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United Natural Foods Inc UNFI

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Market datapartial · fetched 2026-10-22T23:32:37.412Z

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 · 2026-10-22T23:00:00.00335423Z

FundamentalsAlpha Vantage · unavailable

Share price$47.28
1D+2.9%
AH$45.82$46.29$46.77$47.25$47.725:30 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$0.36$2.03$3.69$5.36$7.02$41.14$44.19$47.24$50.29$53.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNFI spot · $47.28UNFI PRICE$0.54$0.69$0.84$1.03$1.30$1.74$2.06$2.10$2.36$2.70$3.31$3.77$4.18$0.57$0.75$0.95$1.18$1.47$1.78$2.09$2.42$2.78$3.35$4.27$5.41$6.54
PutsExpensive1.24×
CallsExpensive1.11×
SkewBearish+0.62 pp
Implied moveBalanced±$4.15
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7638.0%12.7%43.7036.6%8.8%
25Δ51.5136.5%10.4%44.5435.5%7.4%
30Δ50.2734.9%8.1%45.2235.5%6.4%
35Δ49.4834.4%6.8%45.8635.4%5.5%
40Δ48.8635.6%6.1%46.4736.1%4.8%
45Δ48.3640.2%6.0%47.0736.9%4.2%
50Δ47.7941.8%5.4%47.6836.7%3.6%
55Δ47.0836.2%4.0%48.3036.3%3.0%
60Δ46.4934.9%3.3%48.9136.0%2.4%
65Δ45.8834.8%2.7%49.6837.3%2.0%
70Δ45.1237.4%2.4%50.7839.1%1.6%
75Δ44.4437.0%2.0%52.0841.1%1.3%
80Δ43.8135.6%1.5%53.3843.1%0.9%

20Δ

Calls
Pseudo strike
52.76
IV
38.0%
B/E move
12.7%
Puts
Pseudo strike
43.70
IV
36.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
51.51
IV
36.5%
B/E move
10.4%
Puts
Pseudo strike
44.54
IV
35.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
50.27
IV
34.9%
B/E move
8.1%
Puts
Pseudo strike
45.22
IV
35.5%
B/E move
6.4%

35Δ

Calls
Pseudo strike
49.48
IV
34.4%
B/E move
6.8%
Puts
Pseudo strike
45.86
IV
35.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
48.86
IV
35.6%
B/E move
6.1%
Puts
Pseudo strike
46.47
IV
36.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
48.36
IV
40.2%
B/E move
6.0%
Puts
Pseudo strike
47.07
IV
36.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
47.79
IV
41.8%
B/E move
5.4%
Puts
Pseudo strike
47.68
IV
36.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
47.08
IV
36.2%
B/E move
4.0%
Puts
Pseudo strike
48.30
IV
36.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
46.49
IV
34.9%
B/E move
3.3%
Puts
Pseudo strike
48.91
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
45.88
IV
34.8%
B/E move
2.7%
Puts
Pseudo strike
49.68
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
45.12
IV
37.4%
B/E move
2.4%
Puts
Pseudo strike
50.78
IV
39.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
44.44
IV
37.0%
B/E move
2.0%
Puts
Pseudo strike
52.08
IV
41.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
43.81
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
53.38
IV
43.1%
B/E move
0.9%

Options history

No recorded observations