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United Bankshares, Inc. Common Stock UBSI

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Market datapartial · fetched 2026-10-22T20:47:08.488Z

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 · 2026-10-22T20:06:22.391538396Z

FundamentalsAlpha Vantage · unavailable

Share price$48.00
1D+1.4%
AH$47.19$47.57$47.95$48.32$48.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUBSI
Sold putSold callAH

United Bankshares, Inc. Common Stock options

Live interpolated UBSI call and put midpoint premiums by absolute delta.United Bankshares, Inc. Common Stock$0.48$2.03$3.57$5.12$6.66$41.41$44.57$47.73$50.89$54.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UBSI spot · $48.00UBSI PRICE$1.07$0.91$0.65$1.00$1.34$1.69$2.03$2.38$2.72$3.07$3.41$3.76$6.22$0.96$1.13$1.30$1.48$1.65$1.82$2.00$2.17$2.34$2.52$3.07$3.99$4.91
PutsExpensive1.79×
CallsExpensive1.52×
SkewBearish+4.02 pp
Implied moveBalanced±$4.03
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6579.1%26.5%40.6767.7%17.3%
25Δ53.7049.8%13.8%43.2256.3%12.3%
30Δ49.7021.6%4.9%45.1947.5%8.6%
35Δ49.2023.1%4.6%45.8344.8%7.6%
40Δ48.6924.7%4.2%46.4842.1%6.6%
45Δ48.1826.2%3.9%47.1239.4%5.6%
50Δ47.6727.8%3.6%47.7636.7%4.7%
55Δ47.1729.3%3.2%48.4034.0%3.7%
60Δ46.6630.9%2.9%49.0531.3%2.7%
65Δ46.1532.4%2.5%49.6928.6%1.7%
70Δ45.6534.0%2.2%50.5427.9%1.1%
75Δ45.1435.6%1.9%51.5829.2%0.9%
80Δ42.5949.3%1.7%52.6230.5%0.6%

20Δ

Calls
Pseudo strike
59.65
IV
79.1%
B/E move
26.5%
Puts
Pseudo strike
40.67
IV
67.7%
B/E move
17.3%

25Δ

Calls
Pseudo strike
53.70
IV
49.8%
B/E move
13.8%
Puts
Pseudo strike
43.22
IV
56.3%
B/E move
12.3%

30Δ

Calls
Pseudo strike
49.70
IV
21.6%
B/E move
4.9%
Puts
Pseudo strike
45.19
IV
47.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
49.20
IV
23.1%
B/E move
4.6%
Puts
Pseudo strike
45.83
IV
44.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
48.69
IV
24.7%
B/E move
4.2%
Puts
Pseudo strike
46.48
IV
42.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
48.18
IV
26.2%
B/E move
3.9%
Puts
Pseudo strike
47.12
IV
39.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
47.67
IV
27.8%
B/E move
3.6%
Puts
Pseudo strike
47.76
IV
36.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
47.17
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
48.40
IV
34.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
46.66
IV
30.9%
B/E move
2.9%
Puts
Pseudo strike
49.05
IV
31.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
46.15
IV
32.4%
B/E move
2.5%
Puts
Pseudo strike
49.69
IV
28.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
45.65
IV
34.0%
B/E move
2.2%
Puts
Pseudo strike
50.54
IV
27.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.14
IV
35.6%
B/E move
1.9%
Puts
Pseudo strike
51.58
IV
29.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
42.59
IV
49.3%
B/E move
1.7%
Puts
Pseudo strike
52.62
IV
30.5%
B/E move
0.6%

Options history

No recorded observations