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Univest Financial Corporation Common Stock UVSP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T16:03:46.125Z

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 · 2026-11-12T15:58:56.358295155Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:03:45.488299+00:00

Share price$40.86
1D-0.2%
$40.54$40.65$40.76$40.87$40.985:30 AM6:30 AM9:00 AM1:00 PMUVSP
Sold putSold call

Univest Financial Corporation Common Stock options

Live interpolated UVSP call and put midpoint premiums by absolute delta.Univest Financial Corporation Common Stock$0.48$1.65$2.81$3.98$5.14$38.87$39.85$40.82$41.80$42.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UVSP spot · $40.86UVSP PRICE$1.18$1.40$1.61$1.82$2.04$2.25$2.49$3.07$3.65$4.23$4.80$1.83$2.35$0.61$0.91$1.20$1.50$1.79$2.09$2.38$2.68$2.97$3.27
Puts——
Calls——
Skew——
Implied moveBullish±$3.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.69189.3%22.0%
25Δ34.79210.6%20.6%
30Δ46.76109.2%17.3%
35Δ45.62104.5%15.1%40.1536.4%3.2%
40Δ44.4899.8%12.8%40.5636.6%3.0%
45Δ43.3495.1%10.5%40.9636.8%2.7%
50Δ42.2090.5%8.3%41.3737.0%2.4%
55Δ41.0585.8%6.0%41.7737.2%2.2%
60Δ39.9481.4%3.9%42.1737.4%1.9%
65Δ39.1581.4%3.3%42.5837.6%1.6%
70Δ38.3681.4%2.8%42.9837.8%1.4%
75Δ37.5781.4%2.3%43.3938.0%1.1%
80Δ36.7781.3%1.8%43.7938.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.69
IV
189.3%
B/E move
22.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.79
IV
210.6%
B/E move
20.6%

30Δ

Calls
Pseudo strike
46.76
IV
109.2%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
45.62
IV
104.5%
B/E move
15.1%
Puts
Pseudo strike
40.15
IV
36.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
44.48
IV
99.8%
B/E move
12.8%
Puts
Pseudo strike
40.56
IV
36.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.34
IV
95.1%
B/E move
10.5%
Puts
Pseudo strike
40.96
IV
36.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
42.20
IV
90.5%
B/E move
8.3%
Puts
Pseudo strike
41.37
IV
37.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
41.05
IV
85.8%
B/E move
6.0%
Puts
Pseudo strike
41.77
IV
37.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
39.94
IV
81.4%
B/E move
3.9%
Puts
Pseudo strike
42.17
IV
37.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
39.15
IV
81.4%
B/E move
3.3%
Puts
Pseudo strike
42.58
IV
37.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
38.36
IV
81.4%
B/E move
2.8%
Puts
Pseudo strike
42.98
IV
37.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
37.57
IV
81.4%
B/E move
2.3%
Puts
Pseudo strike
43.39
IV
38.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
36.77
IV
81.3%
B/E move
1.8%
Puts
Pseudo strike
43.79
IV
38.2%
B/E move
0.8%

Options history

IV · four-Friday blend42.05%
Daily EOD
UVSP34.3%39.8%45.2%2026-10-19: 40.03%2026-10-20: 40.87%2026-10-21: 41.53%2026-10-22: 35.04%2026-10-23: 41.68%2026-10-26: 43.26%2026-10-27: 42.24%2026-10-28: 44.47%2026-10-29: 41.25%2026-10-30: 42.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.03%
40.87%
41.53%
35.04%
41.68%
43.26%
42.24%
44.47%
41.25%
42.05%