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UBS Group AG UBS

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Market datapartial · fetched 2026-10-23T15:08:03.010Z

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 · 2026-10-23T15:08:00.387618242Z

FundamentalsAlpha Vantage · unavailable

Share price$46.35
1D+0.2%
$46.13$46.20$46.27$46.33$46.405:30 AM6:30 AM9:00 AM1:00 PMUBS
Sold putSold call

UBS Group AG options

Live interpolated UBS call and put midpoint premiums by absolute delta.UBS Group AG$0.10$3.15$6.21$9.27$12.32$40.60$43.34$46.09$48.84$51.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBS spot · $46.34UBS PRICE$0.43$0.59$0.76$0.94$1.11$1.35$1.64$1.93$2.21$2.50$3.01$3.54$4.06$0.55$0.72$0.89$1.07$1.32$1.56$1.81$2.05$2.40$2.88$3.36$3.85$11.44
PutsExpensive1.06×
CallsFair1.02×
SkewBearish+3.90 pp
Implied moveBearish±$3.45
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.1830.9%9.2%42.9035.7%8.6%
25Δ49.5131.0%8.1%43.6235.0%7.4%
30Δ48.9231.2%7.2%44.3434.2%6.3%
35Δ48.3231.3%6.3%45.0433.5%5.1%
40Δ47.7331.5%5.4%45.5833.1%4.5%
45Δ47.1731.8%4.7%46.1132.7%3.9%
50Δ46.6432.2%4.2%46.6532.4%3.2%
55Δ46.1132.6%3.6%47.1832.0%2.6%
60Δ45.5833.0%3.1%47.7632.0%2.1%
65Δ45.0533.4%2.6%48.4232.4%1.7%
70Δ44.3633.9%2.2%49.0732.8%1.4%
75Δ43.6534.5%1.8%49.7333.2%1.0%
80Δ42.9535.1%1.4%57.0474.0%1.6%

20Δ

Calls
Pseudo strike
50.18
IV
30.9%
B/E move
9.2%
Puts
Pseudo strike
42.90
IV
35.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
49.51
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
43.62
IV
35.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
48.92
IV
31.2%
B/E move
7.2%
Puts
Pseudo strike
44.34
IV
34.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
48.32
IV
31.3%
B/E move
6.3%
Puts
Pseudo strike
45.04
IV
33.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
47.73
IV
31.5%
B/E move
5.4%
Puts
Pseudo strike
45.58
IV
33.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
47.17
IV
31.8%
B/E move
4.7%
Puts
Pseudo strike
46.11
IV
32.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
46.64
IV
32.2%
B/E move
4.2%
Puts
Pseudo strike
46.65
IV
32.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
46.11
IV
32.6%
B/E move
3.6%
Puts
Pseudo strike
47.18
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
45.58
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
47.76
IV
32.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
45.05
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
48.42
IV
32.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
44.36
IV
33.9%
B/E move
2.2%
Puts
Pseudo strike
49.07
IV
32.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
43.65
IV
34.5%
B/E move
1.8%
Puts
Pseudo strike
49.73
IV
33.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
42.95
IV
35.1%
B/E move
1.4%
Puts
Pseudo strike
57.04
IV
74.0%
B/E move
1.6%

Options history

No recorded observations