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Unusual Machines, Inc. UMAC

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-07T02:25:56.051Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.082937769Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:25:55.526912+00:00

Share price$11.90
1D+6.1%
AH$10.26$10.71$11.16$11.61$12.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUMAC
Sold putSold callAH

Unusual Machines, Inc. options

Live interpolated UMAC call and put midpoint premiums by absolute delta.Unusual Machines, Inc.$0.16$0.55$0.94$1.33$1.72$7.89$10.17$12.46$14.75$17.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UMAC spot · $11.90UMAC PRICE$0.20$0.27$0.35$0.44$0.53$0.63$0.74$0.87$1.01$1.19$1.38$1.60$0.31$0.39$0.44$0.58$0.72$0.83$0.98$1.19$1.40$1.60
Puts——
Calls——
Skew——
Implied moveBearish±$1.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.83116.6%17.9%10.18154.2%17.0%
25Δ13.45116.1%15.2%10.62142.8%14.0%
30Δ13.17119.5%13.6%11.03127.1%11.0%
35Δ12.90122.2%12.0%11.29133.1%10.0%
40Δ12.62123.7%10.6%11.55137.0%9.0%
45Δ12.35124.4%9.1%11.83132.4%7.6%
50Δ12.09124.4%7.8%12.11131.4%6.4%
55Δ11.83125.8%6.7%12.42136.2%5.7%
60Δ11.56128.1%5.7%12.72136.6%4.8%
65Δ11.28130.9%4.8%13.04135.9%3.9%
70Δ10.99133.8%4.0%
75Δ10.67135.4%3.2%
80Δ

20Δ

Calls
Pseudo strike
13.83
IV
116.6%
B/E move
17.9%
Puts
Pseudo strike
10.18
IV
154.2%
B/E move
17.0%

25Δ

Calls
Pseudo strike
13.45
IV
116.1%
B/E move
15.2%
Puts
Pseudo strike
10.62
IV
142.8%
B/E move
14.0%

30Δ

Calls
Pseudo strike
13.17
IV
119.5%
B/E move
13.6%
Puts
Pseudo strike
11.03
IV
127.1%
B/E move
11.0%

35Δ

Calls
Pseudo strike
12.90
IV
122.2%
B/E move
12.0%
Puts
Pseudo strike
11.29
IV
133.1%
B/E move
10.0%

40Δ

Calls
Pseudo strike
12.62
IV
123.7%
B/E move
10.6%
Puts
Pseudo strike
11.55
IV
137.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
12.35
IV
124.4%
B/E move
9.1%
Puts
Pseudo strike
11.83
IV
132.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
12.09
IV
124.4%
B/E move
7.8%
Puts
Pseudo strike
12.11
IV
131.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
11.83
IV
125.8%
B/E move
6.7%
Puts
Pseudo strike
12.42
IV
136.2%
B/E move
5.7%

60Δ

Calls
Pseudo strike
11.56
IV
128.1%
B/E move
5.7%
Puts
Pseudo strike
12.72
IV
136.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
11.28
IV
130.9%
B/E move
4.8%
Puts
Pseudo strike
13.04
IV
135.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
10.99
IV
133.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.67
IV
135.4%
B/E move
3.2%
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 blend115.24%
Daily close
UMAC76.7%107.8%138.9%2026-08-10: 134.60%2026-08-11: 130.82%2026-08-12: 124.61%2026-08-13: 124.00%2026-08-17: 119.27%2026-08-18: 124.52%2026-08-19: 120.42%2026-08-20: 119.35%2026-08-21: 115.16%2026-08-24: 116.03%2026-08-25: 109.93%2026-08-26: 109.18%2026-08-27: 108.79%2026-08-28: 108.12%2026-08-31: 107.46%2026-09-01: 105.07%2026-09-02: 105.00%2026-09-03: 106.32%2026-09-04: 98.94%2026-09-08: 113.18%2026-09-09: 109.81%2026-09-10: 112.92%2026-09-11: 96.85%2026-09-14: 100.41%2026-09-15: 100.97%2026-09-16: 105.73%2026-09-17: 100.02%2026-09-18: 89.54%2026-09-21: 99.71%2026-09-22: 98.24%2026-09-23: 99.71%2026-09-24: 97.85%2026-09-25: 94.40%2026-09-28: 101.60%2026-09-29: 102.36%2026-09-30: 98.36%2026-10-01: 99.82%2026-10-02: 85.45%2026-10-05: 83.50%2026-10-06: 86.02%2026-10-07: 86.92%2026-10-08: 85.95%2026-10-09: 80.96%2026-10-12: 83.29%2026-10-13: 88.40%2026-10-14: 92.03%2026-10-15: 94.26%2026-10-16: 94.04%2026-10-19: 96.74%2026-10-20: 95.99%2026-10-21: 101.49%2026-10-22: 111.29%2026-10-23: 99.40%2026-10-26: 106.50%2026-10-27: 107.09%2026-10-28: 127.28%2026-10-29: 116.37%2026-10-30: 115.24%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
134.60%
130.82%
124.61%
124.00%
119.27%
124.52%
120.42%
119.35%
115.16%
116.03%
109.93%
109.18%
108.79%
108.12%
107.46%
105.07%
105.00%
106.32%
98.94%
113.18%
109.81%
112.92%
96.85%
100.41%
100.97%
105.73%
100.02%
89.54%
99.71%
98.24%
99.71%
97.85%
94.40%
101.60%
102.36%
98.36%
99.82%
85.45%
83.50%
86.02%
86.92%
85.95%
80.96%
83.29%
88.40%
92.03%
94.26%
94.04%
96.74%
95.99%
101.49%
111.29%
99.40%
106.50%
107.09%
127.28%
116.37%
115.24%