IntraAlpha
Create free account Start free

U-Haul Holding Company UHAL

i

Market dataready · fetched 2026-11-13T01:46:04.460Z

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 · 2026-11-13T00:00:00.003874691Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:46:03.812999+00:00

Share price$55.93
1D-0.1%
AH$55.54$55.82$56.11$56.39$56.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUHAL
Sold putSold callAH

U-Haul Holding Company options

Live interpolated UHAL call and put midpoint premiums by absolute delta.U-Haul Holding Company$1.50$6.24$10.97$15.70$20.44$40.47$47.47$54.48$61.48$68.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UHAL spot · $55.93UHAL PRICE$2.01$2.45$2.45$2.45$2.46$2.46$2.47$2.47$2.52$3.19$3.85$4.52$5.18$2.45$2.45$3.31$4.89$6.46$8.04$9.61$11.19$12.77$14.34$15.92$17.50$19.07
PutsExpensive2.97×
CallsExpensive2.81×
SkewBearish+35.59 pp
Implied moveBearish±$12.08
TiltBearish53.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.91259.5%51.8%44.69227.7%24.5%
25Δ75.02236.3%38.5%48.38179.3%17.9%
30Δ66.76180.8%23.7%51.19157.0%14.4%
35Δ63.71153.9%18.3%53.37155.1%13.3%
40Δ61.94134.7%15.1%55.55153.2%12.2%
45Δ60.18115.6%12.0%57.73151.2%11.2%
50Δ58.4196.4%8.8%59.90149.3%10.1%
55Δ56.6477.3%5.7%62.08147.3%9.0%
60Δ54.9459.6%2.7%64.26145.4%7.9%
65Δ54.0760.8%2.4%66.44143.4%6.8%
70Δ53.2062.1%2.0%68.62141.5%5.8%
75Δ52.3363.3%1.6%70.80139.5%4.7%
80Δ51.4664.5%1.3%72.98137.6%3.6%

20Δ

Calls
Pseudo strike
82.91
IV
259.5%
B/E move
51.8%
Puts
Pseudo strike
44.69
IV
227.7%
B/E move
24.5%

25Δ

Calls
Pseudo strike
75.02
IV
236.3%
B/E move
38.5%
Puts
Pseudo strike
48.38
IV
179.3%
B/E move
17.9%

30Δ

Calls
Pseudo strike
66.76
IV
180.8%
B/E move
23.7%
Puts
Pseudo strike
51.19
IV
157.0%
B/E move
14.4%

35Δ

Calls
Pseudo strike
63.71
IV
153.9%
B/E move
18.3%
Puts
Pseudo strike
53.37
IV
155.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
61.94
IV
134.7%
B/E move
15.1%
Puts
Pseudo strike
55.55
IV
153.2%
B/E move
12.2%

45Δ

Calls
Pseudo strike
60.18
IV
115.6%
B/E move
12.0%
Puts
Pseudo strike
57.73
IV
151.2%
B/E move
11.2%

50Δ

Calls
Pseudo strike
58.41
IV
96.4%
B/E move
8.8%
Puts
Pseudo strike
59.90
IV
149.3%
B/E move
10.1%

55Δ

Calls
Pseudo strike
56.64
IV
77.3%
B/E move
5.7%
Puts
Pseudo strike
62.08
IV
147.3%
B/E move
9.0%

60Δ

Calls
Pseudo strike
54.94
IV
59.6%
B/E move
2.7%
Puts
Pseudo strike
64.26
IV
145.4%
B/E move
7.9%

65Δ

Calls
Pseudo strike
54.07
IV
60.8%
B/E move
2.4%
Puts
Pseudo strike
66.44
IV
143.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
53.20
IV
62.1%
B/E move
2.0%
Puts
Pseudo strike
68.62
IV
141.5%
B/E move
5.8%

75Δ

Calls
Pseudo strike
52.33
IV
63.3%
B/E move
1.6%
Puts
Pseudo strike
70.80
IV
139.5%
B/E move
4.7%

80Δ

Calls
Pseudo strike
51.46
IV
64.5%
B/E move
1.3%
Puts
Pseudo strike
72.98
IV
137.6%
B/E move
3.6%

Options history

IV · four-Friday blend35.08%
Daily EOD
UHAL33.4%35.7%38.0%2026-10-19: 34.70%2026-10-20: 34.85%2026-10-21: 33.76%2026-10-22: 33.83%2026-10-23: 34.37%2026-10-26: 37.66%2026-10-27: 36.23%2026-10-28: 33.71%2026-10-29: 34.22%2026-10-30: 35.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.70%
34.85%
33.76%
33.83%
34.37%
37.66%
36.23%
33.71%
34.22%
35.08%