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Under Armour, Inc. UAA

i

Market dataready · fetched 2026-11-12T16:27:14.562Z

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 · 2026-11-12T16:27:06.761575159Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:27:13.881144+00:00

Share price$4.93
1D-1.1%
$4.92$4.95$4.99$5.02$5.065:30 AM6:30 AM9:00 AM1:00 PMUAA
Sold putSold call

Under Armour, Inc. options

Live interpolated UAA call and put midpoint premiums by absolute delta.Under Armour, Inc.$0.06$0.30$0.55$0.79$1.03$3.60$4.22$4.85$5.47$6.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UAA spot · $4.93UAA PRICE$0.09$0.09$0.10$0.11$0.12$0.13$0.25$0.37$0.49$0.60$0.72$0.84$0.96$0.14$0.15$0.16$0.17$0.18$0.18$0.19
Puts——
CallsExpensive1.14×
Skew——
Implied moveBullish±$0.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.54152.3%34.4%3.46249.8%32.6%
25Δ6.23132.3%28.3%3.69221.9%28.3%
30Δ5.92112.4%22.2%3.91194.0%24.0%
35Δ5.6192.5%16.0%4.13166.0%19.6%
40Δ5.3072.5%9.9%4.35138.1%15.3%
45Δ5.0053.5%4.0%4.57110.2%11.0%
50Δ4.8767.6%3.8%4.7982.3%6.7%
55Δ4.7481.7%3.6%
60Δ4.6195.8%3.4%
65Δ4.48109.9%3.2%
70Δ4.35124.0%3.0%
75Δ4.22138.1%2.8%
80Δ4.10152.2%2.6%

20Δ

Calls
Pseudo strike
6.54
IV
152.3%
B/E move
34.4%
Puts
Pseudo strike
3.46
IV
249.8%
B/E move
32.6%

25Δ

Calls
Pseudo strike
6.23
IV
132.3%
B/E move
28.3%
Puts
Pseudo strike
3.69
IV
221.9%
B/E move
28.3%

30Δ

Calls
Pseudo strike
5.92
IV
112.4%
B/E move
22.2%
Puts
Pseudo strike
3.91
IV
194.0%
B/E move
24.0%

35Δ

Calls
Pseudo strike
5.61
IV
92.5%
B/E move
16.0%
Puts
Pseudo strike
4.13
IV
166.0%
B/E move
19.6%

40Δ

Calls
Pseudo strike
5.30
IV
72.5%
B/E move
9.9%
Puts
Pseudo strike
4.35
IV
138.1%
B/E move
15.3%

45Δ

Calls
Pseudo strike
5.00
IV
53.5%
B/E move
4.0%
Puts
Pseudo strike
4.57
IV
110.2%
B/E move
11.0%

50Δ

Calls
Pseudo strike
4.87
IV
67.6%
B/E move
3.8%
Puts
Pseudo strike
4.79
IV
82.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
4.74
IV
81.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.61
IV
95.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.48
IV
109.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.35
IV
124.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.22
IV
138.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.10
IV
152.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.37%
Daily EOD
UAA53.3%58.2%63.0%2026-10-19: 56.24%2026-10-20: 53.94%2026-10-21: 54.99%2026-10-22: 54.96%2026-10-23: 55.28%2026-10-26: 58.44%2026-10-27: 56.18%2026-10-29: 60.85%2026-10-30: 62.37%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.24%
53.94%
54.99%
54.96%
55.28%
58.44%
56.18%
60.85%
62.37%