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Ultrapar Participacoes S.A. UGP

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Market datapartial · fetched 2026-10-22T23:45:22.465Z

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 · 2026-10-22T23:00:00.000398137Z

FundamentalsAlpha Vantage · unavailable

Share price$7.80
1D-0.6%
AH$7.65$7.73$7.80$7.88$7.965:30 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.$0.39$1.28$2.17$3.06$3.95$4.35$6.03$7.71$9.39$11.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UGP spot · $7.80UGP PRICE$0.63$0.63$0.64$0.65$0.66$0.66$0.67$0.82$1.27$1.72$2.17$0.56$0.54$0.51$0.49$0.58$0.83$1.08$1.33$1.58$1.83$2.08$2.33$3.70
PutsExpensive1.63×
CallsExpensive1.63×
SkewBearish+8.48 pp
Implied moveBearish±$1.74
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.65314.5%47.5%
25Δ5.45246.8%37.0%
30Δ12.40198.5%67.0%6.25179.1%26.5%
35Δ11.67177.4%57.7%7.04111.4%16.0%
40Δ10.93156.4%48.4%7.6474.2%9.6%
45Δ10.20135.3%39.0%7.9677.5%8.6%
50Δ9.46114.2%29.7%8.2880.9%7.7%
55Δ8.7393.1%20.4%8.6084.3%6.8%
60Δ7.9972.0%11.1%8.9187.7%5.9%
65Δ7.3464.0%4.7%9.2391.0%5.0%
70Δ6.8682.4%4.3%9.5594.4%4.1%
75Δ6.38100.8%3.9%9.8797.8%3.2%
80Δ5.91119.1%3.6%11.28122.4%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
314.5%
B/E move
47.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.45
IV
246.8%
B/E move
37.0%

30Δ

Calls
Pseudo strike
12.40
IV
198.5%
B/E move
67.0%
Puts
Pseudo strike
6.25
IV
179.1%
B/E move
26.5%

35Δ

Calls
Pseudo strike
11.67
IV
177.4%
B/E move
57.7%
Puts
Pseudo strike
7.04
IV
111.4%
B/E move
16.0%

40Δ

Calls
Pseudo strike
10.93
IV
156.4%
B/E move
48.4%
Puts
Pseudo strike
7.64
IV
74.2%
B/E move
9.6%

45Δ

Calls
Pseudo strike
10.20
IV
135.3%
B/E move
39.0%
Puts
Pseudo strike
7.96
IV
77.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
9.46
IV
114.2%
B/E move
29.7%
Puts
Pseudo strike
8.28
IV
80.9%
B/E move
7.7%

55Δ

Calls
Pseudo strike
8.73
IV
93.1%
B/E move
20.4%
Puts
Pseudo strike
8.60
IV
84.3%
B/E move
6.8%

60Δ

Calls
Pseudo strike
7.99
IV
72.0%
B/E move
11.1%
Puts
Pseudo strike
8.91
IV
87.7%
B/E move
5.9%

65Δ

Calls
Pseudo strike
7.34
IV
64.0%
B/E move
4.7%
Puts
Pseudo strike
9.23
IV
91.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
6.86
IV
82.4%
B/E move
4.3%
Puts
Pseudo strike
9.55
IV
94.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
6.38
IV
100.8%
B/E move
3.9%
Puts
Pseudo strike
9.87
IV
97.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.91
IV
119.1%
B/E move
3.6%
Puts
Pseudo strike
11.28
IV
122.4%
B/E move
2.7%

Options history

No recorded observations