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UBS Group AG UBS

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Market datapartial · fetched 2026-10-22T21:07:20.369Z

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 · 2026-10-22T20:10:00.00408312Z

FundamentalsAlpha Vantage · unavailable

Share price$46.87
1D-0.2%
AH$46.60$46.84$47.09$47.33$47.575:30 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$0.30$2.65$5.00$7.36$9.71$40.41$43.63$46.85$50.07$53.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBS spot · $46.87UBS PRICE$0.56$0.70$0.86$1.09$1.33$1.56$1.81$2.11$2.40$2.70$3.24$5.06$6.43$0.61$0.82$1.03$1.28$1.55$1.82$2.10$2.46$2.88$3.30$3.72$6.13$9.03
PutsExpensive1.09×
CallsExpensive1.13×
SkewBearish+0.36 pp
Implied moveBearish±$3.91
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.5840.3%13.4%43.1138.2%9.3%
25Δ51.0937.6%10.5%43.8838.2%8.1%
30Δ49.8335.7%8.2%44.6538.2%6.9%
35Δ49.1835.9%7.3%45.3538.0%6.0%
40Δ48.5436.1%6.4%45.9937.7%5.2%
45Δ47.9036.3%5.5%46.6337.3%4.4%
50Δ47.2736.3%4.7%47.2636.9%3.6%
55Δ46.6835.8%4.1%47.9136.7%3.0%
60Δ46.0935.2%3.5%48.5636.5%2.5%
65Δ45.5034.7%2.8%49.2236.4%2.0%
70Δ44.7336.6%2.3%49.8736.2%1.5%
75Δ43.0151.4%2.6%52.3845.8%1.3%
80Δ41.4857.4%2.2%55.3457.7%1.2%

20Δ

Calls
Pseudo strike
52.58
IV
40.3%
B/E move
13.4%
Puts
Pseudo strike
43.11
IV
38.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
51.09
IV
37.6%
B/E move
10.5%
Puts
Pseudo strike
43.88
IV
38.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
49.83
IV
35.7%
B/E move
8.2%
Puts
Pseudo strike
44.65
IV
38.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
49.18
IV
35.9%
B/E move
7.3%
Puts
Pseudo strike
45.35
IV
38.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
48.54
IV
36.1%
B/E move
6.4%
Puts
Pseudo strike
45.99
IV
37.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
47.90
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
46.63
IV
37.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
47.27
IV
36.3%
B/E move
4.7%
Puts
Pseudo strike
47.26
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
46.68
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
47.91
IV
36.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
46.09
IV
35.2%
B/E move
3.5%
Puts
Pseudo strike
48.56
IV
36.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
45.50
IV
34.7%
B/E move
2.8%
Puts
Pseudo strike
49.22
IV
36.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.73
IV
36.6%
B/E move
2.3%
Puts
Pseudo strike
49.87
IV
36.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
43.01
IV
51.4%
B/E move
2.6%
Puts
Pseudo strike
52.38
IV
45.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.48
IV
57.4%
B/E move
2.2%
Puts
Pseudo strike
55.34
IV
57.7%
B/E move
1.2%

Options history

No recorded observations