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UGI Corporation UGI

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Market datapartial · fetched 2026-10-23T04:44:48.649Z

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 · 2026-10-22T23:00:00.000404258Z

FundamentalsAlpha Vantage · unavailable

Share price$38.61
1D-0.2%
AH$38.30$38.42$38.55$38.67$38.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGI
Sold putSold callAH

UGI Corporation options

Live interpolated UGI call and put midpoint premiums by absolute delta.UGI Corporation$0.16$2.27$4.38$6.49$8.59$34.19$36.97$39.74$42.51$45.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGI spot · $38.61UGI PRICE$0.81$1.04$0.71$1.44$2.17$2.90$3.62$4.35$5.08$5.81$6.53$7.26$7.99$0.39$0.49$0.60$0.70$0.80$0.90$1.01$1.11$1.21$1.31$1.42$1.52$6.20
PutsExpensive1.05×
CallsExpensive1.86×
SkewBullish-26.02 pp
Implied moveBullish±$4.63
TiltBullish47.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2372.2%24.4%35.5631.8%8.9%
25Δ45.2671.0%19.9%35.9630.5%8.1%
30Δ39.5621.4%4.3%36.3629.1%7.4%
35Δ38.7526.8%4.1%36.7627.7%6.6%
40Δ37.9332.2%3.9%37.1726.3%5.8%
45Δ37.1237.5%3.6%37.5724.9%5.0%
50Δ36.3042.9%3.4%37.9723.5%4.3%
55Δ35.4948.2%3.2%38.3722.2%3.5%
60Δ34.6753.6%3.0%38.7720.8%2.7%
65Δ33.8659.0%2.7%39.1819.4%1.9%
70Δ33.0464.3%2.5%39.5818.0%1.2%
75Δ32.2369.7%2.3%39.9816.6%0.4%
80Δ31.4175.0%2.1%44.5544.7%0.7%

20Δ

Calls
Pseudo strike
47.23
IV
72.2%
B/E move
24.4%
Puts
Pseudo strike
35.56
IV
31.8%
B/E move
8.9%

25Δ

Calls
Pseudo strike
45.26
IV
71.0%
B/E move
19.9%
Puts
Pseudo strike
35.96
IV
30.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
39.56
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
36.36
IV
29.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
38.75
IV
26.8%
B/E move
4.1%
Puts
Pseudo strike
36.76
IV
27.7%
B/E move
6.6%

40Δ

Calls
Pseudo strike
37.93
IV
32.2%
B/E move
3.9%
Puts
Pseudo strike
37.17
IV
26.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
37.12
IV
37.5%
B/E move
3.6%
Puts
Pseudo strike
37.57
IV
24.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
36.30
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
37.97
IV
23.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
35.49
IV
48.2%
B/E move
3.2%
Puts
Pseudo strike
38.37
IV
22.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
34.67
IV
53.6%
B/E move
3.0%
Puts
Pseudo strike
38.77
IV
20.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
33.86
IV
59.0%
B/E move
2.7%
Puts
Pseudo strike
39.18
IV
19.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
33.04
IV
64.3%
B/E move
2.5%
Puts
Pseudo strike
39.58
IV
18.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
32.23
IV
69.7%
B/E move
2.3%
Puts
Pseudo strike
39.98
IV
16.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
31.41
IV
75.0%
B/E move
2.1%
Puts
Pseudo strike
44.55
IV
44.7%
B/E move
0.7%

Options history

No recorded observations