IntraAlpha
Create free account Start free

Under Armour, Inc. UAA

i

Market datapartial · fetched 2026-10-23T00:20:52.423Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:58:35.303712647Z

FundamentalsAlpha Vantage · unavailable

Share price$4.83
1D+3.4%
AH$4.61$4.68$4.76$4.83$4.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUAA
Sold putSold callAH

Under Armour, Inc. options

Live interpolated UAA call and put midpoint premiums by absolute delta.Under Armour, Inc.$0.07$0.57$1.08$1.58$2.09$3.63$4.30$4.97$5.64$6.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAA spot · $4.83UAA PRICE$0.15$0.18$0.20$0.22$0.25$0.27$0.35$0.44$0.54$0.64$0.74$0.84$0.94$0.12$0.16$0.20$0.24$0.28$0.32$0.36$0.42$0.60$0.78$0.96$1.14$1.94
PutsExpensive1.10×
CallsExpensive1.30×
SkewBullish-20.41 pp
Implied moveBearish±$0.71
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.20144.1%73.0%4.1567.9%16.7%
25Δ7.60128.7%60.9%4.2766.4%15.0%
30Δ6.99113.4%48.9%4.3964.9%13.2%
35Δ6.3998.1%36.8%4.5263.4%11.5%
40Δ5.7882.7%24.8%4.6461.9%9.8%
45Δ5.1867.4%12.7%4.7660.4%8.1%
50Δ4.9065.3%8.6%4.8958.8%6.3%
55Δ4.7668.7%7.7%5.0258.0%4.7%
60Δ4.6272.1%6.8%5.2363.4%4.2%
65Δ4.4775.5%5.9%5.4368.7%3.6%
70Δ4.3378.9%5.1%5.6474.0%3.1%
75Δ4.1982.3%4.2%5.8579.4%2.6%
80Δ4.0585.7%3.3%6.65110.6%2.5%

20Δ

Calls
Pseudo strike
8.20
IV
144.1%
B/E move
73.0%
Puts
Pseudo strike
4.15
IV
67.9%
B/E move
16.7%

25Δ

Calls
Pseudo strike
7.60
IV
128.7%
B/E move
60.9%
Puts
Pseudo strike
4.27
IV
66.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
6.99
IV
113.4%
B/E move
48.9%
Puts
Pseudo strike
4.39
IV
64.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
6.39
IV
98.1%
B/E move
36.8%
Puts
Pseudo strike
4.52
IV
63.4%
B/E move
11.5%

40Δ

Calls
Pseudo strike
5.78
IV
82.7%
B/E move
24.8%
Puts
Pseudo strike
4.64
IV
61.9%
B/E move
9.8%

45Δ

Calls
Pseudo strike
5.18
IV
67.4%
B/E move
12.7%
Puts
Pseudo strike
4.76
IV
60.4%
B/E move
8.1%

50Δ

Calls
Pseudo strike
4.90
IV
65.3%
B/E move
8.6%
Puts
Pseudo strike
4.89
IV
58.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
4.76
IV
68.7%
B/E move
7.7%
Puts
Pseudo strike
5.02
IV
58.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
4.62
IV
72.1%
B/E move
6.8%
Puts
Pseudo strike
5.23
IV
63.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
4.47
IV
75.5%
B/E move
5.9%
Puts
Pseudo strike
5.43
IV
68.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
4.33
IV
78.9%
B/E move
5.1%
Puts
Pseudo strike
5.64
IV
74.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
4.19
IV
82.3%
B/E move
4.2%
Puts
Pseudo strike
5.85
IV
79.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
4.05
IV
85.7%
B/E move
3.3%
Puts
Pseudo strike
6.65
IV
110.6%
B/E move
2.5%

Options history

No recorded observations