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UNIFI, Inc. New UFI

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Market datapartial · fetched 2026-10-22T23:59:04.187Z

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 · 2026-10-22T23:00:00.000969405Z

FundamentalsAlpha Vantage · unavailable

Share price$5.47
1D-0.4%
AH$5.37$5.40$5.44$5.47$5.505:30 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$0.38$1.54$2.69$3.85$5.01$2.38$3.93$5.48$7.03$8.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFI spot · $5.47UFI PRICE$0.98$0.92$0.87$0.82$0.77$0.72$1.12$1.71$0.60$0.55$0.50$0.58$0.82$1.06$1.29$1.53$1.77$2.00$2.24$3.25$4.68
PutsExpensive3.51×
CallsExpensive4.23×
SkewBullish-1.68 pp
Implied moveBearish±$2.21
TiltBearish45.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.57311.8%45.8%
25Δ4.13236.0%34.6%
30Δ4.69160.3%23.4%
35Δ5.14120.0%16.6%
40Δ5.46123.1%15.1%
45Δ8.61287.4%75.4%5.79126.2%13.5%
50Δ7.15226.3%47.5%6.11129.3%12.0%
55Δ6.65190.0%37.4%6.43132.4%10.5%
60Δ6.15153.7%27.3%6.75135.5%9.0%
65Δ5.65117.5%17.3%7.07138.5%7.5%
70Δ5.1581.2%7.2%7.39141.6%5.9%
75Δ4.58102.9%4.1%8.45161.0%4.9%
80Δ3.98149.5%4.0%9.93189.2%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
311.8%
B/E move
45.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
236.0%
B/E move
34.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
160.3%
B/E move
23.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
120.0%
B/E move
16.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
123.1%
B/E move
15.1%

45Δ

Calls
Pseudo strike
8.61
IV
287.4%
B/E move
75.4%
Puts
Pseudo strike
5.79
IV
126.2%
B/E move
13.5%

50Δ

Calls
Pseudo strike
7.15
IV
226.3%
B/E move
47.5%
Puts
Pseudo strike
6.11
IV
129.3%
B/E move
12.0%

55Δ

Calls
Pseudo strike
6.65
IV
190.0%
B/E move
37.4%
Puts
Pseudo strike
6.43
IV
132.4%
B/E move
10.5%

60Δ

Calls
Pseudo strike
6.15
IV
153.7%
B/E move
27.3%
Puts
Pseudo strike
6.75
IV
135.5%
B/E move
9.0%

65Δ

Calls
Pseudo strike
5.65
IV
117.5%
B/E move
17.3%
Puts
Pseudo strike
7.07
IV
138.5%
B/E move
7.5%

70Δ

Calls
Pseudo strike
5.15
IV
81.2%
B/E move
7.2%
Puts
Pseudo strike
7.39
IV
141.6%
B/E move
5.9%

75Δ

Calls
Pseudo strike
4.58
IV
102.9%
B/E move
4.1%
Puts
Pseudo strike
8.45
IV
161.0%
B/E move
4.9%

80Δ

Calls
Pseudo strike
3.98
IV
149.5%
B/E move
4.0%
Puts
Pseudo strike
9.93
IV
189.2%
B/E move
4.1%

Options history

No recorded observations