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Ulta Beauty Inc ULTA

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T00:19:46.860Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:19:46.313109+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$4.26$21.17$38.07$54.98$71.88$510.36$554.19$598.01$641.84$685.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULTA spot · $610.00ULTA PRICE$6.09$8.50$11.01$12.73$15.87$19.03$22.47$25.36$29.57$34.96$39.11$44.12$51.74$7.27$9.66$12.31$15.41$18.42$21.86$26.33$30.90$35.84$40.99$47.46$55.96$67.01
PutsExpensive1.12×
CallsFair1.00×
SkewBearish+1.58 pp
Implied moveBearish±$48.80
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ665.6029.8%10.1%565.0832.4%8.6%
25Δ657.5531.2%9.2%575.0232.1%7.3%
30Δ648.3131.7%8.1%583.8932.0%6.3%
35Δ637.4329.6%6.6%591.9532.2%5.5%
40Δ630.4230.7%5.9%600.0531.8%4.7%
45Δ622.9131.0%5.2%607.7531.6%4.0%
50Δ615.3131.2%4.6%615.5132.3%3.4%
55Δ607.8230.2%3.8%623.4932.4%2.9%
60Δ600.4230.6%3.3%631.5732.4%2.3%
65Δ592.3431.5%2.8%639.7832.0%1.8%
70Δ584.9330.6%2.3%648.8632.1%1.4%
75Δ577.1830.1%1.9%659.6532.6%1.0%
80Δ567.3430.6%1.5%672.7933.5%0.7%

20Δ

Calls
Pseudo strike
665.60
IV
29.8%
B/E move
10.1%
Puts
Pseudo strike
565.08
IV
32.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
657.55
IV
31.2%
B/E move
9.2%
Puts
Pseudo strike
575.02
IV
32.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
648.31
IV
31.7%
B/E move
8.1%
Puts
Pseudo strike
583.89
IV
32.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
637.43
IV
29.6%
B/E move
6.6%
Puts
Pseudo strike
591.95
IV
32.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
630.42
IV
30.7%
B/E move
5.9%
Puts
Pseudo strike
600.05
IV
31.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
622.91
IV
31.0%
B/E move
5.2%
Puts
Pseudo strike
607.75
IV
31.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
615.31
IV
31.2%
B/E move
4.6%
Puts
Pseudo strike
615.51
IV
32.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
607.82
IV
30.2%
B/E move
3.8%
Puts
Pseudo strike
623.49
IV
32.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
600.42
IV
30.6%
B/E move
3.3%
Puts
Pseudo strike
631.57
IV
32.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
592.34
IV
31.5%
B/E move
2.8%
Puts
Pseudo strike
639.78
IV
32.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
584.93
IV
30.6%
B/E move
2.3%
Puts
Pseudo strike
648.86
IV
32.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
577.18
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
659.65
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
567.34
IV
30.6%
B/E move
1.5%
Puts
Pseudo strike
672.79
IV
33.5%
B/E move
0.7%