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UBS Group AG UBS

i

Market datapartial · fetched 2026-11-13T01:48:56.122Z

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 · 2026-11-13T00:00:00.002494127Z

FundamentalsAlpha Vantage · unavailable

Share price$48.44
1D-1.0%
AH$48.38$48.58$48.79$48.99$49.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBS
Sold putSold callAH

UBS Group AG options

Live interpolated UBS call and put midpoint premiums by absolute delta.UBS Group AG$0.18$0.89$1.59$2.29$3.00$45.70$47.07$48.44$49.81$51.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UBS spot · $48.44UBS PRICE$0.31$0.43$0.55$0.68$0.80$0.93$1.05$1.17$1.30$1.51$2.15$2.80$0.26$0.33$0.39$0.51$0.64$0.76$0.89$1.01$1.13$1.26$1.38$1.51$1.63
PutsCheap0.84×
Calls——
Skew——
Implied moveBullish±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4031.1%4.7%
25Δ49.8827.2%3.6%46.9329.7%3.8%
30Δ49.6127.4%3.3%47.4628.2%2.8%
35Δ49.3427.5%3.0%47.7227.6%2.5%
40Δ49.0727.7%2.7%47.9727.1%2.3%
45Δ48.8027.9%2.4%48.2126.5%2.0%
50Δ48.5328.1%2.1%48.4526.0%1.8%
55Δ48.2628.3%1.8%48.7025.5%1.6%
60Δ47.9928.5%1.5%48.9424.9%1.3%
65Δ47.7228.7%1.2%49.1824.4%1.1%
70Δ47.3829.7%0.9%49.4323.8%0.8%
75Δ46.6834.5%0.8%49.6723.3%0.6%
80Δ45.9839.3%0.7%49.9122.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.40
IV
31.1%
B/E move
4.7%

25Δ

Calls
Pseudo strike
49.88
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
46.93
IV
29.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
49.61
IV
27.4%
B/E move
3.3%
Puts
Pseudo strike
47.46
IV
28.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
49.34
IV
27.5%
B/E move
3.0%
Puts
Pseudo strike
47.72
IV
27.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
49.07
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
47.97
IV
27.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
48.80
IV
27.9%
B/E move
2.4%
Puts
Pseudo strike
48.21
IV
26.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
48.53
IV
28.1%
B/E move
2.1%
Puts
Pseudo strike
48.45
IV
26.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
48.26
IV
28.3%
B/E move
1.8%
Puts
Pseudo strike
48.70
IV
25.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
47.99
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
48.94
IV
24.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
47.72
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
49.18
IV
24.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
47.38
IV
29.7%
B/E move
0.9%
Puts
Pseudo strike
49.43
IV
23.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.68
IV
34.5%
B/E move
0.8%
Puts
Pseudo strike
49.67
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
45.98
IV
39.3%
B/E move
0.7%
Puts
Pseudo strike
49.91
IV
22.8%
B/E move
0.3%

Options history

IV · four-Friday blend28.20%
Daily EOD
UBS27.0%29.5%31.9%2026-10-19: 30.46%2026-10-20: 30.15%2026-10-21: 29.49%2026-10-22: 31.57%2026-10-23: 30.86%2026-10-26: 30.63%2026-10-27: 30.80%2026-10-28: 27.94%2026-10-29: 27.36%2026-10-30: 28.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.46%
30.15%
29.49%
31.57%
30.86%
30.63%
30.80%
27.94%
27.36%
28.20%