Share price$64.54
1D-0.5%
Sold putSold call
Unilever PLC ADR UL
CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTSi
Market dataready · fetched 2026-10-21T17:52:11.627Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:06.70325613Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:10.966227+00:00
Unilever PLC ADR options
PutsExpensive1.95×
CallsExpensive2.81×
SkewBullish-25.86 pp
Implied moveBullish±$1.40
TiltBearish11.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.87 | 212.5% | 17.7% | 61.72 | 65.1% | 4.8% |
| 25Δ | 71.16 | 152.4% | 11.7% | 62.61 | 50.0% | 3.4% |
| 30Δ | 68.39 | 95.4% | 6.9% | 63.50 | 34.9% | 2.0% |
| 35Δ | 65.62 | 38.4% | 2.2% | 64.07 | 26.6% | 1.2% |
| 40Δ | 64.84 | 29.3% | 1.2% | 64.24 | 27.0% | 1.1% |
| 45Δ | 64.63 | 33.7% | 1.1% | 64.41 | 27.3% | 1.0% |
| 50Δ | 64.43 | 38.2% | 1.1% | 64.58 | 27.6% | 0.8% |
| 55Δ | 64.22 | 42.7% | 1.1% | 64.75 | 28.0% | 0.7% |
| 60Δ | 64.01 | 47.1% | 1.0% | 64.91 | 28.3% | 0.6% |
| 65Δ | 63.66 | 49.1% | 0.9% | 65.70 | 36.8% | 0.5% |
| 70Δ | 63.29 | 51.0% | 0.8% | 67.13 | 53.6% | 0.5% |
| 75Δ | 62.89 | 53.1% | 0.6% | 68.56 | 70.4% | 0.5% |
| 80Δ | 62.35 | 56.0% | 0.5% | 69.99 | 87.2% | 0.4% |
20Δ
- Pseudo strike
- 74.87
- IV
- 212.5%
- B/E move
- 17.7%
- Pseudo strike
- 61.72
- IV
- 65.1%
- B/E move
- 4.8%
25Δ
- Pseudo strike
- 71.16
- IV
- 152.4%
- B/E move
- 11.7%
- Pseudo strike
- 62.61
- IV
- 50.0%
- B/E move
- 3.4%
30Δ
- Pseudo strike
- 68.39
- IV
- 95.4%
- B/E move
- 6.9%
- Pseudo strike
- 63.50
- IV
- 34.9%
- B/E move
- 2.0%
35Δ
- Pseudo strike
- 65.62
- IV
- 38.4%
- B/E move
- 2.2%
- Pseudo strike
- 64.07
- IV
- 26.6%
- B/E move
- 1.2%
40Δ
- Pseudo strike
- 64.84
- IV
- 29.3%
- B/E move
- 1.2%
- Pseudo strike
- 64.24
- IV
- 27.0%
- B/E move
- 1.1%
45Δ
- Pseudo strike
- 64.63
- IV
- 33.7%
- B/E move
- 1.1%
- Pseudo strike
- 64.41
- IV
- 27.3%
- B/E move
- 1.0%
50Δ
- Pseudo strike
- 64.43
- IV
- 38.2%
- B/E move
- 1.1%
- Pseudo strike
- 64.58
- IV
- 27.6%
- B/E move
- 0.8%
55Δ
- Pseudo strike
- 64.22
- IV
- 42.7%
- B/E move
- 1.1%
- Pseudo strike
- 64.75
- IV
- 28.0%
- B/E move
- 0.7%
60Δ
- Pseudo strike
- 64.01
- IV
- 47.1%
- B/E move
- 1.0%
- Pseudo strike
- 64.91
- IV
- 28.3%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 63.66
- IV
- 49.1%
- B/E move
- 0.9%
- Pseudo strike
- 65.70
- IV
- 36.8%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 63.29
- IV
- 51.0%
- B/E move
- 0.8%
- Pseudo strike
- 67.13
- IV
- 53.6%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 62.89
- IV
- 53.1%
- B/E move
- 0.6%
- Pseudo strike
- 68.56
- IV
- 70.4%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 62.35
- IV
- 56.0%
- B/E move
- 0.5%
- Pseudo strike
- 69.99
- IV
- 87.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 28.28% | |
| 24.75% |