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Ulta Beauty Inc ULTA

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T20:36:17.586Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:35.452191557Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:36:14.595499+00:00

Share price$610.00
1D+2.3%
AH$595$599$603$607$6115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULTA
Sold putSold callAH

Ulta Beauty Inc options

Live interpolated ULTA call and put midpoint premiums by absolute delta.Ulta Beauty Inc$1.86$6.06$10.27$14.47$18.67$584.63$595.98$607.32$618.66$630.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $610.00OPTION PRICELive ULTA spot · $610.00ULTA PRICE$2.31$2.83$3.30$3.51$4.00$4.67$5.34$6.00$6.65$7.31$8.52$10.15$11.79$2.40$2.90$3.44$4.07$4.71$5.37$6.11$7.36$8.60$9.97$11.41$13.60$17.46
PutsExpensive2.39×
CallsCheap0.92×
SkewBearish+7.11 pp
Implied moveBearish±$11.45
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ628.6066.2%3.4%592.2867.6%3.3%
25Δ623.7060.6%2.7%596.9661.0%2.6%
30Δ619.6955.2%2.1%600.9555.8%2.0%
35Δ616.3547.8%1.6%603.6653.3%1.7%
40Δ613.9044.3%1.3%606.0751.0%1.4%
45Δ612.0743.4%1.1%608.1748.8%1.2%
50Δ610.2342.5%0.9%610.2647.1%1.0%
55Δ608.6840.8%0.8%612.2747.9%0.8%
60Δ607.1739.1%0.6%614.2748.8%0.7%
65Δ605.6637.3%0.5%616.3748.9%0.6%
70Δ603.8437.2%0.4%618.5348.6%0.5%
75Δ601.7738.4%0.3%621.3250.2%0.4%
80Δ599.7039.6%0.2%625.5755.8%0.3%

20Δ

Calls
Pseudo strike
628.60
IV
66.2%
B/E move
3.4%
Puts
Pseudo strike
592.28
IV
67.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
623.70
IV
60.6%
B/E move
2.7%
Puts
Pseudo strike
596.96
IV
61.0%
B/E move
2.6%

30Δ

Calls
Pseudo strike
619.69
IV
55.2%
B/E move
2.1%
Puts
Pseudo strike
600.95
IV
55.8%
B/E move
2.0%

35Δ

Calls
Pseudo strike
616.35
IV
47.8%
B/E move
1.6%
Puts
Pseudo strike
603.66
IV
53.3%
B/E move
1.7%

40Δ

Calls
Pseudo strike
613.90
IV
44.3%
B/E move
1.3%
Puts
Pseudo strike
606.07
IV
51.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
612.07
IV
43.4%
B/E move
1.1%
Puts
Pseudo strike
608.17
IV
48.8%
B/E move
1.2%

50Δ

Calls
Pseudo strike
610.23
IV
42.5%
B/E move
0.9%
Puts
Pseudo strike
610.26
IV
47.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
608.68
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
612.27
IV
47.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
607.17
IV
39.1%
B/E move
0.6%
Puts
Pseudo strike
614.27
IV
48.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
605.66
IV
37.3%
B/E move
0.5%
Puts
Pseudo strike
616.37
IV
48.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
603.84
IV
37.2%
B/E move
0.4%
Puts
Pseudo strike
618.53
IV
48.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
601.77
IV
38.4%
B/E move
0.3%
Puts
Pseudo strike
621.32
IV
50.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
599.70
IV
39.6%
B/E move
0.2%
Puts
Pseudo strike
625.57
IV
55.8%
B/E move
0.3%