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UGI Corporation UGI

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-13T17:12:22.632Z

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 · 2026-11-13T17:12:07.047786379Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T17:09:08.166009+00:00

Share price$37.59
1D-0.0%
$37.36$37.43$37.51$37.59$37.665:30 AM6:30 AM9:00 AM1:00 PMUGI
Sold putSold call

UGI Corporation options

Live interpolated UGI call and put midpoint premiums by absolute delta.UGI Corporation$0.59$1.13$1.67$2.22$2.76$31.63$35.35$39.07$42.78$46.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGI spot · $37.59UGI PRICE$1.18$1.27$1.39$1.51$1.63$1.75$1.88$2.00$2.12$2.24$2.36$2.48$2.60$0.65$0.78$0.92$1.06$1.19$1.33$1.47$1.60$1.74$1.88$2.01$2.15$2.29
PutsExpensive4.54×
CallsExpensive7.35×
SkewBullish-56.28 pp
Implied moveBullish±$3.34
TiltBullish12.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.35232.7%42.4%31.27124.2%18.5%
25Δ49.12203.8%34.1%31.92117.8%17.2%
30Δ47.98191.2%31.4%32.56111.4%15.8%
35Δ46.85178.6%28.7%33.21105.0%14.5%
40Δ45.71166.0%26.0%33.8598.6%13.1%
45Δ44.57153.4%23.3%34.4992.2%11.8%
50Δ43.43140.8%20.6%35.1485.8%10.4%
55Δ42.30128.2%17.8%35.7879.4%9.1%
60Δ41.16115.6%15.1%36.4273.0%7.7%
65Δ40.02103.0%12.4%37.0766.5%6.4%
70Δ38.8890.4%9.7%37.7160.1%5.0%
75Δ37.7577.8%7.0%38.3553.7%3.7%
80Δ36.6165.2%4.3%39.0047.3%2.3%

20Δ

Calls
Pseudo strike
52.35
IV
232.7%
B/E move
42.4%
Puts
Pseudo strike
31.27
IV
124.2%
B/E move
18.5%

25Δ

Calls
Pseudo strike
49.12
IV
203.8%
B/E move
34.1%
Puts
Pseudo strike
31.92
IV
117.8%
B/E move
17.2%

30Δ

Calls
Pseudo strike
47.98
IV
191.2%
B/E move
31.4%
Puts
Pseudo strike
32.56
IV
111.4%
B/E move
15.8%

35Δ

Calls
Pseudo strike
46.85
IV
178.6%
B/E move
28.7%
Puts
Pseudo strike
33.21
IV
105.0%
B/E move
14.5%

40Δ

Calls
Pseudo strike
45.71
IV
166.0%
B/E move
26.0%
Puts
Pseudo strike
33.85
IV
98.6%
B/E move
13.1%

45Δ

Calls
Pseudo strike
44.57
IV
153.4%
B/E move
23.3%
Puts
Pseudo strike
34.49
IV
92.2%
B/E move
11.8%

50Δ

Calls
Pseudo strike
43.43
IV
140.8%
B/E move
20.6%
Puts
Pseudo strike
35.14
IV
85.8%
B/E move
10.4%

55Δ

Calls
Pseudo strike
42.30
IV
128.2%
B/E move
17.8%
Puts
Pseudo strike
35.78
IV
79.4%
B/E move
9.1%

60Δ

Calls
Pseudo strike
41.16
IV
115.6%
B/E move
15.1%
Puts
Pseudo strike
36.42
IV
73.0%
B/E move
7.7%

65Δ

Calls
Pseudo strike
40.02
IV
103.0%
B/E move
12.4%
Puts
Pseudo strike
37.07
IV
66.5%
B/E move
6.4%

70Δ

Calls
Pseudo strike
38.88
IV
90.4%
B/E move
9.7%
Puts
Pseudo strike
37.71
IV
60.1%
B/E move
5.0%

75Δ

Calls
Pseudo strike
37.75
IV
77.8%
B/E move
7.0%
Puts
Pseudo strike
38.35
IV
53.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
36.61
IV
65.2%
B/E move
4.3%
Puts
Pseudo strike
39.00
IV
47.3%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations