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Univest Corporation Pennsylvania UVSP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T01:41:27.402Z

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 · 2026-10-22T20:00:07.968542167Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:36:58.269910+00:00

Share price$42.28
1D+1.2%
AH$41.72$41.95$42.18$42.41$42.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVSP
Sold putSold callAH

Univest Corporation Pennsylvania options

Live interpolated UVSP call and put midpoint premiums by absolute delta.Univest Corporation Pennsylvania$0.89$2.73$4.57$6.41$8.25$35.09$38.76$42.42$46.08$49.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVSP spot · $42.28UVSP PRICE$2.45$2.17$1.54$1.69$1.84$1.99$2.14$2.29$2.44$2.59$2.74$1.42$1.24$1.09$1.37$1.65$1.93$2.21$2.49$2.78$3.06$3.34$5.49$7.72
PutsExpensive2.27×
CallsExpensive2.17×
SkewBullish-2.32 pp
Implied moveBearish±$4.05
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1394.3%20.3%
25Δ37.6269.0%14.0%
30Δ54.90129.6%35.6%40.0344.8%7.9%
35Δ48.6090.3%20.1%40.6543.8%7.1%
40Δ44.6650.0%9.3%41.2642.7%6.3%
45Δ44.0847.0%8.2%41.8841.6%5.5%
50Δ43.5043.9%7.2%42.5040.5%4.7%
55Δ42.9240.9%6.2%43.1239.4%3.9%
60Δ42.3437.8%5.2%43.7438.3%3.1%
65Δ41.7634.8%4.2%44.3537.3%2.3%
70Δ41.1931.7%3.2%44.9736.2%1.5%
75Δ40.6128.7%2.2%47.1846.6%1.4%
80Δ40.0325.7%1.2%49.4657.6%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.13
IV
94.3%
B/E move
20.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.62
IV
69.0%
B/E move
14.0%

30Δ

Calls
Pseudo strike
54.90
IV
129.6%
B/E move
35.6%
Puts
Pseudo strike
40.03
IV
44.8%
B/E move
7.9%

35Δ

Calls
Pseudo strike
48.60
IV
90.3%
B/E move
20.1%
Puts
Pseudo strike
40.65
IV
43.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
44.66
IV
50.0%
B/E move
9.3%
Puts
Pseudo strike
41.26
IV
42.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
44.08
IV
47.0%
B/E move
8.2%
Puts
Pseudo strike
41.88
IV
41.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
43.50
IV
43.9%
B/E move
7.2%
Puts
Pseudo strike
42.50
IV
40.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
42.92
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
43.12
IV
39.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
42.34
IV
37.8%
B/E move
5.2%
Puts
Pseudo strike
43.74
IV
38.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
41.76
IV
34.8%
B/E move
4.2%
Puts
Pseudo strike
44.35
IV
37.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
41.19
IV
31.7%
B/E move
3.2%
Puts
Pseudo strike
44.97
IV
36.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
40.61
IV
28.7%
B/E move
2.2%
Puts
Pseudo strike
47.18
IV
46.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
40.03
IV
25.7%
B/E move
1.2%
Puts
Pseudo strike
49.46
IV
57.6%
B/E move
1.3%

Options history

No recorded observations