IntraAlpha
Create free account Start free

United Rentals Inc URI

INDUSTRIALS · RENTAL & LEASING SERVICES
i

Market dataready · fetched 2026-10-21T16:58:10.009Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:35.846177577Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:08.936861+00:00

Share price$1,070.83
1D+2.2%
$1,042$1,050$1,058$1,067$1,0755:30 AM6:30 AM9:00 AM1:00 PMURI
Sold putSold call

United Rentals Inc options

Live interpolated URI call and put midpoint premiums by absolute delta.United Rentals Inc$7.02$33.37$59.73$86.09$112.45$936.34$1001.67$1067.01$1132.34$1197.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URI spot · $1070.83URI PRICE$9.86$13.46$16.99$21.76$26.14$31.18$38.19$43.75$52.01$59.36$68.57$78.24$87.90$13.14$17.43$22.29$26.71$32.43$38.22$44.41$51.77$60.18$68.97$79.51$91.02$104.85
PutsExpensive2.88×
CallsExpensive2.28×
SkewBearish+9.36 pp
Implied moveBearish±$82.61
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1155.33115.6%8.8%986.22141.2%9.1%
25Δ1140.98118.8%7.8%1004.31139.6%7.8%
30Δ1125.43117.8%6.7%1019.97139.7%6.8%
35Δ1113.69122.4%6.0%1035.72135.2%5.8%
40Δ1100.23121.7%5.2%1049.46135.4%5.0%
45Δ1087.74122.2%4.5%1062.99133.7%4.3%
50Δ1075.84127.9%4.0%1076.18131.9%3.6%
55Δ1063.17126.0%3.4%1089.42131.6%3.1%
60Δ1050.11130.0%2.9%1103.07131.7%2.6%
65Δ1037.11129.0%2.4%1116.90130.5%2.1%
70Δ1023.13129.9%1.9%1131.88130.2%1.7%
75Δ1008.81129.0%1.5%1147.53128.9%1.3%
80Δ994.76125.5%1.1%1165.11127.8%1.0%

20Δ

Calls
Pseudo strike
1155.33
IV
115.6%
B/E move
8.8%
Puts
Pseudo strike
986.22
IV
141.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
1140.98
IV
118.8%
B/E move
7.8%
Puts
Pseudo strike
1004.31
IV
139.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
1125.43
IV
117.8%
B/E move
6.7%
Puts
Pseudo strike
1019.97
IV
139.7%
B/E move
6.8%

35Δ

Calls
Pseudo strike
1113.69
IV
122.4%
B/E move
6.0%
Puts
Pseudo strike
1035.72
IV
135.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
1100.23
IV
121.7%
B/E move
5.2%
Puts
Pseudo strike
1049.46
IV
135.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
1087.74
IV
122.2%
B/E move
4.5%
Puts
Pseudo strike
1062.99
IV
133.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
1075.84
IV
127.9%
B/E move
4.0%
Puts
Pseudo strike
1076.18
IV
131.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
1063.17
IV
126.0%
B/E move
3.4%
Puts
Pseudo strike
1089.42
IV
131.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
1050.11
IV
130.0%
B/E move
2.9%
Puts
Pseudo strike
1103.07
IV
131.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
1037.11
IV
129.0%
B/E move
2.4%
Puts
Pseudo strike
1116.90
IV
130.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
1023.13
IV
129.9%
B/E move
1.9%
Puts
Pseudo strike
1131.88
IV
130.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
1008.81
IV
129.0%
B/E move
1.5%
Puts
Pseudo strike
1147.53
IV
128.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
994.76
IV
125.5%
B/E move
1.1%
Puts
Pseudo strike
1165.11
IV
127.8%
B/E move
1.0%

Options history

No recorded observations