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United Microelectronics UMC

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-23T18:18:58.371Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T18:18:54.29306231Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T18:15:02.378145+00:00

Share price$18.83
1D+0.7%
$18.55$18.66$18.78$18.90$19.015:30 AM6:30 AM9:00 AM1:00 PMUMC
Sold putSold call

United Microelectronics options

Live interpolated UMC call and put midpoint premiums by absolute delta.United Microelectronics$0.00$4.21$8.43$12.64$16.86$13.42$17.00$20.57$24.15$27.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UMC spot · $18.82UMC PRICE$0.32$0.43$0.54$0.68$0.81$0.97$1.12$1.32$1.54$1.76$2.07$2.37$2.76$0.40$0.53$0.69$0.85$1.02$1.19$1.39$1.63$1.87$2.26$2.66$9.51$15.63
PutsFair1.00×
CallsExpensive1.15×
SkewBearish+16.65 pp
Implied moveBearish±$2.51
TiltBearish40.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.0259.9%18.7%16.5163.2%14.4%
25Δ21.4159.3%16.0%17.0761.6%12.1%
30Δ20.8659.0%13.7%17.5062.0%10.7%
35Δ20.4159.5%12.0%17.9362.4%9.3%
40Δ19.9759.9%10.4%18.3461.4%8.0%
45Δ19.5659.6%9.0%18.7460.3%6.8%
50Δ19.1459.3%7.6%19.1459.5%5.7%
55Δ18.7459.6%6.6%19.5559.3%4.8%
60Δ18.3560.3%5.6%19.9559.2%4.0%
65Δ17.9461.1%4.7%20.4660.6%3.3%
70Δ17.4962.0%3.9%20.9862.3%2.7%
75Δ17.0463.0%3.1%27.57142.2%4.1%
80Δ16.5263.0%2.4%33.70187.8%4.0%

20Δ

Calls
Pseudo strike
22.02
IV
59.9%
B/E move
18.7%
Puts
Pseudo strike
16.51
IV
63.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
21.41
IV
59.3%
B/E move
16.0%
Puts
Pseudo strike
17.07
IV
61.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
20.86
IV
59.0%
B/E move
13.7%
Puts
Pseudo strike
17.50
IV
62.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
20.41
IV
59.5%
B/E move
12.0%
Puts
Pseudo strike
17.93
IV
62.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
19.97
IV
59.9%
B/E move
10.4%
Puts
Pseudo strike
18.34
IV
61.4%
B/E move
8.0%

45Δ

Calls
Pseudo strike
19.56
IV
59.6%
B/E move
9.0%
Puts
Pseudo strike
18.74
IV
60.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
19.14
IV
59.3%
B/E move
7.6%
Puts
Pseudo strike
19.14
IV
59.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
18.74
IV
59.6%
B/E move
6.6%
Puts
Pseudo strike
19.55
IV
59.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
18.35
IV
60.3%
B/E move
5.6%
Puts
Pseudo strike
19.95
IV
59.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
17.94
IV
61.1%
B/E move
4.7%
Puts
Pseudo strike
20.46
IV
60.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.49
IV
62.0%
B/E move
3.9%
Puts
Pseudo strike
20.98
IV
62.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
17.04
IV
63.0%
B/E move
3.1%
Puts
Pseudo strike
27.57
IV
142.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
16.52
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
33.70
IV
187.8%
B/E move
4.0%

Options history

No recorded observations