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Ulta Beauty, Inc. Common Stock ULTA

i

Market datapartial · fetched 2026-11-05T18:13:56.081Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T18:13:55.161946552Z

FundamentalsAlpha Vantage · unavailable

Share price$647.98
1D-3.6%
$643$650$658$666$6735:30 AM6:30 AM9:00 AM1:00 PMULTA
Sold putSold call

Ulta Beauty, Inc. Common Stock options

Live interpolated ULTA call and put midpoint premiums by absolute delta.Ulta Beauty, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.65$-0.07$0.50$1.07$1.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEULTA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.76%
Daily close
ULTA24.0%62.8%101.6%2026-08-07: 40.70%2026-08-10: 43.74%2026-08-11: 43.97%2026-08-12: 42.68%2026-08-13: 47.10%2026-08-14: 47.80%2026-08-17: 55.50%2026-08-18: 58.70%2026-08-19: 59.00%2026-08-20: 60.13%2026-08-21: 62.22%2026-08-24: 71.09%2026-08-25: 76.83%2026-08-26: 83.68%2026-08-27: 96.21%2026-08-28: 34.08%2026-08-31: 35.21%2026-09-01: 36.91%2026-09-02: 34.86%2026-09-03: 35.30%2026-09-04: 31.78%2026-09-08: 35.00%2026-09-09: 35.87%2026-09-10: 36.34%2026-09-11: 29.57%2026-09-14: 33.47%2026-09-15: 33.91%2026-09-16: 35.24%2026-09-17: 35.20%2026-09-18: 29.31%2026-09-21: 33.11%2026-09-22: 32.59%2026-09-23: 33.92%2026-09-24: 35.74%2026-09-25: 30.58%2026-09-28: 33.67%2026-09-29: 34.47%2026-09-30: 34.09%2026-10-01: 36.78%2026-10-02: 31.32%2026-10-05: 33.19%2026-10-06: 31.91%2026-10-07: 33.97%2026-10-08: 34.73%2026-10-09: 30.75%2026-10-12: 33.03%2026-10-13: 33.50%2026-10-14: 35.36%2026-10-15: 35.95%2026-10-16: 32.63%2026-10-19: 32.35%2026-10-20: 32.06%2026-10-21: 33.26%2026-10-22: 36.92%2026-10-23: 31.52%2026-10-26: 33.47%2026-10-27: 33.04%2026-10-28: 33.99%2026-10-29: 34.08%2026-10-30: 32.76%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
40.70%
43.74%
43.97%
42.68%
47.10%
47.80%
55.50%
58.70%
59.00%
60.13%
62.22%
71.09%
76.83%
83.68%
96.21%
34.08%
35.21%
36.91%
34.86%
35.30%
31.78%
35.00%
35.87%
36.34%
29.57%
33.47%
33.91%
35.24%
35.20%
29.31%
33.11%
32.59%
33.92%
35.74%
30.58%
33.67%
34.47%
34.09%
36.78%
31.32%
33.19%
31.91%
33.97%
34.73%
30.75%
33.03%
33.50%
35.36%
35.95%
32.63%
32.35%
32.06%
33.26%
36.92%
31.52%
33.47%
33.04%
33.99%
34.08%
32.76%