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Utz Brands, Inc. UTZ

i

Market dataready · fetched 2026-11-13T17:10:19.949Z

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

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 · 2026-11-13T17:09:56.665459894Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-13T17:10:19.357032+00:00

Share price$14.29
1D+0.3%
$14.23$14.26$14.28$14.31$14.335:30 AM6:30 AM9:00 AM1:00 PMUTZ
Sold putSold call

Utz Brands, Inc. options

Live interpolated UTZ call and put midpoint premiums by absolute delta.Utz Brands, Inc.$2.19$2.77$3.35$3.93$4.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUTZ PRICE$2.25$2.70$3.14$3.59$4.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ15.04229.9%10.5%
55Δ15.69227.5%9.1%
60Δ16.33225.2%7.7%
65Δ16.97222.8%6.3%
70Δ17.90230.1%5.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.04
IV
229.9%
B/E move
10.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.69
IV
227.5%
B/E move
9.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.33
IV
225.2%
B/E move
7.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.97
IV
222.8%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.90
IV
230.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations