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Unilever plc UL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-03T15:55:58.456Z

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 · 2026-11-03T15:55:35.435029073Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:55:57.432928+00:00

Share price$65.51
1D+0.2%
$65.11$65.23$65.35$65.46$65.585:30 AM6:30 AM9:00 AM1:00 PMUL
Sold putSold call

Unilever plc options

Live interpolated UL call and put midpoint premiums by absolute delta.Unilever plc$0.14$2.09$4.05$6.00$7.96$56.32$60.43$64.55$68.66$72.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UL spot · $65.51UL PRICE$0.35$0.45$0.57$0.73$0.89$1.05$1.20$1.36$1.53$1.82$2.11$2.40$2.69$0.45$0.64$0.82$1.00$1.18$1.46$1.84$2.22$2.59$3.04$4.03$5.01$7.40
PutsCheap0.60×
CallsCheap0.52×
SkewBearish+11.52 pp
Implied moveBearish±$3.04
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.5921.9%5.2%62.5127.8%5.3%
25Δ67.8821.4%4.3%63.0627.8%4.7%
30Δ67.3221.2%3.6%63.6227.9%4.1%
35Δ66.9221.1%3.3%64.1727.9%3.6%
40Δ66.5321.0%2.9%64.7227.9%3.0%
45Δ66.1420.9%2.6%65.2928.4%2.6%
50Δ65.7420.8%2.2%65.8629.4%2.3%
55Δ65.3520.7%1.8%66.4330.4%2.0%
60Δ64.9520.6%1.5%67.0031.4%1.7%
65Δ64.5420.2%1.3%67.6332.6%1.4%
70Δ64.1319.8%1.1%68.7436.3%1.2%
75Δ63.7219.4%0.9%69.8539.9%1.0%
80Δ63.3018.9%0.7%72.2949.8%0.9%

20Δ

Calls
Pseudo strike
68.59
IV
21.9%
B/E move
5.2%
Puts
Pseudo strike
62.51
IV
27.8%
B/E move
5.3%

25Δ

Calls
Pseudo strike
67.88
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
63.06
IV
27.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
67.32
IV
21.2%
B/E move
3.6%
Puts
Pseudo strike
63.62
IV
27.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
66.92
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
64.17
IV
27.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
66.53
IV
21.0%
B/E move
2.9%
Puts
Pseudo strike
64.72
IV
27.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
66.14
IV
20.9%
B/E move
2.6%
Puts
Pseudo strike
65.29
IV
28.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
65.74
IV
20.8%
B/E move
2.2%
Puts
Pseudo strike
65.86
IV
29.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
65.35
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
66.43
IV
30.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
64.95
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
67.00
IV
31.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
64.54
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
67.63
IV
32.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
64.13
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
68.74
IV
36.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
63.72
IV
19.4%
B/E move
0.9%
Puts
Pseudo strike
69.85
IV
39.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
63.30
IV
18.9%
B/E move
0.7%
Puts
Pseudo strike
72.29
IV
49.8%
B/E move
0.9%

Options history

IV · four-Friday blend22.55%
Daily close
UL17.3%24.4%31.6%2026-08-05: 27.93%2026-08-07: 20.63%2026-08-10: 20.87%2026-08-11: 20.51%2026-08-12: 20.70%2026-08-14: 18.26%2026-08-17: 19.57%2026-08-18: 21.83%2026-08-19: 20.47%2026-08-21: 20.72%2026-08-24: 21.58%2026-08-25: 23.42%2026-08-26: 21.39%2026-08-28: 19.46%2026-08-31: 20.14%2026-09-01: 20.87%2026-09-02: 24.06%2026-09-03: 28.45%2026-09-04: 19.36%2026-09-08: 21.53%2026-09-09: 25.07%2026-09-10: 29.16%2026-09-11: 20.18%2026-09-14: 21.03%2026-09-15: 23.35%2026-09-16: 23.52%2026-09-17: 21.86%2026-09-18: 21.35%2026-09-21: 21.43%2026-09-22: 21.18%2026-09-23: 24.47%2026-09-24: 26.65%2026-09-25: 20.35%2026-09-28: 24.29%2026-09-29: 24.48%2026-09-30: 24.84%2026-10-01: 26.44%2026-10-02: 21.36%2026-10-05: 21.61%2026-10-06: 21.92%2026-10-07: 23.68%2026-10-08: 28.33%2026-10-09: 21.44%2026-10-12: 22.86%2026-10-13: 23.26%2026-10-14: 25.98%2026-10-15: 22.20%2026-10-16: 26.00%2026-10-19: 28.55%2026-10-20: 25.34%2026-10-21: 26.41%2026-10-22: 29.56%2026-10-23: 25.44%2026-10-26: 26.82%2026-10-27: 30.62%2026-10-28: 27.10%2026-10-29: 26.09%2026-10-30: 22.55%Aug 5Sep 21Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
27.93%
20.63%
20.87%
20.51%
20.70%
18.26%
19.57%
21.83%
20.47%
20.72%
21.58%
23.42%
21.39%
19.46%
20.14%
20.87%
24.06%
28.45%
19.36%
21.53%
25.07%
29.16%
20.18%
21.03%
23.35%
23.52%
21.86%
21.35%
21.43%
21.18%
24.47%
26.65%
20.35%
24.29%
24.48%
24.84%
26.44%
21.36%
21.61%
21.92%
23.68%
28.33%
21.44%
22.86%
23.26%
25.98%
22.20%
26.00%
28.55%
25.34%
26.41%
29.56%
25.44%
26.82%
30.62%
27.10%
26.09%
22.55%