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United Fire Group, Inc. Common Stock UFCS

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Market dataready · fetched 2026-11-12T01:59:39.599Z

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 · 2026-11-11T21:00:01.689228402Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:59:39.074393+00:00

Share price$51.17
1D+2.2%
AH$49.97$50.33$50.70$51.06$51.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFCS
Sold putSold callAH

United Fire Group, Inc. Common Stock options

Live interpolated UFCS call and put midpoint premiums by absolute delta.United Fire Group, Inc. Common Stock$1.69$2.53$3.38$4.23$5.08$41.75$46.01$50.28$54.55$58.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UFCS spot · $51.17UFCS PRICE$2.45$2.45$2.45$2.46$2.47$2.48$2.50$2.87$3.52$4.18$4.83$1.78$2.30$2.46$2.46$2.47$2.62$2.79$2.95$3.12$3.29$3.46$3.63$3.79
PutsExpensive1.30×
Calls——
Skew——
Implied moveBearish±$5.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.14173.8%21.1%
25Δ44.36168.6%17.8%
30Δ62.54188.8%27.0%46.24149.4%14.4%
35Δ57.91150.6%18.0%48.00124.6%11.0%
40Δ54.83121.6%11.9%49.7599.8%7.6%
45Δ53.74107.2%9.8%50.4791.0%6.5%
50Δ52.6692.8%7.7%51.0284.9%5.7%
55Δ51.5778.4%5.6%51.5778.7%5.0%
60Δ50.4864.1%3.5%52.1272.6%4.2%
65Δ49.5358.0%2.4%52.6766.5%3.5%
70Δ48.6958.6%2.0%53.2260.3%2.7%
75Δ47.8559.1%1.7%53.7754.2%2.0%
80Δ47.0159.7%1.3%54.3248.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.14
IV
173.8%
B/E move
21.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.36
IV
168.6%
B/E move
17.8%

30Δ

Calls
Pseudo strike
62.54
IV
188.8%
B/E move
27.0%
Puts
Pseudo strike
46.24
IV
149.4%
B/E move
14.4%

35Δ

Calls
Pseudo strike
57.91
IV
150.6%
B/E move
18.0%
Puts
Pseudo strike
48.00
IV
124.6%
B/E move
11.0%

40Δ

Calls
Pseudo strike
54.83
IV
121.6%
B/E move
11.9%
Puts
Pseudo strike
49.75
IV
99.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
53.74
IV
107.2%
B/E move
9.8%
Puts
Pseudo strike
50.47
IV
91.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
52.66
IV
92.8%
B/E move
7.7%
Puts
Pseudo strike
51.02
IV
84.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
51.57
IV
78.4%
B/E move
5.6%
Puts
Pseudo strike
51.57
IV
78.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
50.48
IV
64.1%
B/E move
3.5%
Puts
Pseudo strike
52.12
IV
72.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
49.53
IV
58.0%
B/E move
2.4%
Puts
Pseudo strike
52.67
IV
66.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
48.69
IV
58.6%
B/E move
2.0%
Puts
Pseudo strike
53.22
IV
60.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
47.85
IV
59.1%
B/E move
1.7%
Puts
Pseudo strike
53.77
IV
54.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
47.01
IV
59.7%
B/E move
1.3%
Puts
Pseudo strike
54.32
IV
48.1%
B/E move
1.3%

Options history

IV · four-Friday blend40.02%
Daily EOD
UFCS36.1%38.2%40.3%2026-10-19: 36.50%2026-10-20: 36.40%2026-10-21: 36.79%2026-10-22: 36.80%2026-10-23: 37.11%2026-10-26: 38.07%2026-10-27: 39.35%2026-10-28: 39.04%2026-10-29: 39.44%2026-10-30: 40.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.50%
36.40%
36.79%
36.80%
37.11%
38.07%
39.35%
39.04%
39.44%
40.02%