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Ultra Clean Holdings, Inc. Common Stock UCTT

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Market datapartial · fetched 2026-10-22T22:07:41.878Z

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 · 2026-10-22T20:52:12.315514585Z

FundamentalsAlpha Vantage · unavailable

Share price$44.35
1D-9.5%
AH$44$45$47$48$495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUCTT
Sold putSold callAH

Ultra Clean Holdings, Inc. Common Stock options

Live interpolated UCTT call and put midpoint premiums by absolute delta.Ultra Clean Holdings, Inc. Common Stock$0.88$4.56$8.24$11.92$15.60$25.51$41.56$57.61$73.66$89.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UCTT spot · $44.35UCTT PRICE$1.28$1.70$2.18$2.75$3.31$3.78$4.22$4.83$5.92$7.00$8.07$9.10$10.13$1.66$2.25$2.84$3.51$4.19$4.87$6.05$7.40$8.74$9.73$10.72$11.71$14.54
PutsFair0.97×
CallsExpensive1.21×
SkewBullish-6.97 pp
Implied moveBearish±$10.27
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.62104.6%37.3%36.4399.6%21.6%
25Δ56.81104.3%31.9%38.16100.5%19.0%
30Δ54.31104.9%27.4%39.89101.4%16.5%
35Δ52.39107.1%24.3%41.4699.8%14.4%
40Δ50.46109.3%21.3%43.0398.0%12.4%
45Δ48.48105.6%17.8%44.5996.3%10.4%
50Δ46.48100.1%14.3%46.3798.3%9.1%
55Δ44.5897.4%11.4%48.23101.6%8.0%
60Δ42.93103.0%10.1%50.07104.6%6.8%
65Δ41.29108.5%8.9%51.62100.2%5.6%
70Δ39.62112.2%7.5%53.1695.7%4.3%
75Δ37.87109.2%5.9%54.7191.3%3.1%
80Δ36.13106.2%4.3%57.9094.5%2.2%

20Δ

Calls
Pseudo strike
59.62
IV
104.6%
B/E move
37.3%
Puts
Pseudo strike
36.43
IV
99.6%
B/E move
21.6%

25Δ

Calls
Pseudo strike
56.81
IV
104.3%
B/E move
31.9%
Puts
Pseudo strike
38.16
IV
100.5%
B/E move
19.0%

30Δ

Calls
Pseudo strike
54.31
IV
104.9%
B/E move
27.4%
Puts
Pseudo strike
39.89
IV
101.4%
B/E move
16.5%

35Δ

Calls
Pseudo strike
52.39
IV
107.1%
B/E move
24.3%
Puts
Pseudo strike
41.46
IV
99.8%
B/E move
14.4%

40Δ

Calls
Pseudo strike
50.46
IV
109.3%
B/E move
21.3%
Puts
Pseudo strike
43.03
IV
98.0%
B/E move
12.4%

45Δ

Calls
Pseudo strike
48.48
IV
105.6%
B/E move
17.8%
Puts
Pseudo strike
44.59
IV
96.3%
B/E move
10.4%

50Δ

Calls
Pseudo strike
46.48
IV
100.1%
B/E move
14.3%
Puts
Pseudo strike
46.37
IV
98.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
44.58
IV
97.4%
B/E move
11.4%
Puts
Pseudo strike
48.23
IV
101.6%
B/E move
8.0%

60Δ

Calls
Pseudo strike
42.93
IV
103.0%
B/E move
10.1%
Puts
Pseudo strike
50.07
IV
104.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
41.29
IV
108.5%
B/E move
8.9%
Puts
Pseudo strike
51.62
IV
100.2%
B/E move
5.6%

70Δ

Calls
Pseudo strike
39.62
IV
112.2%
B/E move
7.5%
Puts
Pseudo strike
53.16
IV
95.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
37.87
IV
109.2%
B/E move
5.9%
Puts
Pseudo strike
54.71
IV
91.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
36.13
IV
106.2%
B/E move
4.3%
Puts
Pseudo strike
57.90
IV
94.5%
B/E move
2.2%

Options history

No recorded observations