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United Community Banks, Inc. UCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:57:41.700Z

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 · 2026-10-22T23:00:00.002554108Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:57:40.353759+00:00

Share price$37.23
1D+4.0%
AH$35.73$36.15$36.57$36.99$37.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUCB
Sold putSold callAH

United Community Banks, Inc. options

Live interpolated UCB call and put midpoint premiums by absolute delta.United Community Banks, Inc.$0.10$2.37$4.64$6.90$9.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUCB PRICE$0.35$0.87$0.70$1.01$1.42$1.82$2.23$2.63$3.04$3.44$3.85$6.17$8.52
PutsExpensive1.88×
CallsFair1.01×
SkewBearish+22.73 pp
Implied move——
TiltBearish98.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7532.3%10.4%30.2492.9%21.1%
25Δ34.3346.7%9.7%
30Δ35.5340.6%7.3%
35Δ36.1742.3%6.7%
40Δ36.8144.1%6.0%
45Δ37.4445.8%5.4%
50Δ38.0847.6%4.8%
55Δ38.7249.3%4.2%
60Δ39.3651.1%3.5%
65Δ39.9952.8%2.9%
70Δ42.3766.7%2.8%
75Δ44.7680.7%2.6%
80Δ

20Δ

Calls
Pseudo strike
40.75
IV
32.3%
B/E move
10.4%
Puts
Pseudo strike
30.24
IV
92.9%
B/E move
21.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.33
IV
46.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.53
IV
40.6%
B/E move
7.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.17
IV
42.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.81
IV
44.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.44
IV
45.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
47.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.72
IV
49.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.36
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.99
IV
52.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.37
IV
66.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.76
IV
80.7%
B/E move
2.6%

80Δ

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

Options history

No recorded observations