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UiPath, Inc. PATH

i

Market dataready · fetched 2026-11-03T15:43:58.191Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T15:43:54.364570009Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-03T15:43:57.475734+00:00

Share price$13.16
1D-0.6%
$12.84$12.94$13.05$13.16$13.275:30 AM6:30 AM9:00 AM1:00 PMPATH
Sold putSold call

UiPath, Inc. options

Live interpolated PATH call and put midpoint premiums by absolute delta.UiPath, Inc.$0.08$0.28$0.47$0.66$0.85$12.45$12.83$13.21$13.59$13.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PATH spot · $13.15PATH PRICE$0.13$0.17$0.21$0.25$0.30$0.35$0.40$0.46$0.54$0.62$0.70$0.80$0.10$0.14$0.18$0.22$0.26$0.32$0.39$0.46$0.53$0.63
Puts——
Calls——
Skew——
Implied moveBearish±$0.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4575.0%6.1%
25Δ13.8374.8%6.2%12.6073.9%5.3%
30Δ13.6975.0%5.4%12.7273.4%4.7%
35Δ13.5575.3%4.6%12.8572.8%4.0%
40Δ13.4375.3%4.0%12.9772.2%3.3%
45Δ13.3175.0%3.5%13.0973.0%2.9%
50Δ13.2074.8%3.0%13.2174.3%2.6%
55Δ13.0874.6%2.5%13.3275.6%2.2%
60Δ12.9774.3%2.1%13.4476.8%1.9%
65Δ12.8574.0%1.8%13.5879.1%1.6%
70Δ12.7273.8%1.5%
75Δ12.6073.5%1.1%
80Δ12.4773.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.45
IV
75.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
13.83
IV
74.8%
B/E move
6.2%
Puts
Pseudo strike
12.60
IV
73.9%
B/E move
5.3%

30Δ

Calls
Pseudo strike
13.69
IV
75.0%
B/E move
5.4%
Puts
Pseudo strike
12.72
IV
73.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
13.55
IV
75.3%
B/E move
4.6%
Puts
Pseudo strike
12.85
IV
72.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
13.43
IV
75.3%
B/E move
4.0%
Puts
Pseudo strike
12.97
IV
72.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
13.31
IV
75.0%
B/E move
3.5%
Puts
Pseudo strike
13.09
IV
73.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
13.20
IV
74.8%
B/E move
3.0%
Puts
Pseudo strike
13.21
IV
74.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
13.08
IV
74.6%
B/E move
2.5%
Puts
Pseudo strike
13.32
IV
75.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
12.97
IV
74.3%
B/E move
2.1%
Puts
Pseudo strike
13.44
IV
76.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
12.85
IV
74.0%
B/E move
1.8%
Puts
Pseudo strike
13.58
IV
79.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
12.72
IV
73.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.60
IV
73.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.47
IV
73.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.95%
Daily close
PATH41.4%115.8%190.2%2026-08-05: 73.10%2026-08-06: 76.36%2026-08-07: 70.86%2026-08-10: 75.25%2026-08-11: 69.95%2026-08-12: 69.28%2026-08-13: 96.78%2026-08-14: 72.90%2026-08-17: 82.49%2026-08-18: 83.95%2026-08-19: 84.86%2026-08-20: 84.97%2026-08-21: 90.57%2026-08-24: 95.29%2026-08-25: 93.70%2026-08-26: 90.49%2026-08-27: 99.71%2026-08-28: 101.02%2026-08-31: 112.08%2026-09-01: 126.54%2026-09-02: 139.89%2026-09-03: 179.97%2026-09-04: 58.24%2026-09-08: 65.05%2026-09-09: 63.64%2026-09-10: 60.06%2026-09-11: 54.60%2026-09-14: 64.78%2026-09-15: 62.58%2026-09-16: 62.77%2026-09-17: 61.66%2026-09-18: 56.26%2026-09-21: 68.59%2026-09-22: 66.56%2026-09-23: 58.25%2026-09-24: 95.56%2026-09-25: 52.51%2026-09-28: 56.48%2026-09-29: 58.38%2026-09-30: 59.16%2026-10-01: 57.37%2026-10-02: 51.63%2026-10-05: 55.49%2026-10-06: 75.87%2026-10-07: 88.44%2026-10-09: 55.82%2026-10-12: 54.06%2026-10-13: 58.63%2026-10-14: 75.77%2026-10-15: 99.67%2026-10-16: 56.03%2026-10-19: 55.89%2026-10-20: 56.53%2026-10-21: 78.08%2026-10-22: 58.50%2026-10-23: 63.42%2026-10-26: 54.82%2026-10-27: 56.55%2026-10-28: 101.87%2026-10-29: 100.03%2026-10-30: 58.95%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
73.10%
76.36%
70.86%
75.25%
69.95%
69.28%
96.78%
72.90%
82.49%
83.95%
84.86%
84.97%
90.57%
95.29%
93.70%
90.49%
99.71%
101.02%
112.08%
126.54%
139.89%
179.97%
58.24%
65.05%
63.64%
60.06%
54.60%
64.78%
62.58%
62.77%
61.66%
56.26%
68.59%
66.56%
58.25%
95.56%
52.51%
56.48%
58.38%
59.16%
57.37%
51.63%
55.49%
75.87%
88.44%
55.82%
54.06%
58.63%
75.77%
99.67%
56.03%
55.89%
56.53%
78.08%
58.50%
63.42%
54.82%
56.55%
101.87%
100.03%
58.95%