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United Bankshares, Inc. Common Stock UBSI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T02:49:37.783Z

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 · 2026-11-12T21:10:30.504439718Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:49:37.327184+00:00

Share price$47.93
1D-0.7%
AH$47.70$47.85$48.01$48.17$48.325:30 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$0.57$1.30$2.03$2.76$3.49$45.82$47.62$49.42$51.21$53.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UBSI spot · $47.93UBSI PRICE$0.65$0.76$0.87$1.00$1.25$1.51$1.76$2.02$2.27$2.52$2.78$3.03$3.28$1.07$1.20$1.33$1.46$1.59$1.72$1.85$1.98$2.11$2.24
Puts——
CallsExpensive3.17×
Skew——
Implied moveBullish±$3.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.3590.6%14.8%
25Δ52.8581.3%11.9%
30Δ51.3572.0%9.0%45.2778.0%7.8%
35Δ49.9463.4%6.3%45.7673.5%7.0%
40Δ49.4162.1%5.7%46.2569.0%6.3%
45Δ48.8860.7%5.1%46.7464.5%5.5%
50Δ48.3459.3%4.5%47.2360.0%4.8%
55Δ47.8157.9%4.0%47.7255.5%4.0%
60Δ47.2856.6%3.4%48.2151.0%3.3%
65Δ46.7455.2%2.8%48.7046.6%2.5%
70Δ46.2153.8%2.2%49.1942.1%1.8%
75Δ45.6752.4%1.6%49.6837.6%1.0%
80Δ45.1451.1%1.0%

20Δ

Calls
Pseudo strike
54.35
IV
90.6%
B/E move
14.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.85
IV
81.3%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
51.35
IV
72.0%
B/E move
9.0%
Puts
Pseudo strike
45.27
IV
78.0%
B/E move
7.8%

35Δ

Calls
Pseudo strike
49.94
IV
63.4%
B/E move
6.3%
Puts
Pseudo strike
45.76
IV
73.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
49.41
IV
62.1%
B/E move
5.7%
Puts
Pseudo strike
46.25
IV
69.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
48.88
IV
60.7%
B/E move
5.1%
Puts
Pseudo strike
46.74
IV
64.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
48.34
IV
59.3%
B/E move
4.5%
Puts
Pseudo strike
47.23
IV
60.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
47.81
IV
57.9%
B/E move
4.0%
Puts
Pseudo strike
47.72
IV
55.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
47.28
IV
56.6%
B/E move
3.4%
Puts
Pseudo strike
48.21
IV
51.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
46.74
IV
55.2%
B/E move
2.8%
Puts
Pseudo strike
48.70
IV
46.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.21
IV
53.8%
B/E move
2.2%
Puts
Pseudo strike
49.19
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
45.67
IV
52.4%
B/E move
1.6%
Puts
Pseudo strike
49.68
IV
37.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.14
IV
51.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.28%
Daily EOD
UBSI24.3%26.7%29.1%2026-10-20: 28.77%2026-10-21: 28.28%2026-10-23: 25.33%2026-10-26: 24.64%2026-10-27: 26.28%Oct 20Oct 23Oct 27
5 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
28.77%
28.28%
25.33%
24.64%
26.28%