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United Parcel Service, Inc. Class B UPS

i

Market dataready · fetched 2026-11-07T01:07:16.041Z

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 · 2026-11-07T00:47:37.627321732Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:07:15.499378+00:00

Share price$108.50
1D-1.4%
AH$108.05$108.55$109.05$109.54$110.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPS
Sold putSold callAH

United Parcel Service, Inc. Class B options

Live interpolated UPS call and put midpoint premiums by absolute delta.United Parcel Service, Inc. Class B$0.32$1.42$2.52$3.62$4.73$102.77$106.03$109.29$112.55$115.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPS spot · $108.50UPS PRICE$0.44$0.58$0.75$0.96$1.16$1.35$1.58$1.83$2.16$2.54$2.94$3.44$4.41$0.52$0.72$0.94$1.18$1.38$1.58$1.85$2.16$2.52$2.87$3.21$3.68$4.06
PutsExpensive1.11×
CallsCheap0.90×
SkewBearish+2.61 pp
Implied moveBearish±$3.43
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0826.5%3.7%104.9130.2%3.8%
25Δ111.3726.2%3.2%105.5731.0%3.4%
30Δ110.7626.5%2.8%106.1931.9%3.0%
35Δ110.2627.4%2.5%106.8332.3%2.6%
40Δ109.7327.5%2.2%107.4731.4%2.2%
45Δ109.1826.9%1.9%108.1030.2%1.8%
50Δ108.6626.7%1.6%108.6730.0%1.6%
55Δ108.1526.7%1.4%109.2529.9%1.3%
60Δ107.6127.2%1.2%109.8430.2%1.1%
65Δ107.0528.0%1.0%110.4129.7%0.9%
70Δ106.4727.9%0.8%110.9828.9%0.7%
75Δ105.7928.5%0.7%111.6328.6%0.5%
80Δ104.7131.8%0.6%112.1827.4%0.4%

20Δ

Calls
Pseudo strike
112.08
IV
26.5%
B/E move
3.7%
Puts
Pseudo strike
104.91
IV
30.2%
B/E move
3.8%

25Δ

Calls
Pseudo strike
111.37
IV
26.2%
B/E move
3.2%
Puts
Pseudo strike
105.57
IV
31.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
110.76
IV
26.5%
B/E move
2.8%
Puts
Pseudo strike
106.19
IV
31.9%
B/E move
3.0%

35Δ

Calls
Pseudo strike
110.26
IV
27.4%
B/E move
2.5%
Puts
Pseudo strike
106.83
IV
32.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
109.73
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
107.47
IV
31.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
109.18
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
108.10
IV
30.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
108.66
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
108.67
IV
30.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
108.15
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
109.25
IV
29.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
107.61
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
109.84
IV
30.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
107.05
IV
28.0%
B/E move
1.0%
Puts
Pseudo strike
110.41
IV
29.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
106.47
IV
27.9%
B/E move
0.8%
Puts
Pseudo strike
110.98
IV
28.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
105.79
IV
28.5%
B/E move
0.7%
Puts
Pseudo strike
111.63
IV
28.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
104.71
IV
31.8%
B/E move
0.6%
Puts
Pseudo strike
112.18
IV
27.4%
B/E move
0.4%

Options history

IV · four-Friday blend27.46%
Daily close
UPS19.6%36.6%53.5%2026-08-10: 27.73%2026-08-11: 27.43%2026-08-12: 25.69%2026-08-13: 25.24%2026-08-14: 23.34%2026-08-17: 23.84%2026-08-18: 23.80%2026-08-19: 23.81%2026-08-20: 24.81%2026-08-21: 22.71%2026-08-24: 23.86%2026-08-25: 25.04%2026-08-26: 24.54%2026-08-27: 24.20%2026-08-28: 22.41%2026-08-31: 22.96%2026-09-01: 23.54%2026-09-02: 23.87%2026-09-03: 23.54%2026-09-04: 21.96%2026-09-08: 24.96%2026-09-09: 25.11%2026-09-10: 25.66%2026-09-11: 23.30%2026-09-14: 25.11%2026-09-15: 25.62%2026-09-16: 26.79%2026-09-17: 25.88%2026-09-18: 23.22%2026-09-21: 25.48%2026-09-22: 25.01%2026-09-23: 25.56%2026-09-24: 26.73%2026-09-25: 24.32%2026-09-28: 26.57%2026-09-29: 26.35%2026-09-30: 26.06%2026-10-01: 25.65%2026-10-02: 27.43%2026-10-05: 28.29%2026-10-06: 27.62%2026-10-07: 28.96%2026-10-08: 28.34%2026-10-09: 30.28%2026-10-12: 31.86%2026-10-13: 31.79%2026-10-14: 34.32%2026-10-15: 33.64%2026-10-16: 38.13%2026-10-19: 39.40%2026-10-20: 40.46%2026-10-21: 41.12%2026-10-22: 42.20%2026-10-23: 44.98%2026-10-26: 51.18%2026-10-27: 31.65%2026-10-28: 31.42%2026-10-29: 28.50%2026-10-30: 27.46%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.73%
27.43%
25.69%
25.24%
23.34%
23.84%
23.80%
23.81%
24.81%
22.71%
23.86%
25.04%
24.54%
24.20%
22.41%
22.96%
23.54%
23.87%
23.54%
21.96%
24.96%
25.11%
25.66%
23.30%
25.11%
25.62%
26.79%
25.88%
23.22%
25.48%
25.01%
25.56%
26.73%
24.32%
26.57%
26.35%
26.06%
25.65%
27.43%
28.29%
27.62%
28.96%
28.34%
30.28%
31.86%
31.79%
34.32%
33.64%
38.13%
39.40%
40.46%
41.12%
42.20%
44.98%
51.18%
31.65%
31.42%
28.50%
27.46%