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Universal Corporation UVV

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-11-12T03:11:27.006Z

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 · 2026-11-12T00:57:59.937174851Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:11:26.460673+00:00

Share price$37.87
1D-1.7%
AH$37.57$37.85$38.12$38.39$38.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVV
Sold putSold callAH

Universal Corporation options

Live interpolated UVV call and put midpoint premiums by absolute delta.Universal Corporation$0.16$1.01$1.85$2.70$3.55$32.82$35.59$38.35$41.12$43.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVV spot · $37.87UVV PRICE$0.26$0.51$0.76$1.02$1.27$1.52$1.78$2.03$2.29$2.54$2.79$3.05$3.30$0.44$0.58$0.73$0.87$1.02$1.16$1.31$1.46$1.60$1.75$1.89$2.04$2.18
PutsCheap0.52×
CallsCheap0.79×
SkewBullish-15.53 pp
Implied moveBullish±$3.09
TiltBullish15.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9939.7%6.3%35.8236.4%6.6%
25Δ39.5841.6%5.9%36.1536.3%6.1%
30Δ39.1743.5%5.4%36.4836.1%5.6%
35Δ38.7545.4%5.0%36.8136.0%5.1%
40Δ38.3447.3%4.6%37.1435.9%4.6%
45Δ37.9349.2%4.2%37.4835.7%4.1%
50Δ37.5151.1%3.8%37.8135.6%3.6%
55Δ37.1053.0%3.3%38.1435.5%3.1%
60Δ36.6954.9%2.9%38.4735.3%2.6%
65Δ36.2856.8%2.5%38.8035.2%2.2%
70Δ35.8658.8%2.1%39.1335.1%1.7%
75Δ35.4560.7%1.7%39.4634.9%1.2%
80Δ35.0462.6%1.2%39.7934.8%0.7%

20Δ

Calls
Pseudo strike
39.99
IV
39.7%
B/E move
6.3%
Puts
Pseudo strike
35.82
IV
36.4%
B/E move
6.6%

25Δ

Calls
Pseudo strike
39.58
IV
41.6%
B/E move
5.9%
Puts
Pseudo strike
36.15
IV
36.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
39.17
IV
43.5%
B/E move
5.4%
Puts
Pseudo strike
36.48
IV
36.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
38.75
IV
45.4%
B/E move
5.0%
Puts
Pseudo strike
36.81
IV
36.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
38.34
IV
47.3%
B/E move
4.6%
Puts
Pseudo strike
37.14
IV
35.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
37.93
IV
49.2%
B/E move
4.2%
Puts
Pseudo strike
37.48
IV
35.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
37.51
IV
51.1%
B/E move
3.8%
Puts
Pseudo strike
37.81
IV
35.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
37.10
IV
53.0%
B/E move
3.3%
Puts
Pseudo strike
38.14
IV
35.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
36.69
IV
54.9%
B/E move
2.9%
Puts
Pseudo strike
38.47
IV
35.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
36.28
IV
56.8%
B/E move
2.5%
Puts
Pseudo strike
38.80
IV
35.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
35.86
IV
58.8%
B/E move
2.1%
Puts
Pseudo strike
39.13
IV
35.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
35.45
IV
60.7%
B/E move
1.7%
Puts
Pseudo strike
39.46
IV
34.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
35.04
IV
62.6%
B/E move
1.2%
Puts
Pseudo strike
39.79
IV
34.8%
B/E move
0.7%

Options history

IV · four-Friday blend29.78%
Daily EOD
UVV29.5%31.7%34.0%2026-10-19: 29.77%2026-10-20: 32.74%2026-10-23: 30.79%2026-10-26: 33.71%2026-10-28: 29.78%Oct 19Oct 23Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
29.77%
32.74%
30.79%
33.71%
29.78%