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Ultra Clean Holdings, Inc. Common Stock UCTT

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Market datapartial · fetched 2026-10-23T01:41:14.079Z

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 · 2026-10-22T23:40:43.772819733Z

FundamentalsAlpha Vantage · unavailable

Share price$43.59
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$1.01$3.78$6.54$9.31$12.07$24.85$41.08$57.32$73.55$89.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UCTT spot · $43.59UCTT PRICE$1.31$1.74$2.24$2.83$3.41$3.89$4.37$5.24$6.36$7.49$8.64$9.80$11.28$1.54$2.09$2.64$3.23$3.85$4.48$5.14$6.38$7.62$8.80$9.60$10.39$11.19
PutsCheap0.89×
CallsExpensive1.31×
SkewBullish-24.18 pp
Implied moveBearish±$9.51
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.45109.0%39.4%36.0895.1%20.8%
25Δ56.56109.1%33.7%37.6995.5%18.3%
30Δ54.09110.5%29.2%39.3195.9%15.9%
35Δ52.11113.3%26.0%40.8294.8%13.8%
40Δ50.12116.1%22.8%42.2592.6%11.9%
45Δ47.99111.4%19.0%43.6890.4%10.1%
50Δ45.84106.2%15.2%45.1388.6%8.3%
55Δ43.96108.3%12.9%46.8290.8%7.2%
60Δ42.26115.3%11.5%48.5292.9%6.2%
65Δ40.55122.2%10.2%50.1694.1%5.1%
70Δ38.67123.9%8.5%51.4088.6%4.1%
75Δ36.69123.3%6.7%52.6483.2%3.1%
80Δ34.48126.1%5.0%53.8877.7%2.0%

20Δ

Calls
Pseudo strike
59.45
IV
109.0%
B/E move
39.4%
Puts
Pseudo strike
36.08
IV
95.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
56.56
IV
109.1%
B/E move
33.7%
Puts
Pseudo strike
37.69
IV
95.5%
B/E move
18.3%

30Δ

Calls
Pseudo strike
54.09
IV
110.5%
B/E move
29.2%
Puts
Pseudo strike
39.31
IV
95.9%
B/E move
15.9%

35Δ

Calls
Pseudo strike
52.11
IV
113.3%
B/E move
26.0%
Puts
Pseudo strike
40.82
IV
94.8%
B/E move
13.8%

40Δ

Calls
Pseudo strike
50.12
IV
116.1%
B/E move
22.8%
Puts
Pseudo strike
42.25
IV
92.6%
B/E move
11.9%

45Δ

Calls
Pseudo strike
47.99
IV
111.4%
B/E move
19.0%
Puts
Pseudo strike
43.68
IV
90.4%
B/E move
10.1%

50Δ

Calls
Pseudo strike
45.84
IV
106.2%
B/E move
15.2%
Puts
Pseudo strike
45.13
IV
88.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
43.96
IV
108.3%
B/E move
12.9%
Puts
Pseudo strike
46.82
IV
90.8%
B/E move
7.2%

60Δ

Calls
Pseudo strike
42.26
IV
115.3%
B/E move
11.5%
Puts
Pseudo strike
48.52
IV
92.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
40.55
IV
122.2%
B/E move
10.2%
Puts
Pseudo strike
50.16
IV
94.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
38.67
IV
123.9%
B/E move
8.5%
Puts
Pseudo strike
51.40
IV
88.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
36.69
IV
123.3%
B/E move
6.7%
Puts
Pseudo strike
52.64
IV
83.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
34.48
IV
126.1%
B/E move
5.0%
Puts
Pseudo strike
53.88
IV
77.7%
B/E move
2.0%

Options history

No recorded observations