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Unity Software Inc U

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-16T00:16:36.732Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:31.60121049Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:35.922238+00:00

Share price$43.00
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$0.67$3.79$6.92$10.05$13.18$30.88$36.99$43.09$49.20$55.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive U spot · $43.00U PRICE$1.00$1.34$1.68$2.10$2.53$2.93$3.36$4.03$4.55$5.30$5.98$6.72$7.31$1.19$1.66$2.10$2.51$3.11$3.65$3.91$5.42$6.35$7.70$9.12$10.70$12.27
PutsExpensive1.09×
CallsFair0.98×
SkewNeutral-0.09 pp
Implied moveBearish±$7.27
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8672.6%27.6%36.6970.8%17.5%
25Δ51.9573.0%23.9%37.9872.8%15.5%
30Δ50.0373.4%20.2%39.3471.9%13.4%
35Δ48.5574.0%17.8%40.6269.7%11.4%
40Δ47.0874.6%15.4%41.8370.6%10.0%
45Δ45.5872.5%12.8%43.0169.5%8.5%
50Δ44.2871.3%10.8%44.0463.6%6.7%
55Δ43.0774.1%9.5%45.6573.4%6.4%
60Δ41.8172.4%7.8%47.0373.8%5.4%
65Δ40.5573.9%6.6%48.7675.8%4.5%
70Δ39.3072.8%5.3%50.5577.1%3.7%
75Δ38.0571.5%4.1%52.4976.7%2.8%
80Δ36.9667.1%2.9%54.4476.2%1.9%

20Δ

Calls
Pseudo strike
53.86
IV
72.6%
B/E move
27.6%
Puts
Pseudo strike
36.69
IV
70.8%
B/E move
17.5%

25Δ

Calls
Pseudo strike
51.95
IV
73.0%
B/E move
23.9%
Puts
Pseudo strike
37.98
IV
72.8%
B/E move
15.5%

30Δ

Calls
Pseudo strike
50.03
IV
73.4%
B/E move
20.2%
Puts
Pseudo strike
39.34
IV
71.9%
B/E move
13.4%

35Δ

Calls
Pseudo strike
48.55
IV
74.0%
B/E move
17.8%
Puts
Pseudo strike
40.62
IV
69.7%
B/E move
11.4%

40Δ

Calls
Pseudo strike
47.08
IV
74.6%
B/E move
15.4%
Puts
Pseudo strike
41.83
IV
70.6%
B/E move
10.0%

45Δ

Calls
Pseudo strike
45.58
IV
72.5%
B/E move
12.8%
Puts
Pseudo strike
43.01
IV
69.5%
B/E move
8.5%

50Δ

Calls
Pseudo strike
44.28
IV
71.3%
B/E move
10.8%
Puts
Pseudo strike
44.04
IV
63.6%
B/E move
6.7%

55Δ

Calls
Pseudo strike
43.07
IV
74.1%
B/E move
9.5%
Puts
Pseudo strike
45.65
IV
73.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
41.81
IV
72.4%
B/E move
7.8%
Puts
Pseudo strike
47.03
IV
73.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
40.55
IV
73.9%
B/E move
6.6%
Puts
Pseudo strike
48.76
IV
75.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
39.30
IV
72.8%
B/E move
5.3%
Puts
Pseudo strike
50.55
IV
77.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
38.05
IV
71.5%
B/E move
4.1%
Puts
Pseudo strike
52.49
IV
76.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
36.96
IV
67.1%
B/E move
2.9%
Puts
Pseudo strike
54.44
IV
76.2%
B/E move
1.9%