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Ultra Clean Holdings, Inc. Common Stock UCTT

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Market dataready · fetched 2026-11-12T02:52:20.235Z

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 · 2026-11-12T00:11:58.540458679Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-12T02:52:19.859575+00:00

Share price$48.00
1D-2.5%
AH$48.09$48.93$49.77$50.61$51.455:30 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$0.52$3.34$6.17$9.00$11.82$33.94$40.94$47.95$54.95$61.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UCTT spot · $48.00UCTT PRICE$0.82$1.15$1.57$1.99$2.42$2.84$3.30$3.76$4.22$4.68$5.93$8.28$11.01$0.91$1.17$1.43$1.62$1.82$2.02$2.22$2.41$2.61$2.81
Puts——
CallsCheap0.82×
Skew——
Implied moveBullish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.95102.8%18.3%42.3597.7%13.7%
25Δ54.50105.7%15.9%43.6894.8%11.4%
30Δ53.41110.1%14.5%45.0192.0%9.2%
35Δ52.33114.5%13.2%45.7086.9%8.2%
40Δ51.24118.9%11.8%46.3981.8%7.1%
45Δ50.16123.3%10.4%47.0876.8%6.1%
50Δ49.04121.3%9.0%47.7771.7%5.1%
55Δ47.91118.2%7.6%48.4766.6%4.1%
60Δ46.78115.0%6.3%49.1661.6%3.0%
65Δ45.66111.9%4.9%49.8556.5%2.0%
70Δ44.02124.2%4.1%
75Δ41.67158.0%4.1%
80Δ38.88195.1%3.9%

20Δ

Calls
Pseudo strike
55.95
IV
102.8%
B/E move
18.3%
Puts
Pseudo strike
42.35
IV
97.7%
B/E move
13.7%

25Δ

Calls
Pseudo strike
54.50
IV
105.7%
B/E move
15.9%
Puts
Pseudo strike
43.68
IV
94.8%
B/E move
11.4%

30Δ

Calls
Pseudo strike
53.41
IV
110.1%
B/E move
14.5%
Puts
Pseudo strike
45.01
IV
92.0%
B/E move
9.2%

35Δ

Calls
Pseudo strike
52.33
IV
114.5%
B/E move
13.2%
Puts
Pseudo strike
45.70
IV
86.9%
B/E move
8.2%

40Δ

Calls
Pseudo strike
51.24
IV
118.9%
B/E move
11.8%
Puts
Pseudo strike
46.39
IV
81.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
50.16
IV
123.3%
B/E move
10.4%
Puts
Pseudo strike
47.08
IV
76.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
49.04
IV
121.3%
B/E move
9.0%
Puts
Pseudo strike
47.77
IV
71.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
47.91
IV
118.2%
B/E move
7.6%
Puts
Pseudo strike
48.47
IV
66.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
46.78
IV
115.0%
B/E move
6.3%
Puts
Pseudo strike
49.16
IV
61.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
45.66
IV
111.9%
B/E move
4.9%
Puts
Pseudo strike
49.85
IV
56.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.02
IV
124.2%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.67
IV
158.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.88
IV
195.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.02%
Daily EOD
UCTT78.3%85.2%92.1%2026-10-19: 85.13%2026-10-20: 85.91%2026-10-21: 84.68%2026-10-22: 89.64%2026-10-23: 91.15%2026-10-26: 89.20%2026-10-27: 89.65%2026-10-28: 82.73%2026-10-29: 79.27%2026-10-30: 83.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
85.13%
85.91%
84.68%
89.64%
91.15%
89.20%
89.65%
82.73%
79.27%
83.02%