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United Parcel Service Inc UPS

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
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Market dataready · fetched 2026-10-15T20:03:48.928Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:01.075553296Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:55.435364+00:00

Share price$97.78
1D+1.7%
AH$95.87$96.49$97.11$97.73$98.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPS
Sold putSold callAH

United Parcel Service Inc options

Live interpolated UPS call and put midpoint premiums by absolute delta.United Parcel Service Inc$0.02$1.26$2.49$3.73$4.97$94.50$96.06$97.62$99.18$100.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $97.78OPTION PRICELive UPS spot · $97.78UPS PRICE$0.16$0.23$0.30$0.37$0.44$0.52$0.64$0.75$0.87$0.99$1.14$1.58$2.01$0.18$0.24$0.30$0.37$0.45$0.52$0.60$0.67$1.00$1.35$1.72$2.17$4.61
PutsExpensive1.33×
CallsCheap0.67×
SkewBearish+7.19 pp
Implied moveBullish±$1.23
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.9326.0%1.3%96.4530.0%1.5%
25Δ98.7526.8%1.2%96.7230.0%1.3%
30Δ98.5627.6%1.1%97.0030.0%1.1%
35Δ98.3728.4%1.0%97.2029.6%1.0%
40Δ98.1829.2%0.9%97.3929.2%0.9%
45Δ98.0030.0%0.7%97.5928.7%0.7%
50Δ97.7930.2%0.7%97.7828.3%0.6%
55Δ97.5930.4%0.6%97.9827.9%0.5%
60Δ97.3930.5%0.5%98.3233.5%0.5%
65Δ97.1830.7%0.4%98.6939.9%0.5%
70Δ96.9631.3%0.3%99.0745.9%0.4%
75Δ96.4936.6%0.3%99.5949.5%0.4%
80Δ96.0241.9%0.3%101.9090.7%0.5%

20Δ

Calls
Pseudo strike
98.93
IV
26.0%
B/E move
1.3%
Puts
Pseudo strike
96.45
IV
30.0%
B/E move
1.5%

25Δ

Calls
Pseudo strike
98.75
IV
26.8%
B/E move
1.2%
Puts
Pseudo strike
96.72
IV
30.0%
B/E move
1.3%

30Δ

Calls
Pseudo strike
98.56
IV
27.6%
B/E move
1.1%
Puts
Pseudo strike
97.00
IV
30.0%
B/E move
1.1%

35Δ

Calls
Pseudo strike
98.37
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
97.20
IV
29.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
98.18
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
97.39
IV
29.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
98.00
IV
30.0%
B/E move
0.7%
Puts
Pseudo strike
97.59
IV
28.7%
B/E move
0.7%

50Δ

Calls
Pseudo strike
97.79
IV
30.2%
B/E move
0.7%
Puts
Pseudo strike
97.78
IV
28.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
97.59
IV
30.4%
B/E move
0.6%
Puts
Pseudo strike
97.98
IV
27.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
97.39
IV
30.5%
B/E move
0.5%
Puts
Pseudo strike
98.32
IV
33.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
97.18
IV
30.7%
B/E move
0.4%
Puts
Pseudo strike
98.69
IV
39.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
96.96
IV
31.3%
B/E move
0.3%
Puts
Pseudo strike
99.07
IV
45.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
96.49
IV
36.6%
B/E move
0.3%
Puts
Pseudo strike
99.59
IV
49.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
96.02
IV
41.9%
B/E move
0.3%
Puts
Pseudo strike
101.90
IV
90.7%
B/E move
0.5%