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United Fire Group Inc UFCS

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-23T03:19:55.647Z

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 · 2026-10-22T20:00:05.063975553Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:16:46.915113+00:00

Share price$57.99
1D+0.2%
AH$57.33$57.54$57.74$57.95$58.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFCS
Sold putSold callAH

United Fire Group Inc options

Live interpolated UFCS call and put midpoint premiums by absolute delta.United Fire Group Inc$2.32$3.55$4.79$6.02$7.26$46.66$52.21$57.77$63.32$68.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFCS spot · $57.99UFCS PRICE$2.45$2.46$2.49$2.58$2.97$3.35$3.73$4.12$4.50$5.67$6.90$2.45$2.45$2.47$2.52$2.76$3.00$3.24$3.47$3.85$4.61$5.36$6.12$6.87
PutsExpensive1.29×
CallsExpensive1.22×
SkewBearish+2.73 pp
Implied moveBearish±$6.20
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.50116.5%24.0%
25Δ50.5589.9%17.1%
30Δ68.8290.5%22.9%53.0273.7%12.8%
35Δ64.4072.2%15.3%55.2059.9%9.2%
40Δ62.0260.6%11.3%56.2255.7%7.8%
45Δ59.8550.5%7.7%57.2351.5%6.5%
50Δ58.9048.8%6.7%58.2447.2%5.1%
55Δ57.9447.1%5.7%59.2543.0%3.8%
60Δ56.9845.4%4.7%60.2739.8%2.7%
65Δ56.0243.6%3.7%61.2939.6%2.2%
70Δ55.0741.9%2.7%62.3139.4%1.8%
75Δ53.6344.1%2.3%63.3339.2%1.3%
80Δ52.1546.6%1.8%64.3538.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.50
IV
116.5%
B/E move
24.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.55
IV
89.9%
B/E move
17.1%

30Δ

Calls
Pseudo strike
68.82
IV
90.5%
B/E move
22.9%
Puts
Pseudo strike
53.02
IV
73.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
64.40
IV
72.2%
B/E move
15.3%
Puts
Pseudo strike
55.20
IV
59.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
62.02
IV
60.6%
B/E move
11.3%
Puts
Pseudo strike
56.22
IV
55.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
59.85
IV
50.5%
B/E move
7.7%
Puts
Pseudo strike
57.23
IV
51.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
58.90
IV
48.8%
B/E move
6.7%
Puts
Pseudo strike
58.24
IV
47.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
57.94
IV
47.1%
B/E move
5.7%
Puts
Pseudo strike
59.25
IV
43.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
56.98
IV
45.4%
B/E move
4.7%
Puts
Pseudo strike
60.27
IV
39.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
56.02
IV
43.6%
B/E move
3.7%
Puts
Pseudo strike
61.29
IV
39.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
55.07
IV
41.9%
B/E move
2.7%
Puts
Pseudo strike
62.31
IV
39.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
53.63
IV
44.1%
B/E move
2.3%
Puts
Pseudo strike
63.33
IV
39.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.15
IV
46.6%
B/E move
1.8%
Puts
Pseudo strike
64.35
IV
38.9%
B/E move
0.9%

Options history

No recorded observations