United Community Banks, Inc. UCB
FINANCIAL SERVICES · BANKS - REGIONALi
Market dataready · fetched 2026-10-22T23:57:41.700Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002554108Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:57:40.353759+00:00
Share price$37.23
1D+4.0%
Sold putSold callAH
United Community Banks, Inc. options
PutsExpensive1.88×
CallsFair1.01×
SkewBearish+22.73 pp
Implied move——
TiltBearish98.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.75 | 32.3% | 10.4% | 30.24 | 92.9% | 21.1% |
| 25Δ | 34.33 | 46.7% | 9.7% | |||
| 30Δ | 35.53 | 40.6% | 7.3% | |||
| 35Δ | 36.17 | 42.3% | 6.7% | |||
| 40Δ | 36.81 | 44.1% | 6.0% | |||
| 45Δ | 37.44 | 45.8% | 5.4% | |||
| 50Δ | 38.08 | 47.6% | 4.8% | |||
| 55Δ | 38.72 | 49.3% | 4.2% | |||
| 60Δ | 39.36 | 51.1% | 3.5% | |||
| 65Δ | 39.99 | 52.8% | 2.9% | |||
| 70Δ | 42.37 | 66.7% | 2.8% | |||
| 75Δ | 44.76 | 80.7% | 2.6% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 40.75
- IV
- 32.3%
- B/E move
- 10.4%
- Pseudo strike
- 30.24
- IV
- 92.9%
- B/E move
- 21.1%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 34.33
- IV
- 46.7%
- B/E move
- 9.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 35.53
- IV
- 40.6%
- B/E move
- 7.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 36.17
- IV
- 42.3%
- B/E move
- 6.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 36.81
- IV
- 44.1%
- B/E move
- 6.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 37.44
- IV
- 45.8%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 38.08
- IV
- 47.6%
- B/E move
- 4.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 38.72
- IV
- 49.3%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.36
- IV
- 51.1%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 39.99
- IV
- 52.8%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 42.37
- IV
- 66.7%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 44.76
- IV
- 80.7%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations