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Ultrapar Participacoes S.A. UGP

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-12T02:43:08.909Z

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 · 2026-11-12T00:00:00.00158051Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:43:08.555318+00:00

Share price$5.43
1D-0.5%
AH$5.38$5.41$5.44$5.47$5.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUGP
Sold putSold callAH

Ultrapar Participacoes S.A. options

Live interpolated UGP call and put midpoint premiums by absolute delta.Ultrapar Participacoes S.A.$0.12$1.26$2.39$3.52$4.66$2.08$3.14$4.20$5.25$6.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UGP spot · $5.43UGP PRICE$0.24$0.28$0.32$0.36$0.40$0.43$0.47$0.51$0.55$0.91$1.19$1.48$1.76$2.05$2.33$2.62$2.90$3.19$3.47$3.76$4.04$4.33
PutsExpensive7.23×
Calls——
Skew——
Implied moveBearish±$2.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.78393.6%47.0%
25Δ4.25386.2%43.7%
30Δ4.72378.8%40.3%
35Δ6.45109.3%23.4%5.19371.4%37.0%
40Δ6.27106.6%20.7%5.65364.1%33.6%
45Δ6.09103.8%18.1%6.12356.7%30.3%
50Δ5.91101.0%15.5%6.59349.3%26.9%
55Δ5.7398.3%12.9%7.06341.9%23.5%
60Δ5.5595.5%10.3%7.52334.5%20.2%
65Δ5.3792.8%7.7%7.99327.2%16.8%
70Δ5.1990.0%5.0%8.46319.8%13.5%
75Δ5.0187.3%2.4%8.93312.4%10.1%
80Δ9.39305.0%6.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
393.6%
B/E move
47.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
386.2%
B/E move
43.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.72
IV
378.8%
B/E move
40.3%

35Δ

Calls
Pseudo strike
6.45
IV
109.3%
B/E move
23.4%
Puts
Pseudo strike
5.19
IV
371.4%
B/E move
37.0%

40Δ

Calls
Pseudo strike
6.27
IV
106.6%
B/E move
20.7%
Puts
Pseudo strike
5.65
IV
364.1%
B/E move
33.6%

45Δ

Calls
Pseudo strike
6.09
IV
103.8%
B/E move
18.1%
Puts
Pseudo strike
6.12
IV
356.7%
B/E move
30.3%

50Δ

Calls
Pseudo strike
5.91
IV
101.0%
B/E move
15.5%
Puts
Pseudo strike
6.59
IV
349.3%
B/E move
26.9%

55Δ

Calls
Pseudo strike
5.73
IV
98.3%
B/E move
12.9%
Puts
Pseudo strike
7.06
IV
341.9%
B/E move
23.5%

60Δ

Calls
Pseudo strike
5.55
IV
95.5%
B/E move
10.3%
Puts
Pseudo strike
7.52
IV
334.5%
B/E move
20.2%

65Δ

Calls
Pseudo strike
5.37
IV
92.8%
B/E move
7.7%
Puts
Pseudo strike
7.99
IV
327.2%
B/E move
16.8%

70Δ

Calls
Pseudo strike
5.19
IV
90.0%
B/E move
5.0%
Puts
Pseudo strike
8.46
IV
319.8%
B/E move
13.5%

75Δ

Calls
Pseudo strike
5.01
IV
87.3%
B/E move
2.4%
Puts
Pseudo strike
8.93
IV
312.4%
B/E move
10.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
305.0%
B/E move
6.8%

Options history

IV · four-Friday blend65.46%
Daily EOD
UGP63.3%64.5%65.6%2026-10-19: 63.45%2026-10-23: 65.46%Oct 19Oct 23
2 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
63.45%
65.46%