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UNIFI, Inc. New UFI

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Market datapartial · fetched 2026-10-22T16:39:14.448Z

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 · 2026-10-22T16:37:10.091976322Z

FundamentalsAlpha Vantage · unavailable

Share price$5.43
1D-1.2%
$5.40$5.43$5.45$5.47$5.505:30 AM6:30 AM9:00 AM1:00 PMUFI
Sold putSold call

UNIFI, Inc. New options

Live interpolated UFI call and put midpoint premiums by absolute delta.UNIFI, Inc. New$0.40$1.38$2.36$3.35$4.33$2.43$3.97$5.52$7.06$8.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFI spot · $5.42UFI PRICE$0.98$0.91$0.86$0.80$0.75$0.79$1.34$1.90$0.61$0.56$0.51$0.54$0.77$1.00$1.23$1.46$1.68$1.91$2.14$2.61$4.04
PutsExpensive3.33×
CallsExpensive4.30×
SkewBullish-12.18 pp
Implied moveBearish±$2.14
TiltBearish39.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.52314.2%46.3%
25Δ4.07240.9%35.3%
30Δ4.61167.6%24.4%
35Δ5.09116.1%16.2%
40Δ5.40118.6%14.7%
45Δ8.62289.7%77.1%5.71121.2%13.2%
50Δ7.11226.2%47.9%6.02123.8%11.7%
55Δ6.56187.1%36.8%6.33126.4%10.2%
60Δ6.01148.1%25.6%6.63129.0%8.8%
65Δ5.46109.0%14.4%6.94131.6%7.3%
70Δ4.9183.7%5.1%7.25134.2%5.8%
75Δ4.35129.5%4.9%7.80141.6%4.4%
80Δ3.79175.3%4.8%9.27167.8%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.52
IV
314.2%
B/E move
46.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
240.9%
B/E move
35.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
167.6%
B/E move
24.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.09
IV
116.1%
B/E move
16.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
118.6%
B/E move
14.7%

45Δ

Calls
Pseudo strike
8.62
IV
289.7%
B/E move
77.1%
Puts
Pseudo strike
5.71
IV
121.2%
B/E move
13.2%

50Δ

Calls
Pseudo strike
7.11
IV
226.2%
B/E move
47.9%
Puts
Pseudo strike
6.02
IV
123.8%
B/E move
11.7%

55Δ

Calls
Pseudo strike
6.56
IV
187.1%
B/E move
36.8%
Puts
Pseudo strike
6.33
IV
126.4%
B/E move
10.2%

60Δ

Calls
Pseudo strike
6.01
IV
148.1%
B/E move
25.6%
Puts
Pseudo strike
6.63
IV
129.0%
B/E move
8.8%

65Δ

Calls
Pseudo strike
5.46
IV
109.0%
B/E move
14.4%
Puts
Pseudo strike
6.94
IV
131.6%
B/E move
7.3%

70Δ

Calls
Pseudo strike
4.91
IV
83.7%
B/E move
5.1%
Puts
Pseudo strike
7.25
IV
134.2%
B/E move
5.8%

75Δ

Calls
Pseudo strike
4.35
IV
129.5%
B/E move
4.9%
Puts
Pseudo strike
7.80
IV
141.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
3.79
IV
175.3%
B/E move
4.8%
Puts
Pseudo strike
9.27
IV
167.8%
B/E move
3.6%

Options history

No recorded observations