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UNIFI, Inc. New UFI

CONSUMER CYCLICAL · TEXTILE MANUFACTURING
i

Market dataready · fetched 2026-11-12T03:20:11.140Z

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 · 2026-11-12T00:00:00.0004138Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:20:10.670947+00:00

Share price$6.65
1D+0.9%
AH$6.55$6.59$6.63$6.67$6.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFI
Sold putSold callAH

UNIFI, Inc. New options

Live interpolated UFI call and put midpoint premiums by absolute delta.UNIFI, Inc. New$0.35$1.05$1.75$2.44$3.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEUFI PRICE$0.70$0.43$0.51$0.59$0.67$0.74$0.82$0.90$0.98$1.06$1.14$1.68$2.31$2.94
PutsExpensive3.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.02296.4%31.0%
25Δ5.29279.9%28.1%
30Δ5.56263.4%25.2%
35Δ10.06388.2%61.8%5.83247.0%22.3%
40Δ6.10230.5%19.5%
45Δ6.37214.1%16.6%
50Δ6.64197.6%13.7%
55Δ6.91181.2%10.8%
60Δ7.18164.7%7.9%
65Δ7.46148.3%5.0%
70Δ8.06162.8%4.0%
75Δ8.73183.3%3.4%
80Δ9.41203.9%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
296.4%
B/E move
31.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.29
IV
279.9%
B/E move
28.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
263.4%
B/E move
25.2%

35Δ

Calls
Pseudo strike
10.06
IV
388.2%
B/E move
61.8%
Puts
Pseudo strike
5.83
IV
247.0%
B/E move
22.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.10
IV
230.5%
B/E move
19.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.37
IV
214.1%
B/E move
16.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.64
IV
197.6%
B/E move
13.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.91
IV
181.2%
B/E move
10.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.18
IV
164.7%
B/E move
7.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.46
IV
148.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.06
IV
162.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.73
IV
183.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.41
IV
203.9%
B/E move
2.8%

Options history

IV · four-Friday blend183.81%
Daily EOD
UFI111.9%150.5%189.1%2026-10-22: 117.23%2026-10-26: 133.35%2026-10-30: 183.81%Oct 22Oct 26Oct 30
3 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
117.23%
133.35%
183.81%