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Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value UA

i

Market dataready · fetched 2026-11-12T03:00:33.931Z

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: 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 · 2026-11-12T00:52:10.967349092Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:00:33.545174+00:00

Share price$4.84
1D-0.2%
AH$4.75$4.79$4.84$4.89$4.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUA
Sold putSold callAH

Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value options

Live interpolated UA call and put midpoint premiums by absolute delta.Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value$0.02$0.48$0.94$1.40$1.86$3.66$4.25$4.83$5.41$6.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UA spot · $4.84UA PRICE$0.07$0.08$0.10$0.11$0.15$0.35$0.55$0.74$0.94$1.14$1.33$1.53$1.73$0.12$0.13$0.14$0.14$0.15$0.16$0.17$0.17$0.18$0.19$0.20
Puts——
CallsFair1.00×
Skew——
Implied moveBullish±$0.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.42119.2%34.1%3.01286.5%40.3%
25Δ6.05104.5%26.8%3.20261.9%36.4%
30Δ5.6889.9%19.5%3.40237.3%32.6%
35Δ5.3275.2%12.2%3.59212.7%28.8%
40Δ4.9765.0%5.8%3.79188.1%24.9%
45Δ4.7582.8%5.4%3.98163.5%21.1%
50Δ4.53100.6%4.9%4.17138.9%17.2%
55Δ4.31118.3%4.5%4.37114.3%13.4%
60Δ4.10136.1%4.0%4.5689.7%9.5%
65Δ3.88153.8%3.6%4.7665.1%5.7%
70Δ3.66171.6%3.1%4.9540.5%1.8%
75Δ3.44189.3%2.7%
80Δ3.22207.1%2.2%

20Δ

Calls
Pseudo strike
6.42
IV
119.2%
B/E move
34.1%
Puts
Pseudo strike
3.01
IV
286.5%
B/E move
40.3%

25Δ

Calls
Pseudo strike
6.05
IV
104.5%
B/E move
26.8%
Puts
Pseudo strike
3.20
IV
261.9%
B/E move
36.4%

30Δ

Calls
Pseudo strike
5.68
IV
89.9%
B/E move
19.5%
Puts
Pseudo strike
3.40
IV
237.3%
B/E move
32.6%

35Δ

Calls
Pseudo strike
5.32
IV
75.2%
B/E move
12.2%
Puts
Pseudo strike
3.59
IV
212.7%
B/E move
28.8%

40Δ

Calls
Pseudo strike
4.97
IV
65.0%
B/E move
5.8%
Puts
Pseudo strike
3.79
IV
188.1%
B/E move
24.9%

45Δ

Calls
Pseudo strike
4.75
IV
82.8%
B/E move
5.4%
Puts
Pseudo strike
3.98
IV
163.5%
B/E move
21.1%

50Δ

Calls
Pseudo strike
4.53
IV
100.6%
B/E move
4.9%
Puts
Pseudo strike
4.17
IV
138.9%
B/E move
17.2%

55Δ

Calls
Pseudo strike
4.31
IV
118.3%
B/E move
4.5%
Puts
Pseudo strike
4.37
IV
114.3%
B/E move
13.4%

60Δ

Calls
Pseudo strike
4.10
IV
136.1%
B/E move
4.0%
Puts
Pseudo strike
4.56
IV
89.7%
B/E move
9.5%

65Δ

Calls
Pseudo strike
3.88
IV
153.8%
B/E move
3.6%
Puts
Pseudo strike
4.76
IV
65.1%
B/E move
5.7%

70Δ

Calls
Pseudo strike
3.66
IV
171.6%
B/E move
3.1%
Puts
Pseudo strike
4.95
IV
40.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
3.44
IV
189.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.22
IV
207.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.52%
Daily EOD
UA64.5%64.5%64.6%2026-10-30: 64.52%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
64.52%