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Unisys Corporation UIS

i

Market dataready · fetched 2026-11-12T02:59:46.027Z

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 · 2026-11-12T00:00:00.001385315Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:59:45.617935+00:00

Share price$2.95
1D+2.8%
AH$2.85$2.88$2.91$2.94$2.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUIS
Sold putSold callAH

Unisys Corporation options

Live interpolated UIS call and put midpoint premiums by absolute delta.Unisys Corporation$0.08$0.32$0.56$0.79$1.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEUIS PRICE$0.11$0.12$0.14$0.25$0.39$0.53$0.68$0.82$0.96
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.40121.3%18.9%
40Δ3.25110.8%14.4%
45Δ3.10100.2%10.0%
50Δ
55Δ3.0888.9%4.0%
60Δ3.23102.3%3.6%
65Δ3.39115.7%3.3%
70Δ3.54129.1%2.9%
75Δ3.70142.5%2.5%
80Δ3.85155.9%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.40
IV
121.3%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.25
IV
110.8%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.10
IV
100.2%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
88.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
102.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
115.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
129.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
142.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.85
IV
155.9%
B/E move
2.1%

Options history

IV · four-Friday blend118.40%
Daily EOD
UIS116.3%131.7%147.2%2026-10-26: 145.02%2026-10-27: 131.30%2026-10-30: 118.40%Oct 26Oct 27Oct 30
3 observations2026-10-26 — 2026-10-30
Table
DateIV (%)
145.02%
131.30%
118.40%