IntraAlpha
Create free account Start free

United Natural Foods Inc UNFI

i

Market datapartial · fetched 2026-10-22T18:12:33.786Z

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 · 2026-10-22T18:12:14.777548134Z

FundamentalsAlpha Vantage · unavailable

Share price$46.91
1D+2.0%
$45.86$46.19$46.53$46.86$47.195:30 AM6:30 AM9:00 AM1:00 PMUNFI
Sold putSold call

United Natural Foods Inc options

Live interpolated UNFI call and put midpoint premiums by absolute delta.United Natural Foods Inc$0.34$1.81$3.28$4.75$6.22$41.07$43.97$46.87$49.78$52.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNFI spot · $46.91UNFI PRICE$0.50$0.63$0.81$1.02$1.22$1.43$1.71$2.02$2.36$2.81$3.26$3.66$4.28$0.60$0.78$0.95$1.15$1.38$1.62$1.91$2.24$2.66$3.14$3.65$4.66$5.79
PutsExpensive1.15×
CallsFair1.05×
SkewBearish+0.55 pp
Implied moveBearish±$3.62
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0536.1%12.0%43.2138.3%9.2%
25Δ50.5733.5%9.1%44.0537.7%7.8%
30Δ49.6533.2%7.6%44.8635.6%6.4%
35Δ49.0834.4%6.8%45.5134.9%5.4%
40Δ48.4533.9%5.9%46.1334.5%4.6%
45Δ47.8333.6%5.0%46.7034.0%3.9%
50Δ47.2734.3%4.4%47.2833.8%3.3%
55Δ46.7034.9%3.9%47.8534.0%2.8%
60Δ46.1135.4%3.3%48.4834.7%2.3%
65Δ45.4536.6%2.9%49.1535.4%1.9%
70Δ44.7837.1%2.4%49.8635.6%1.5%
75Δ44.1536.3%1.9%51.0436.7%1.1%
80Δ43.3436.8%1.5%52.3238.0%0.8%

20Δ

Calls
Pseudo strike
52.05
IV
36.1%
B/E move
12.0%
Puts
Pseudo strike
43.21
IV
38.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
50.57
IV
33.5%
B/E move
9.1%
Puts
Pseudo strike
44.05
IV
37.7%
B/E move
7.8%

30Δ

Calls
Pseudo strike
49.65
IV
33.2%
B/E move
7.6%
Puts
Pseudo strike
44.86
IV
35.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
49.08
IV
34.4%
B/E move
6.8%
Puts
Pseudo strike
45.51
IV
34.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
48.45
IV
33.9%
B/E move
5.9%
Puts
Pseudo strike
46.13
IV
34.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
47.83
IV
33.6%
B/E move
5.0%
Puts
Pseudo strike
46.70
IV
34.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
47.27
IV
34.3%
B/E move
4.4%
Puts
Pseudo strike
47.28
IV
33.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
46.70
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
47.85
IV
34.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
46.11
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
48.48
IV
34.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
45.45
IV
36.6%
B/E move
2.9%
Puts
Pseudo strike
49.15
IV
35.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
44.78
IV
37.1%
B/E move
2.4%
Puts
Pseudo strike
49.86
IV
35.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
44.15
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
51.04
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
43.34
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
52.32
IV
38.0%
B/E move
0.8%

Options history

No recorded observations