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UL Solutions Inc. ULS

i

Market dataready · fetched 2026-11-13T16:12:07.259Z

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 · 2026-11-13T16:10:51.896863387Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T16:12:06.633953+00:00

Share price$80.92
1D-1.3%
$80.76$81.10$81.43$81.77$82.105:30 AM6:30 AM9:00 AM1:00 PMULS
Sold putSold call

UL Solutions Inc. options

Live interpolated ULS call and put midpoint premiums by absolute delta.UL Solutions Inc.$0.69$2.37$4.04$5.71$7.38$73.81$77.10$80.39$83.68$86.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ULS spot · $80.92ULS PRICE$0.99$0.88$1.03$1.32$1.77$2.22$2.66$3.07$3.43$3.78$4.13$5.49$0.88$1.07$1.25$1.96$2.66$3.37$4.07$4.78$5.49$6.19$6.90
Puts——
Calls——
Skew——
Implied moveBearish±$4.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.8974.7%11.1%75.1966.1%8.2%
25Δ76.6660.6%6.6%
30Δ83.8543.1%4.7%
35Δ82.9540.3%3.8%
40Δ82.2040.8%3.2%80.4929.3%2.1%
45Δ81.5844.5%3.0%81.3430.6%1.9%
50Δ80.9748.2%2.8%82.2031.9%1.7%
55Δ80.3651.9%2.6%83.0533.2%1.5%
60Δ79.7253.2%2.3%83.9134.5%1.3%
65Δ79.0451.1%1.9%84.7635.9%1.2%
70Δ78.3649.0%1.5%85.6237.2%1.0%
75Δ77.6847.0%1.1%86.4838.5%0.8%
80Δ76.1753.7%0.9%87.3339.8%0.6%

20Δ

Calls
Pseudo strike
88.89
IV
74.7%
B/E move
11.1%
Puts
Pseudo strike
75.19
IV
66.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.66
IV
60.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
83.85
IV
43.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
82.95
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
82.20
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
80.49
IV
29.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
81.58
IV
44.5%
B/E move
3.0%
Puts
Pseudo strike
81.34
IV
30.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
80.97
IV
48.2%
B/E move
2.8%
Puts
Pseudo strike
82.20
IV
31.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
80.36
IV
51.9%
B/E move
2.6%
Puts
Pseudo strike
83.05
IV
33.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
79.72
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
83.91
IV
34.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
79.04
IV
51.1%
B/E move
1.9%
Puts
Pseudo strike
84.76
IV
35.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
78.36
IV
49.0%
B/E move
1.5%
Puts
Pseudo strike
85.62
IV
37.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
77.68
IV
47.0%
B/E move
1.1%
Puts
Pseudo strike
86.48
IV
38.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.17
IV
53.7%
B/E move
0.9%
Puts
Pseudo strike
87.33
IV
39.8%
B/E move
0.6%

Options history

IV · four-Friday blend40.40%
Daily EOD
ULS38.1%40.3%42.5%2026-10-19: 38.83%2026-10-20: 39.33%2026-10-21: 38.41%2026-10-22: 38.58%2026-10-23: 39.11%2026-10-26: 39.08%2026-10-27: 42.18%2026-10-28: 41.06%2026-10-29: 42.23%2026-10-30: 40.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.83%
39.33%
38.41%
38.58%
39.11%
39.08%
42.18%
41.06%
42.23%
40.40%