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United Natural Foods Inc UNFI

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Market datapartial · fetched 2026-10-23T20:16:10.166Z

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 · 2026-10-23T20:10:00.004156674Z

FundamentalsAlpha Vantage · unavailable

Share price$46.88
1D+1.1%
AH$45.88$46.18$46.48$46.78$47.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNFI
Sold putSold callAH

United Natural Foods Inc options

Live interpolated UNFI call and put midpoint premiums by absolute delta.United Natural Foods Inc$0.30$2.11$3.91$5.72$7.53$40.76$43.70$46.63$49.57$52.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNFI spot · $46.88UNFI PRICE$0.49$0.62$0.81$1.04$1.23$1.43$1.67$1.97$2.30$2.63$2.96$3.31$4.09$0.57$0.78$0.96$1.20$1.47$1.73$2.01$2.32$2.75$3.27$4.02$5.51$7.01
PutsExpensive1.19×
CallsFair1.05×
SkewBearish+3.80 pp
Implied moveBearish±$3.69
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9536.4%11.9%43.3337.2%8.8%
25Δ50.4233.5%8.9%44.0338.2%7.8%
30Δ49.6134.0%7.6%44.8036.6%6.5%
35Δ49.0835.7%6.9%45.4536.8%5.6%
40Δ48.4435.0%5.9%46.0537.4%4.9%
45Δ47.8034.3%5.0%46.6636.8%4.2%
50Δ47.2434.1%4.3%47.2636.3%3.5%
55Δ46.6734.4%3.7%47.8535.9%2.9%
60Δ46.0935.0%3.2%48.5036.4%2.4%
65Δ45.5234.7%2.7%49.2237.5%2.0%
70Δ44.9534.1%2.2%50.1339.4%1.6%
75Δ44.3933.0%1.7%51.7743.5%1.3%
80Δ43.4635.7%1.4%53.4247.5%1.0%

20Δ

Calls
Pseudo strike
51.95
IV
36.4%
B/E move
11.9%
Puts
Pseudo strike
43.33
IV
37.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
50.42
IV
33.5%
B/E move
8.9%
Puts
Pseudo strike
44.03
IV
38.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
49.61
IV
34.0%
B/E move
7.6%
Puts
Pseudo strike
44.80
IV
36.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
49.08
IV
35.7%
B/E move
6.9%
Puts
Pseudo strike
45.45
IV
36.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
48.44
IV
35.0%
B/E move
5.9%
Puts
Pseudo strike
46.05
IV
37.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
47.80
IV
34.3%
B/E move
5.0%
Puts
Pseudo strike
46.66
IV
36.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.24
IV
34.1%
B/E move
4.3%
Puts
Pseudo strike
47.26
IV
36.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
46.67
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
47.85
IV
35.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
46.09
IV
35.0%
B/E move
3.2%
Puts
Pseudo strike
48.50
IV
36.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
45.52
IV
34.7%
B/E move
2.7%
Puts
Pseudo strike
49.22
IV
37.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
44.95
IV
34.1%
B/E move
2.2%
Puts
Pseudo strike
50.13
IV
39.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
44.39
IV
33.0%
B/E move
1.7%
Puts
Pseudo strike
51.77
IV
43.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
43.46
IV
35.7%
B/E move
1.4%
Puts
Pseudo strike
53.42
IV
47.5%
B/E move
1.0%

Options history

No recorded observations