IntraAlpha
Create free account Start free

UWM Holdings Corporation UWMC

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-09T20:59:19.566Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:59:17.48608377Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:59:19.141899+00:00

Share price$1.48
1D-3.4%
$1.46$1.50$1.53$1.56$1.605:30 AM6:30 AM9:00 AM1:00 PMUWMC
Sold putSold call

UWM Holdings Corporation options

Live interpolated UWMC call and put midpoint premiums by absolute delta.UWM Holdings Corporation$0.50$0.61$0.72$0.82$0.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUWMC PRICE$0.52$0.54$0.57$0.59$0.62$0.64$0.67$0.69$0.72$0.74$0.77$0.79$0.72$0.81$0.90
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
25Δ3.85800.0%195.7%
30Δ3.59800.0%180.3%
35Δ3.34800.0%164.8%
40Δ3.09800.0%149.3%
45Δ2.83800.0%133.8%
50Δ2.58800.0%118.4%
55Δ2.33800.0%102.9%
60Δ2.07800.0%87.4%
65Δ1.82800.0%72.0%
70Δ1.56800.0%56.5%2.09435.1%7.2%
75Δ1.31800.0%41.0%2.20414.9%5.7%
80Δ1.06800.0%25.5%2.31394.8%4.3%

20Δ

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

25Δ

Calls
Pseudo strike
3.85
IV
800.0%
B/E move
195.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.59
IV
800.0%
B/E move
180.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.34
IV
800.0%
B/E move
164.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.09
IV
800.0%
B/E move
149.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.83
IV
800.0%
B/E move
133.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.58
IV
800.0%
B/E move
118.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.33
IV
800.0%
B/E move
102.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.07
IV
800.0%
B/E move
87.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.82
IV
800.0%
B/E move
72.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.56
IV
800.0%
B/E move
56.5%
Puts
Pseudo strike
2.09
IV
435.1%
B/E move
7.2%

75Δ

Calls
Pseudo strike
1.31
IV
800.0%
B/E move
41.0%
Puts
Pseudo strike
2.20
IV
414.9%
B/E move
5.7%

80Δ

Calls
Pseudo strike
1.06
IV
800.0%
B/E move
25.5%
Puts
Pseudo strike
2.31
IV
394.8%
B/E move
4.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations