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United Parcel Service Inc UPS

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
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Market dataready · fetched 2026-10-16T22:43:45.246Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.001022677Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:44.746805+00:00

Share price$97.48
1D-0.8%
AH$96.40$97.28$98.16$99.05$99.935:30 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$0.24$1.56$2.87$4.18$5.49$92.78$95.10$97.42$99.74$102.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPS spot · $97.48UPS PRICE$0.39$0.51$0.68$0.85$1.01$1.18$1.38$1.58$1.83$2.11$2.41$2.73$3.01$0.43$0.57$0.74$0.91$1.08$1.27$1.49$1.74$2.09$2.43$2.75$3.24$5.12
PutsFair1.02×
CallsCheap0.94×
SkewBearish+2.58 pp
Implied moveBearish±$2.87
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.6425.9%3.6%94.5227.5%3.5%
25Δ99.9725.5%3.1%95.1227.8%3.0%
30Δ99.5126.3%2.8%95.6428.1%2.6%
35Δ99.0527.1%2.5%96.1628.1%2.3%
40Δ98.5626.8%2.1%96.6727.4%1.9%
45Δ98.0726.2%1.8%97.1627.0%1.6%
50Δ97.6226.0%1.6%97.6226.9%1.4%
55Δ97.1825.7%1.3%98.0926.9%1.2%
60Δ96.7325.6%1.1%98.6027.7%1.0%
65Δ96.2825.7%0.9%99.1128.1%0.8%
70Δ95.8225.5%0.8%99.6027.5%0.6%
75Δ95.3525.0%0.6%100.2428.1%0.5%
80Δ94.9124.0%0.5%102.1138.0%0.5%

20Δ

Calls
Pseudo strike
100.64
IV
25.9%
B/E move
3.6%
Puts
Pseudo strike
94.52
IV
27.5%
B/E move
3.5%

25Δ

Calls
Pseudo strike
99.97
IV
25.5%
B/E move
3.1%
Puts
Pseudo strike
95.12
IV
27.8%
B/E move
3.0%

30Δ

Calls
Pseudo strike
99.51
IV
26.3%
B/E move
2.8%
Puts
Pseudo strike
95.64
IV
28.1%
B/E move
2.6%

35Δ

Calls
Pseudo strike
99.05
IV
27.1%
B/E move
2.5%
Puts
Pseudo strike
96.16
IV
28.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
98.56
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
96.67
IV
27.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
98.07
IV
26.2%
B/E move
1.8%
Puts
Pseudo strike
97.16
IV
27.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
97.62
IV
26.0%
B/E move
1.6%
Puts
Pseudo strike
97.62
IV
26.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
97.18
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
98.09
IV
26.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
96.73
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
98.60
IV
27.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
96.28
IV
25.7%
B/E move
0.9%
Puts
Pseudo strike
99.11
IV
28.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
95.82
IV
25.5%
B/E move
0.8%
Puts
Pseudo strike
99.60
IV
27.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
95.35
IV
25.0%
B/E move
0.6%
Puts
Pseudo strike
100.24
IV
28.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
94.91
IV
24.0%
B/E move
0.5%
Puts
Pseudo strike
102.11
IV
38.0%
B/E move
0.5%