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Unity Software Inc U

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-15T21:02:27.159Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:41:27.728690059Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:25.992275+00:00

Share price$43.27
1D+6.8%
AH$40$41$42$43$445:30 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$0.00$2.12$4.25$6.37$8.49$39.31$41.04$42.76$44.48$46.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $43.27OPTION PRICELive U spot · $43.27U PRICE$0.31$0.23$0.29$0.37$0.47$0.56$0.64$0.70$0.80$0.94$1.09$1.29$1.52$0.18$0.21$0.30$0.42$0.55$0.68$0.78$0.90$1.09$1.66$1.81$4.78$7.87
PutsExpensive1.89×
CallsCheap0.75×
SkewBearish+35.20 pp
Implied moveBearish±$1.42
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.26159.2%9.9%42.0168.6%3.3%
25Δ44.3667.8%3.0%42.3362.9%2.7%
30Δ44.1368.1%2.7%42.5763.7%2.3%
35Δ43.9169.5%2.3%42.7371.9%2.2%
40Δ43.7272.2%2.1%42.8980.2%2.2%
45Δ43.5275.0%1.9%43.0785.5%2.0%
50Δ43.3272.1%1.6%43.3183.8%1.7%
55Δ43.1268.5%1.3%43.5683.0%1.4%
60Δ42.9166.8%1.0%43.8285.6%1.2%
65Δ42.7067.9%0.9%44.37110.4%1.3%
70Δ42.4968.9%0.7%44.65106.6%1.0%
75Δ42.2370.2%0.6%47.33236.2%1.7%
80Δ41.9472.1%0.4%50.43317.3%1.6%

20Δ

Calls
Pseudo strike
47.26
IV
159.2%
B/E move
9.9%
Puts
Pseudo strike
42.01
IV
68.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
44.36
IV
67.8%
B/E move
3.0%
Puts
Pseudo strike
42.33
IV
62.9%
B/E move
2.7%

30Δ

Calls
Pseudo strike
44.13
IV
68.1%
B/E move
2.7%
Puts
Pseudo strike
42.57
IV
63.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
43.91
IV
69.5%
B/E move
2.3%
Puts
Pseudo strike
42.73
IV
71.9%
B/E move
2.2%

40Δ

Calls
Pseudo strike
43.72
IV
72.2%
B/E move
2.1%
Puts
Pseudo strike
42.89
IV
80.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
43.52
IV
75.0%
B/E move
1.9%
Puts
Pseudo strike
43.07
IV
85.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.32
IV
72.1%
B/E move
1.6%
Puts
Pseudo strike
43.31
IV
83.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
43.12
IV
68.5%
B/E move
1.3%
Puts
Pseudo strike
43.56
IV
83.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
42.91
IV
66.8%
B/E move
1.0%
Puts
Pseudo strike
43.82
IV
85.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
42.70
IV
67.9%
B/E move
0.9%
Puts
Pseudo strike
44.37
IV
110.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
42.49
IV
68.9%
B/E move
0.7%
Puts
Pseudo strike
44.65
IV
106.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
42.23
IV
70.2%
B/E move
0.6%
Puts
Pseudo strike
47.33
IV
236.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
41.94
IV
72.1%
B/E move
0.4%
Puts
Pseudo strike
50.43
IV
317.3%
B/E move
1.6%