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United Parcel Service Inc UPS

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
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Market dataready · fetched 2026-10-16T00:17:56.849Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:20:33.831827065Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:56.256543+00:00

Share price$97.83
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$0.33$7.05$13.78$20.51$27.24$81.16$88.44$95.72$103.00$110.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPS spot · $97.83UPS PRICE$1.05$1.38$1.78$2.21$2.65$3.09$3.75$4.40$5.05$5.71$6.63$7.54$8.46$1.43$1.94$2.51$3.07$3.80$4.64$5.49$6.64$8.29$9.95$12.64$17.10$25.30
PutsExpensive1.64×
CallsExpensive1.32×
SkewBearish+13.77 pp
Implied moveBearish±$9.23
TiltBearish31.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.5131.4%11.0%89.1638.9%10.3%
25Δ105.5431.3%9.3%91.0438.9%8.9%
30Δ104.0131.3%8.1%92.6939.0%7.8%
35Δ102.6431.3%7.2%94.3339.2%6.7%
40Δ101.2731.3%6.2%95.9339.6%5.8%
45Δ99.9231.4%5.3%97.4940.1%5.1%
50Δ98.6731.5%4.7%99.0540.6%4.4%
55Δ97.4331.7%4.1%100.8341.9%3.7%
60Δ96.1931.9%3.5%102.9344.3%3.3%
65Δ94.9532.1%2.9%105.0646.8%2.8%
70Δ93.5931.6%2.4%108.1950.2%2.3%
75Δ92.2331.1%2.0%112.9657.7%2.0%
80Δ90.8730.7%1.5%121.4170.6%1.8%

20Δ

Calls
Pseudo strike
107.51
IV
31.4%
B/E move
11.0%
Puts
Pseudo strike
89.16
IV
38.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
105.54
IV
31.3%
B/E move
9.3%
Puts
Pseudo strike
91.04
IV
38.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
104.01
IV
31.3%
B/E move
8.1%
Puts
Pseudo strike
92.69
IV
39.0%
B/E move
7.8%

35Δ

Calls
Pseudo strike
102.64
IV
31.3%
B/E move
7.2%
Puts
Pseudo strike
94.33
IV
39.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
101.27
IV
31.3%
B/E move
6.2%
Puts
Pseudo strike
95.93
IV
39.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
99.92
IV
31.4%
B/E move
5.3%
Puts
Pseudo strike
97.49
IV
40.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
98.67
IV
31.5%
B/E move
4.7%
Puts
Pseudo strike
99.05
IV
40.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
97.43
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
100.83
IV
41.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
96.19
IV
31.9%
B/E move
3.5%
Puts
Pseudo strike
102.93
IV
44.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
94.95
IV
32.1%
B/E move
2.9%
Puts
Pseudo strike
105.06
IV
46.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
93.59
IV
31.6%
B/E move
2.4%
Puts
Pseudo strike
108.19
IV
50.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
92.23
IV
31.1%
B/E move
2.0%
Puts
Pseudo strike
112.96
IV
57.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
90.87
IV
30.7%
B/E move
1.5%
Puts
Pseudo strike
121.41
IV
70.6%
B/E move
1.8%