Unisys Corporation UIS
TECHNOLOGY · INFORMATION TECHNOLOGY SERVICESi
Market dataready · fetched 2026-10-22T23:21:35.592Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.000984372Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:33.525271+00:00
Share price$2.43
1D+1.9%
Sold putSold callAH
Unisys Corporation options
PutsExpensive1.61×
CallsExpensive3.55×
SkewBullish-114.73 pp
Implied move——
TiltBearish86.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.82 | 196.5% | 31.9% | |||
| 25Δ | 2.06 | 119.5% | 21.8% | |||
| 30Δ | 2.18 | 120.3% | 19.9% | |||
| 35Δ | 2.29 | 121.1% | 18.1% | |||
| 40Δ | 4.18 | 287.2% | 87.3% | 2.41 | 121.9% | 16.2% |
| 45Δ | 3.34 | 230.1% | 52.7% | 2.52 | 122.7% | 14.3% |
| 50Δ | 2.64 | 123.5% | 12.4% | |||
| 55Δ | 2.75 | 124.3% | 10.5% | |||
| 60Δ | 2.87 | 125.1% | 8.6% | |||
| 65Δ | 2.98 | 125.9% | 6.7% | |||
| 70Δ | 3.67 | 161.3% | 6.0% | |||
| 75Δ | 4.47 | 203.1% | 5.6% | |||
| 80Δ | 4.71 | 206.1% | 4.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.82
- IV
- 196.5%
- B/E move
- 31.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.06
- IV
- 119.5%
- B/E move
- 21.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.18
- IV
- 120.3%
- B/E move
- 19.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.29
- IV
- 121.1%
- B/E move
- 18.1%
40Δ
- Pseudo strike
- 4.18
- IV
- 287.2%
- B/E move
- 87.3%
- Pseudo strike
- 2.41
- IV
- 121.9%
- B/E move
- 16.2%
45Δ
- Pseudo strike
- 3.34
- IV
- 230.1%
- B/E move
- 52.7%
- Pseudo strike
- 2.52
- IV
- 122.7%
- B/E move
- 14.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.64
- IV
- 123.5%
- B/E move
- 12.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.75
- IV
- 124.3%
- B/E move
- 10.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.87
- IV
- 125.1%
- B/E move
- 8.6%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.98
- IV
- 125.9%
- B/E move
- 6.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.67
- IV
- 161.3%
- B/E move
- 6.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.47
- IV
- 203.1%
- B/E move
- 5.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.71
- IV
- 206.1%
- B/E move
- 4.5%
Options history
No recorded observations