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Unity Software Inc. U

i

Market dataready · fetched 2026-11-04T02:33:41.034Z

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 · 2026-11-04T00:58:49.2893778Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:33:40.513925+00:00

Share price$40.30
1D+4.2%
AH$38.08$38.87$39.65$40.43$41.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMU
Sold putSold callAH

Unity Software Inc. options

Live interpolated U call and put midpoint premiums by absolute delta.Unity Software Inc.$0.52$2.30$4.07$5.85$7.62$36.65$39.49$42.33$45.17$48.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive U spot · $40.30U PRICE$0.71$0.88$1.19$1.50$1.76$2.11$2.45$2.91$3.29$3.80$4.45$4.79$5.94$0.82$1.08$1.39$1.70$2.11$2.42$2.78$3.36$4.00$4.59$5.15$7.11
Puts——
CallsExpensive2.28×
Skew——
Implied moveBearish±$5.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.24196.3%19.0%35.49185.7%14.0%
25Δ45.35172.9%14.7%36.57181.6%11.9%
30Δ44.68186.1%13.8%37.47183.0%10.5%
35Δ43.73190.4%12.2%38.36180.2%9.0%
40Δ42.67185.7%10.3%39.18183.4%8.0%
45Δ41.78187.5%8.9%40.02177.1%6.7%
50Δ40.88185.6%7.5%40.80172.2%5.6%
55Δ40.04190.7%6.6%41.67177.3%4.9%
60Δ39.18186.9%5.4%42.59181.0%4.2%
65Δ38.30188.1%4.5%43.49179.4%3.5%
70Δ37.34193.5%3.7%44.34174.2%2.7%
75Δ36.60180.1%2.7%46.42211.2%2.5%
80Δ35.25204.7%2.2%

20Δ

Calls
Pseudo strike
47.24
IV
196.3%
B/E move
19.0%
Puts
Pseudo strike
35.49
IV
185.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
45.35
IV
172.9%
B/E move
14.7%
Puts
Pseudo strike
36.57
IV
181.6%
B/E move
11.9%

30Δ

Calls
Pseudo strike
44.68
IV
186.1%
B/E move
13.8%
Puts
Pseudo strike
37.47
IV
183.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
43.73
IV
190.4%
B/E move
12.2%
Puts
Pseudo strike
38.36
IV
180.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
42.67
IV
185.7%
B/E move
10.3%
Puts
Pseudo strike
39.18
IV
183.4%
B/E move
8.0%

45Δ

Calls
Pseudo strike
41.78
IV
187.5%
B/E move
8.9%
Puts
Pseudo strike
40.02
IV
177.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
40.88
IV
185.6%
B/E move
7.5%
Puts
Pseudo strike
40.80
IV
172.2%
B/E move
5.6%

55Δ

Calls
Pseudo strike
40.04
IV
190.7%
B/E move
6.6%
Puts
Pseudo strike
41.67
IV
177.3%
B/E move
4.9%

60Δ

Calls
Pseudo strike
39.18
IV
186.9%
B/E move
5.4%
Puts
Pseudo strike
42.59
IV
181.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
38.30
IV
188.1%
B/E move
4.5%
Puts
Pseudo strike
43.49
IV
179.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
37.34
IV
193.5%
B/E move
3.7%
Puts
Pseudo strike
44.34
IV
174.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
36.60
IV
180.1%
B/E move
2.7%
Puts
Pseudo strike
46.42
IV
211.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
35.25
IV
204.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend98.58%
Daily close
U39.3%98.3%157.4%2026-08-05: 149.23%2026-08-06: 77.51%2026-08-07: 62.59%2026-08-10: 62.24%2026-08-11: 61.50%2026-08-12: 58.10%2026-08-13: 55.74%2026-08-14: 51.48%2026-08-17: 54.58%2026-08-18: 55.74%2026-08-19: 56.79%2026-08-20: 55.77%2026-08-21: 50.88%2026-08-24: 54.03%2026-08-25: 53.18%2026-08-26: 51.67%2026-08-27: 51.67%2026-08-28: 47.43%2026-08-31: 51.66%2026-09-01: 52.36%2026-09-02: 51.93%2026-09-03: 61.85%2026-09-04: 49.43%2026-09-08: 57.28%2026-09-09: 56.48%2026-09-10: 58.75%2026-09-11: 51.42%2026-09-14: 57.09%2026-09-15: 57.66%2026-09-16: 58.32%2026-09-17: 53.72%2026-09-18: 49.35%2026-09-21: 53.95%2026-09-22: 55.16%2026-09-23: 65.63%2026-09-24: 61.71%2026-09-25: 57.53%2026-09-28: 60.01%2026-09-29: 59.82%2026-09-30: 58.49%2026-10-01: 59.43%2026-10-02: 53.11%2026-10-05: 56.02%2026-10-06: 55.84%2026-10-07: 57.88%2026-10-08: 57.09%2026-10-09: 54.17%2026-10-12: 58.11%2026-10-13: 60.08%2026-10-14: 64.21%2026-10-15: 69.28%2026-10-16: 72.00%2026-10-19: 70.86%2026-10-20: 70.60%2026-10-21: 71.09%2026-10-22: 75.99%2026-10-23: 76.70%2026-10-26: 81.45%2026-10-27: 83.36%2026-10-28: 86.11%2026-10-29: 85.83%2026-10-30: 98.58%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
149.23%
77.51%
62.59%
62.24%
61.50%
58.10%
55.74%
51.48%
54.58%
55.74%
56.79%
55.77%
50.88%
54.03%
53.18%
51.67%
51.67%
47.43%
51.66%
52.36%
51.93%
61.85%
49.43%
57.28%
56.48%
58.75%
51.42%
57.09%
57.66%
58.32%
53.72%
49.35%
53.95%
55.16%
65.63%
61.71%
57.53%
60.01%
59.82%
58.49%
59.43%
53.11%
56.02%
55.84%
57.88%
57.09%
54.17%
58.11%
60.08%
64.21%
69.28%
72.00%
70.86%
70.60%
71.09%
75.99%
76.70%
81.45%
83.36%
86.11%
85.83%
98.58%