IntraAlpha
Create free account Start free

United Community Banks, Inc. UCB

i

Market dataready · fetched 2026-11-12T17:38:17.464Z

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 · 2026-11-12T17:37:57.697047912Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:38:16.955192+00:00

Share price$37.27
1D-0.5%
$36.96$37.10$37.24$37.37$37.515:30 AM6:30 AM9:00 AM1:00 PMUCB
Sold putSold call

United Community Banks, Inc. options

Live interpolated UCB call and put midpoint premiums by absolute delta.United Community Banks, Inc.$1.84$2.25$2.65$3.06$3.47$34.72$35.87$37.03$38.19$39.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UCB spot · $37.27UCB PRICE$1.89$2.02$2.12$2.20$2.28$2.36$2.44$2.52$2.61$2.05$2.06$2.08$2.12$2.30$2.47$2.65$2.82$3.00$3.17$3.35
Puts——
Calls——
Skew——
Implied moveBearish±$4.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.61274.9%28.7%
25Δ31.28219.1%21.6%
30Δ33.27179.6%16.3%
35Δ42.75167.2%19.8%35.09144.0%11.6%
40Δ40.45144.6%14.0%35.76134.7%10.2%
45Δ39.47131.3%11.6%36.44125.3%8.9%
50Δ38.82120.2%10.1%37.11115.9%7.5%
55Δ38.17109.2%8.5%37.79106.6%6.2%
60Δ37.5198.1%7.0%38.4697.2%4.9%
65Δ36.8687.1%5.5%39.1387.9%3.5%
70Δ36.2176.1%3.9%39.8178.5%2.2%
75Δ35.5565.0%2.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.61
IV
274.9%
B/E move
28.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.28
IV
219.1%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.27
IV
179.6%
B/E move
16.3%

35Δ

Calls
Pseudo strike
42.75
IV
167.2%
B/E move
19.8%
Puts
Pseudo strike
35.09
IV
144.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
40.45
IV
144.6%
B/E move
14.0%
Puts
Pseudo strike
35.76
IV
134.7%
B/E move
10.2%

45Δ

Calls
Pseudo strike
39.47
IV
131.3%
B/E move
11.6%
Puts
Pseudo strike
36.44
IV
125.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
38.82
IV
120.2%
B/E move
10.1%
Puts
Pseudo strike
37.11
IV
115.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
38.17
IV
109.2%
B/E move
8.5%
Puts
Pseudo strike
37.79
IV
106.6%
B/E move
6.2%

60Δ

Calls
Pseudo strike
37.51
IV
98.1%
B/E move
7.0%
Puts
Pseudo strike
38.46
IV
97.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
36.86
IV
87.1%
B/E move
5.5%
Puts
Pseudo strike
39.13
IV
87.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
36.21
IV
76.1%
B/E move
3.9%
Puts
Pseudo strike
39.81
IV
78.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
35.55
IV
65.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.34%
Daily EOD
UCB41.5%43.0%44.5%2026-10-19: 41.68%2026-10-20: 43.28%2026-10-21: 43.90%2026-10-28: 44.34%Oct 19Oct 20Oct 28
4 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
41.68%
43.28%
43.90%
44.34%