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UFP Technologies, Inc. Common Stock UFPT

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Market dataready · fetched 2026-11-14T02:11:20.330Z

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 · 2026-11-14T00:02:25.916821113Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:19.648166+00:00

Share price$305.98
1D-0.7%
AH$304$306$307$309$3105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUFPT
Sold putSold callAH

UFP Technologies, Inc. Common Stock options

Live interpolated UFPT call and put midpoint premiums by absolute delta.UFP Technologies, Inc. Common Stock$2.01$8.57$15.13$21.68$28.24$275.25$290.97$306.69$322.41$338.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UFPT spot · $305.98UFPT PRICE$2.72$3.81$4.89$5.97$7.04$8.12$9.91$11.81$13.72$16.21$18.83$21.58$24.80$3.46$4.64$5.56$6.31$7.20$8.37$9.53$10.70$13.21$15.85$18.58$22.47$26.35
PutsExpensive1.19×
CallsExpensive1.23×
SkewBullish-3.40 pp
Implied moveBalanced±$19.44
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ329.1059.5%8.4%283.8168.8%8.4%
25Δ325.4161.1%7.6%288.2569.2%7.3%
30Δ321.7162.6%6.7%292.6866.2%6.2%
35Δ317.9962.4%5.9%297.0960.8%5.0%
40Δ314.2360.8%5.0%301.0056.7%4.0%
45Δ310.4759.2%4.1%303.9155.1%3.4%
50Δ307.1360.4%3.6%306.8353.4%2.8%
55Δ303.8661.9%3.2%309.7551.7%2.3%
60Δ300.5863.5%2.7%313.2253.5%2.0%
65Δ296.8364.5%2.3%316.7355.5%1.7%
70Δ292.9765.5%1.9%320.3457.5%1.4%
75Δ289.0166.0%1.5%325.0859.1%1.1%
80Δ284.6965.0%1.1%329.8260.6%0.8%

20Δ

Calls
Pseudo strike
329.10
IV
59.5%
B/E move
8.4%
Puts
Pseudo strike
283.81
IV
68.8%
B/E move
8.4%

25Δ

Calls
Pseudo strike
325.41
IV
61.1%
B/E move
7.6%
Puts
Pseudo strike
288.25
IV
69.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
321.71
IV
62.6%
B/E move
6.7%
Puts
Pseudo strike
292.68
IV
66.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
317.99
IV
62.4%
B/E move
5.9%
Puts
Pseudo strike
297.09
IV
60.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
314.23
IV
60.8%
B/E move
5.0%
Puts
Pseudo strike
301.00
IV
56.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
310.47
IV
59.2%
B/E move
4.1%
Puts
Pseudo strike
303.91
IV
55.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
307.13
IV
60.4%
B/E move
3.6%
Puts
Pseudo strike
306.83
IV
53.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
303.86
IV
61.9%
B/E move
3.2%
Puts
Pseudo strike
309.75
IV
51.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
300.58
IV
63.5%
B/E move
2.7%
Puts
Pseudo strike
313.22
IV
53.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
296.83
IV
64.5%
B/E move
2.3%
Puts
Pseudo strike
316.73
IV
55.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
292.97
IV
65.5%
B/E move
1.9%
Puts
Pseudo strike
320.34
IV
57.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
289.01
IV
66.0%
B/E move
1.5%
Puts
Pseudo strike
325.08
IV
59.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
284.69
IV
65.0%
B/E move
1.1%
Puts
Pseudo strike
329.82
IV
60.6%
B/E move
0.8%

Options history

IV · four-Friday blend42.00%
Daily EOD
UFPT39.7%43.3%46.8%2026-10-19: 40.22%2026-10-20: 40.98%2026-10-21: 43.92%2026-10-22: 41.90%2026-10-23: 45.70%2026-10-26: 43.42%2026-10-27: 45.56%2026-10-28: 46.29%2026-10-29: 44.00%2026-10-30: 42.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.22%
40.98%
43.92%
41.90%
45.70%
43.42%
45.56%
46.29%
44.00%
42.00%