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UNIFI, Inc. New UFI

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Market datapartial · fetched 2026-10-23T19:06:42.961Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T19:01:24.096757626Z

FundamentalsAlpha Vantage · unavailable

Share price$5.48
1D-0.9%
$5.45$5.49$5.54$5.59$5.635:30 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$0.28$0.80$1.33$1.85$2.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUFI PRICE$0.33$0.43$0.50$0.52$0.64$0.81$0.97$1.13$1.29$1.46$1.65$1.94$2.23
Puts——
CallsExpensive1.31×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.06110.9%144.4%
25Δ11.83113.1%123.7%
30Δ9.82103.3%88.3%
35Δ7.9883.4%55.1%
40Δ7.2180.5%43.4%
45Δ6.8383.7%39.3%
50Δ6.4486.8%35.2%
55Δ6.0589.9%31.1%
60Δ5.6793.1%27.1%
65Δ5.2896.2%23.0%
70Δ4.8798.1%19.1%
75Δ4.4096.8%15.7%
80Δ3.9395.4%12.4%

20Δ

Calls
Pseudo strike
13.06
IV
110.9%
B/E move
144.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.83
IV
113.1%
B/E move
123.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.82
IV
103.3%
B/E move
88.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.98
IV
83.4%
B/E move
55.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.21
IV
80.5%
B/E move
43.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.83
IV
83.7%
B/E move
39.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.44
IV
86.8%
B/E move
35.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.05
IV
89.9%
B/E move
31.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.67
IV
93.1%
B/E move
27.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.28
IV
96.2%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.87
IV
98.1%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.40
IV
96.8%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.93
IV
95.4%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations