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Unilever PLC ADR UL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-10-21T16:59:33.299Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:23.931877467Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:32.748586+00:00

Share price$64.55
1D-0.5%
$64.48$64.61$64.74$64.87$65.005:30 AM6:30 AM9:00 AM1:00 PMUL
Sold putSold call

Unilever PLC ADR options

Live interpolated UL call and put midpoint premiums by absolute delta.Unilever PLC ADR$0.22$0.84$1.46$2.08$2.70$62.26$63.87$65.48$67.09$68.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UL spot · $64.55UL PRICE$1.07$0.93$0.70$0.47$0.44$0.62$0.81$0.99$1.18$1.48$1.80$2.14$2.52$0.31$0.30$0.28$0.31$0.38$0.45$0.52$0.59$0.67
PutsExpensive1.51×
CallsExpensive2.93×
SkewBullish-38.16 pp
Implied moveBullish±$1.33
TiltBullish59.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.88210.6%17.7%61.7364.5%4.8%
25Δ71.35155.3%12.0%62.6349.5%3.4%
30Δ68.84105.2%7.7%63.5334.5%2.0%
35Δ66.3455.1%3.5%64.0826.5%1.2%
40Δ64.9030.3%1.2%64.2326.2%1.1%
45Δ64.6834.3%1.2%64.3925.9%0.9%
50Δ64.4638.4%1.1%64.5525.6%0.8%
55Δ64.2442.5%1.1%64.7125.3%0.7%
60Δ64.0246.6%1.0%64.8724.9%0.5%
65Δ63.6550.0%0.9%
70Δ63.2553.2%0.8%
75Δ62.8255.6%0.7%
80Δ62.3456.5%0.5%

20Δ

Calls
Pseudo strike
74.88
IV
210.6%
B/E move
17.7%
Puts
Pseudo strike
61.73
IV
64.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
71.35
IV
155.3%
B/E move
12.0%
Puts
Pseudo strike
62.63
IV
49.5%
B/E move
3.4%

30Δ

Calls
Pseudo strike
68.84
IV
105.2%
B/E move
7.7%
Puts
Pseudo strike
63.53
IV
34.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
66.34
IV
55.1%
B/E move
3.5%
Puts
Pseudo strike
64.08
IV
26.5%
B/E move
1.2%

40Δ

Calls
Pseudo strike
64.90
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
64.23
IV
26.2%
B/E move
1.1%

45Δ

Calls
Pseudo strike
64.68
IV
34.3%
B/E move
1.2%
Puts
Pseudo strike
64.39
IV
25.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
64.46
IV
38.4%
B/E move
1.1%
Puts
Pseudo strike
64.55
IV
25.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
64.24
IV
42.5%
B/E move
1.1%
Puts
Pseudo strike
64.71
IV
25.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
64.02
IV
46.6%
B/E move
1.0%
Puts
Pseudo strike
64.87
IV
24.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
63.65
IV
50.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
63.25
IV
53.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
62.82
IV
55.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.34
IV
56.5%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations