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Unilever plc UL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-10T22:29:30.436Z

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 · 2026-11-10T21:41:31.682062935Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:20:53.823522+00:00

Share price$66.47
1D-0.6%
AH$66.10$66.32$66.55$66.78$67.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUL
Sold putSold callAH

Unilever plc options

Live interpolated UL call and put midpoint premiums by absolute delta.Unilever plc$0.15$1.24$2.33$3.42$4.52$61.70$63.96$66.22$68.48$70.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UL spot · $66.47UL PRICE$0.26$0.33$0.41$0.50$0.64$0.78$0.92$1.06$1.19$1.33$1.47$1.61$1.75$0.38$0.49$0.60$0.82$1.04$1.25$1.47$1.68$1.90$2.41$2.93$3.44$4.20
PutsCheap0.87×
CallsCheap0.60×
SkewBearish+12.27 pp
Implied moveBearish±$2.39
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.9321.8%4.1%63.7828.8%4.6%
25Δ68.3920.7%3.4%64.4028.4%3.9%
30Δ67.8419.7%2.7%65.0128.1%3.1%
35Δ67.4019.0%2.2%65.4228.6%2.8%
40Δ67.1318.8%2.0%65.8429.0%2.5%
45Δ66.8718.6%1.8%66.2529.5%2.2%
50Δ66.6018.4%1.6%66.6730.0%1.9%
55Δ66.3318.1%1.4%67.0830.5%1.6%
60Δ66.0717.9%1.2%67.5030.9%1.3%
65Δ65.8017.7%1.0%68.1432.2%1.1%
70Δ65.5417.5%0.8%68.7833.5%0.9%
75Δ65.2717.3%0.6%69.4334.8%0.7%
80Δ65.0017.0%0.4%70.3037.6%0.6%

20Δ

Calls
Pseudo strike
68.93
IV
21.8%
B/E move
4.1%
Puts
Pseudo strike
63.78
IV
28.8%
B/E move
4.6%

25Δ

Calls
Pseudo strike
68.39
IV
20.7%
B/E move
3.4%
Puts
Pseudo strike
64.40
IV
28.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
67.84
IV
19.7%
B/E move
2.7%
Puts
Pseudo strike
65.01
IV
28.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
67.40
IV
19.0%
B/E move
2.2%
Puts
Pseudo strike
65.42
IV
28.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
67.13
IV
18.8%
B/E move
2.0%
Puts
Pseudo strike
65.84
IV
29.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
66.87
IV
18.6%
B/E move
1.8%
Puts
Pseudo strike
66.25
IV
29.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
66.60
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
66.67
IV
30.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
66.33
IV
18.1%
B/E move
1.4%
Puts
Pseudo strike
67.08
IV
30.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
66.07
IV
17.9%
B/E move
1.2%
Puts
Pseudo strike
67.50
IV
30.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
65.80
IV
17.7%
B/E move
1.0%
Puts
Pseudo strike
68.14
IV
32.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
65.54
IV
17.5%
B/E move
0.8%
Puts
Pseudo strike
68.78
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
65.27
IV
17.3%
B/E move
0.6%
Puts
Pseudo strike
69.43
IV
34.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
65.00
IV
17.0%
B/E move
0.4%
Puts
Pseudo strike
70.30
IV
37.6%
B/E move
0.6%

Options history

IV · four-Friday blend22.55%
Daily close
UL17.3%24.4%31.6%2026-08-12: 20.70%2026-08-14: 18.26%2026-08-17: 19.57%2026-08-18: 21.83%2026-08-19: 20.47%2026-08-21: 20.72%2026-08-24: 21.58%2026-08-25: 23.42%2026-08-26: 21.39%2026-08-28: 19.46%2026-08-31: 20.14%2026-09-01: 20.87%2026-09-02: 24.06%2026-09-03: 28.45%2026-09-04: 19.36%2026-09-08: 21.53%2026-09-09: 25.07%2026-09-10: 29.16%2026-09-11: 20.18%2026-09-14: 21.03%2026-09-15: 23.35%2026-09-16: 23.52%2026-09-17: 21.86%2026-09-18: 21.35%2026-09-21: 21.43%2026-09-22: 21.18%2026-09-23: 24.47%2026-09-24: 26.65%2026-09-25: 20.35%2026-09-28: 24.29%2026-09-29: 24.48%2026-09-30: 24.84%2026-10-01: 26.44%2026-10-02: 21.36%2026-10-05: 21.61%2026-10-06: 21.92%2026-10-07: 23.68%2026-10-08: 28.33%2026-10-09: 21.44%2026-10-12: 22.86%2026-10-13: 23.26%2026-10-14: 25.98%2026-10-15: 22.20%2026-10-16: 26.00%2026-10-19: 28.55%2026-10-20: 25.34%2026-10-21: 26.41%2026-10-22: 29.56%2026-10-23: 25.44%2026-10-26: 26.82%2026-10-27: 30.62%2026-10-28: 27.10%2026-10-29: 26.09%2026-10-30: 22.55%Aug 12Sep 23Oct 30
54 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
20.70%
18.26%
19.57%
21.83%
20.47%
20.72%
21.58%
23.42%
21.39%
19.46%
20.14%
20.87%
24.06%
28.45%
19.36%
21.53%
25.07%
29.16%
20.18%
21.03%
23.35%
23.52%
21.86%
21.35%
21.43%
21.18%
24.47%
26.65%
20.35%
24.29%
24.48%
24.84%
26.44%
21.36%
21.61%
21.92%
23.68%
28.33%
21.44%
22.86%
23.26%
25.98%
22.20%
26.00%
28.55%
25.34%
26.41%
29.56%
25.44%
26.82%
30.62%
27.10%
26.09%
22.55%