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Utz Brands Inc UTZ

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T23:41:56.514Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002657142Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:41:56.124379+00:00

Share price$14.29
1D-0.2%
AH$14.28$14.30$14.31$14.33$14.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTZ
Sold putSold callAH

Utz Brands Inc options

Live interpolated UTZ call and put midpoint premiums by absolute delta.Utz Brands Inc$1.03$2.47$3.92$5.36$6.81$7.74$10.85$13.95$17.05$20.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTZ spot · $14.29UTZ PRICE$1.22$1.32$1.43$1.53$1.63$1.74$1.84$1.94$2.05$2.16$1.19$1.22$1.25$1.29$1.32$1.35$1.38$1.42$2.50$3.89$6.39
PutsExpensive24.21×
CallsExpensive23.73×
SkewBearish+17.04 pp
Implied moveBullish±$2.91
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.22206.7%36.8%
25Δ10.88187.1%32.4%
30Δ11.54167.5%28.0%
35Δ19.66167.2%46.1%12.20147.9%23.6%
40Δ18.86155.9%41.2%12.86128.3%19.2%
45Δ18.06144.5%36.4%13.53108.7%14.8%
50Δ17.27133.1%31.5%14.1989.0%10.4%
55Δ16.47121.7%26.7%14.8569.4%6.0%
60Δ15.67110.3%21.8%16.0188.1%5.5%
65Δ14.8899.0%17.0%17.31117.9%6.1%
70Δ14.0887.6%12.1%19.79153.5%6.2%
75Δ13.2976.2%7.3%
80Δ12.4965.0%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.22
IV
206.7%
B/E move
36.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.88
IV
187.1%
B/E move
32.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.54
IV
167.5%
B/E move
28.0%

35Δ

Calls
Pseudo strike
19.66
IV
167.2%
B/E move
46.1%
Puts
Pseudo strike
12.20
IV
147.9%
B/E move
23.6%

40Δ

Calls
Pseudo strike
18.86
IV
155.9%
B/E move
41.2%
Puts
Pseudo strike
12.86
IV
128.3%
B/E move
19.2%

45Δ

Calls
Pseudo strike
18.06
IV
144.5%
B/E move
36.4%
Puts
Pseudo strike
13.53
IV
108.7%
B/E move
14.8%

50Δ

Calls
Pseudo strike
17.27
IV
133.1%
B/E move
31.5%
Puts
Pseudo strike
14.19
IV
89.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
16.47
IV
121.7%
B/E move
26.7%
Puts
Pseudo strike
14.85
IV
69.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
15.67
IV
110.3%
B/E move
21.8%
Puts
Pseudo strike
16.01
IV
88.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
14.88
IV
99.0%
B/E move
17.0%
Puts
Pseudo strike
17.31
IV
117.9%
B/E move
6.1%

70Δ

Calls
Pseudo strike
14.08
IV
87.6%
B/E move
12.1%
Puts
Pseudo strike
19.79
IV
153.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
13.29
IV
76.2%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.49
IV
65.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations