IntraAlpha
Create free account Start free

UBRAN EDGE PROPERTIES UE

i

Market datapartial · fetched 2026-10-23T04:11:00.819Z

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 · 2026-10-22T23:00:00.002662728Z

FundamentalsAlpha Vantage · unavailable

Share price$19.55
1D+1.9%
AH$19.15$19.26$19.38$19.50$19.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUE
Sold putSold callAH

UBRAN EDGE PROPERTIES options

Live interpolated UE call and put midpoint premiums by absolute delta.UBRAN EDGE PROPERTIES$0.10$2.67$5.25$7.83$10.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUE PRICE$0.38$0.41$0.46$0.52$0.57$0.45$0.54$0.66$0.79$0.92$1.04$1.17$1.51$2.20$2.89$3.58$7.70$9.67
PutsExpensive3.61×
CallsExpensive2.48×
SkewBearish+17.72 pp
Implied move——
TiltBearish86.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6268.5%22.7%16.8569.9%16.1%
25Δ22.1955.1%15.6%17.7059.9%12.2%
30Δ21.6350.3%13.0%18.1157.7%10.8%
35Δ21.0745.4%10.4%18.5255.5%9.3%
40Δ20.5140.6%7.8%18.9353.3%7.9%
45Δ19.3451.1%6.4%
50Δ19.7548.9%5.0%
55Δ20.2851.0%4.0%
60Δ21.0159.9%3.8%
65Δ21.7568.9%3.6%
70Δ22.4877.8%3.3%
75Δ26.49123.2%3.9%
80Δ28.65128.8%2.9%

20Δ

Calls
Pseudo strike
23.62
IV
68.5%
B/E move
22.7%
Puts
Pseudo strike
16.85
IV
69.9%
B/E move
16.1%

25Δ

Calls
Pseudo strike
22.19
IV
55.1%
B/E move
15.6%
Puts
Pseudo strike
17.70
IV
59.9%
B/E move
12.2%

30Δ

Calls
Pseudo strike
21.63
IV
50.3%
B/E move
13.0%
Puts
Pseudo strike
18.11
IV
57.7%
B/E move
10.8%

35Δ

Calls
Pseudo strike
21.07
IV
45.4%
B/E move
10.4%
Puts
Pseudo strike
18.52
IV
55.5%
B/E move
9.3%

40Δ

Calls
Pseudo strike
20.51
IV
40.6%
B/E move
7.8%
Puts
Pseudo strike
18.93
IV
53.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.34
IV
51.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.75
IV
48.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.28
IV
51.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.01
IV
59.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.75
IV
68.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.48
IV
77.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.49
IV
123.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.65
IV
128.8%
B/E move
2.9%

Options history

No recorded observations