IntraAlpha
Create free account Start free

Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value UA

CONSUMER CYCLICAL · APPAREL MANUFACTURING
i

Market dataready · fetched 2026-11-04T09:42:50.388Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-04T09:04:47.925554468Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:42:49.255232+00:00

Share price$5.33
1D
Price history unavailable.

Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value options

Live interpolated UA call and put midpoint premiums by absolute delta.Under Armour, Inc. Class C Common Stock, $0.0003 1/3 par value$0.06$0.65$1.24$1.82$2.41$3.90$4.60$5.30$6.00$6.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive UA spot · $5.33UA PRICE$0.12$0.15$0.19$0.22$0.26$0.29$0.32$0.36$0.39$0.42$0.46$0.21$0.25$0.29$0.37$0.60$0.84$1.07$1.31$1.54$1.77$2.01$2.24
Puts——
Calls——
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.0862.0%35.1%3.76118.9%33.5%
25Δ6.8859.6%32.1%4.20100.7%26.0%
30Δ6.6957.2%29.0%4.6482.5%18.5%
35Δ6.4954.8%25.9%5.0568.4%12.1%
40Δ6.2952.4%22.8%5.3472.6%11.1%
45Δ6.0950.0%19.8%5.6376.9%10.0%
50Δ5.9047.6%16.7%5.9281.2%9.0%
55Δ5.7045.1%13.6%6.2185.4%8.0%
60Δ5.5042.7%10.5%6.5089.7%6.9%
65Δ5.3040.3%7.5%6.7994.0%5.9%
70Δ5.1137.9%4.4%7.0898.2%4.9%
75Δ7.37102.5%3.8%
80Δ

20Δ

Calls
Pseudo strike
7.08
IV
62.0%
B/E move
35.1%
Puts
Pseudo strike
3.76
IV
118.9%
B/E move
33.5%

25Δ

Calls
Pseudo strike
6.88
IV
59.6%
B/E move
32.1%
Puts
Pseudo strike
4.20
IV
100.7%
B/E move
26.0%

30Δ

Calls
Pseudo strike
6.69
IV
57.2%
B/E move
29.0%
Puts
Pseudo strike
4.64
IV
82.5%
B/E move
18.5%

35Δ

Calls
Pseudo strike
6.49
IV
54.8%
B/E move
25.9%
Puts
Pseudo strike
5.05
IV
68.4%
B/E move
12.1%

40Δ

Calls
Pseudo strike
6.29
IV
52.4%
B/E move
22.8%
Puts
Pseudo strike
5.34
IV
72.6%
B/E move
11.1%

45Δ

Calls
Pseudo strike
6.09
IV
50.0%
B/E move
19.8%
Puts
Pseudo strike
5.63
IV
76.9%
B/E move
10.0%

50Δ

Calls
Pseudo strike
5.90
IV
47.6%
B/E move
16.7%
Puts
Pseudo strike
5.92
IV
81.2%
B/E move
9.0%

55Δ

Calls
Pseudo strike
5.70
IV
45.1%
B/E move
13.6%
Puts
Pseudo strike
6.21
IV
85.4%
B/E move
8.0%

60Δ

Calls
Pseudo strike
5.50
IV
42.7%
B/E move
10.5%
Puts
Pseudo strike
6.50
IV
89.7%
B/E move
6.9%

65Δ

Calls
Pseudo strike
5.30
IV
40.3%
B/E move
7.5%
Puts
Pseudo strike
6.79
IV
94.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
5.11
IV
37.9%
B/E move
4.4%
Puts
Pseudo strike
7.08
IV
98.2%
B/E move
4.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
102.5%
B/E move
3.8%

80Δ

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

Options history

IV · four-Friday blend64.52%
Daily EOD
UA64.5%64.5%64.6%2026-10-30: 64.52%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
64.52%