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United Bankshares, Inc. Common Stock UBSI

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Market datapartial · fetched 2026-10-23T17:41:46.844Z

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 · 2026-10-23T17:41:43.576772987Z

FundamentalsAlpha Vantage · unavailable

Share price$48.79
1D+0.9%
$48.01$48.27$48.53$48.80$49.065:30 AM6:30 AM9:00 AM1:00 PMUBSI
Sold putSold call

United Bankshares, Inc. Common Stock options

Live interpolated UBSI call and put midpoint premiums by absolute delta.United Bankshares, Inc. Common Stock$0.28$1.89$3.50$5.11$6.72$42.63$45.39$48.15$50.91$53.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBSI spot · $48.79UBSI PRICE$0.45$0.53$0.60$0.67$0.89$1.18$1.47$1.76$2.05$2.34$2.63$2.92$3.21$0.79$0.87$1.06$1.25$1.43$1.62$1.81$2.00$2.32$3.31$4.29$5.27$6.26
PutsExpensive1.50×
CallsCheap0.83×
SkewBearish+14.20 pp
Implied moveBearish±$3.28
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8134.1%11.2%42.6460.9%14.2%
25Δ52.6830.2%9.0%45.4440.9%8.7%
30Δ51.5426.4%6.9%46.1039.1%7.7%
35Δ50.4122.6%4.7%46.7737.3%6.7%
40Δ49.7121.2%3.7%47.4435.5%5.7%
45Δ49.2621.2%3.4%48.1133.7%4.7%
50Δ48.8021.2%3.0%48.7831.9%3.7%
55Δ48.3521.2%2.7%49.4530.2%2.7%
60Δ47.8921.2%2.4%50.1929.3%1.9%
65Δ47.4421.3%2.0%51.3032.6%1.6%
70Δ46.9821.3%1.7%52.4035.9%1.4%
75Δ46.5321.3%1.4%53.5139.2%1.1%
80Δ46.0821.3%1.0%54.6242.5%0.9%

20Δ

Calls
Pseudo strike
53.81
IV
34.1%
B/E move
11.2%
Puts
Pseudo strike
42.64
IV
60.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
52.68
IV
30.2%
B/E move
9.0%
Puts
Pseudo strike
45.44
IV
40.9%
B/E move
8.7%

30Δ

Calls
Pseudo strike
51.54
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
46.10
IV
39.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
50.41
IV
22.6%
B/E move
4.7%
Puts
Pseudo strike
46.77
IV
37.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
49.71
IV
21.2%
B/E move
3.7%
Puts
Pseudo strike
47.44
IV
35.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
49.26
IV
21.2%
B/E move
3.4%
Puts
Pseudo strike
48.11
IV
33.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
48.80
IV
21.2%
B/E move
3.0%
Puts
Pseudo strike
48.78
IV
31.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
48.35
IV
21.2%
B/E move
2.7%
Puts
Pseudo strike
49.45
IV
30.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
47.89
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
50.19
IV
29.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.44
IV
21.3%
B/E move
2.0%
Puts
Pseudo strike
51.30
IV
32.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
46.98
IV
21.3%
B/E move
1.7%
Puts
Pseudo strike
52.40
IV
35.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
46.53
IV
21.3%
B/E move
1.4%
Puts
Pseudo strike
53.51
IV
39.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
46.08
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
54.62
IV
42.5%
B/E move
0.9%

Options history

No recorded observations