: 64.21%2026-10-15: 69.28%2026-10-16: 72.00%2026-10-19: 70.86%2026-10-20: 70.60%2026-10-21: 71.09%2026-10-22: 75.99%2026-10-23: 76.70%2026-10-26: 81.45%2026-10-27: 83.36%2026-10-28: 86.11%2026-10-29: 85.83%2026-10-30: 98.58%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
62.24%
61.50%
58.10%
55.74%
51.48%
54.58%
55.74%
56.79%
55.77%
50.88%
54.03%
53.18%
51.67%
51.67%
47.43%
51.66%
52.36%
51.93%
61.85%
49.43%
57.28%
56.48%
58.75%
51.42%
57.09%
57.66%
58.32%
53.72%
49.35%
53.95%
55.16%
65.63%
61.71%
57.53%
60.01%
59.82%
58.49%
59.43%
53.11%
56.02%
55.84%
57.88%
57.09%
54.17%
58.11%
60.08%
64.21%
69.28%
72.00%
70.86%
70.60%
71.09%
75.99%
76.70%
81.45%
83.36%
86.11%
85.83%
98.58%