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Ulta Beauty, Inc. Common Stock ULTA

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Market dataready · fetched 2026-11-04T08:53:56.844Z

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 · 2026-11-03T21:00:03.715068675Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-04T08:53:56.369592+00:00

Share price$634.89
1D+1.3%
AH$623$626$629$633$6365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULTA
Sold putSold callAH

Ulta Beauty, Inc. Common Stock options

Live interpolated ULTA call and put midpoint premiums by absolute delta.Ulta Beauty, Inc. Common Stock$2.17$8.11$14.04$19.98$25.91$599.32$617.32$635.32$653.31$671.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULTA spot · $634.89ULTA PRICE$2.98$4.20$4.78$6.20$7.44$8.59$9.76$11.85$13.88$15.69$18.49$20.99$24.20$2.81$4.33$5.59$6.65$7.22$8.44$9.91$12.17$14.34$16.41$18.37$20.82$24.04
PutsExpensive1.52×
CallsExpensive1.88×
SkewBullish-1.62 pp
Implied moveBalanced±$19.67
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ658.0055.8%4.1%615.1752.3%3.5%
25Δ655.2860.9%3.9%617.0759.7%3.5%
30Δ648.9453.9%3.0%620.7561.1%3.1%
35Δ645.9556.9%2.7%625.0758.7%2.6%
40Δ642.4656.8%2.4%629.2452.7%2.0%
45Δ638.8855.2%2.0%632.4151.5%1.7%
50Δ635.5553.3%1.6%635.5251.4%1.5%
55Δ632.2055.3%1.4%638.8053.9%1.3%
60Δ628.9056.4%1.2%642.1554.8%1.1%
65Δ625.6155.3%1.0%645.5154.6%0.9%
70Δ621.7356.8%0.8%648.7252.9%0.7%
75Δ618.0456.0%0.7%652.2551.9%0.5%
80Δ613.8155.8%0.5%656.4051.7%0.4%

20Δ

Calls
Pseudo strike
658.00
IV
55.8%
B/E move
4.1%
Puts
Pseudo strike
615.17
IV
52.3%
B/E move
3.5%

25Δ

Calls
Pseudo strike
655.28
IV
60.9%
B/E move
3.9%
Puts
Pseudo strike
617.07
IV
59.7%
B/E move
3.5%

30Δ

Calls
Pseudo strike
648.94
IV
53.9%
B/E move
3.0%
Puts
Pseudo strike
620.75
IV
61.1%
B/E move
3.1%

35Δ

Calls
Pseudo strike
645.95
IV
56.9%
B/E move
2.7%
Puts
Pseudo strike
625.07
IV
58.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
642.46
IV
56.8%
B/E move
2.4%
Puts
Pseudo strike
629.24
IV
52.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
638.88
IV
55.2%
B/E move
2.0%
Puts
Pseudo strike
632.41
IV
51.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
635.55
IV
53.3%
B/E move
1.6%
Puts
Pseudo strike
635.52
IV
51.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
632.20
IV
55.3%
B/E move
1.4%
Puts
Pseudo strike
638.80
IV
53.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
628.90
IV
56.4%
B/E move
1.2%
Puts
Pseudo strike
642.15
IV
54.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
625.61
IV
55.3%
B/E move
1.0%
Puts
Pseudo strike
645.51
IV
54.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
621.73
IV
56.8%
B/E move
0.8%
Puts
Pseudo strike
648.72
IV
52.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
618.04
IV
56.0%
B/E move
0.7%
Puts
Pseudo strike
652.25
IV
51.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
613.81
IV
55.8%
B/E move
0.5%
Puts
Pseudo strike
656.40
IV
51.7%
B/E move
0.4%

Options history

IV · four-Friday blend32.76%
Daily close
ULTA24.0%62.8%101.6%2026-08-06: 40.08%2026-08-07: 40.70%2026-08-10: 43.74%2026-08-11: 43.97%2026-08-12: 42.68%2026-08-13: 47.10%2026-08-14: 47.80%2026-08-17: 55.50%2026-08-18: 58.70%2026-08-19: 59.00%2026-08-20: 60.13%2026-08-21: 62.22%2026-08-24: 71.09%2026-08-25: 76.83%2026-08-26: 83.68%2026-08-27: 96.21%2026-08-28: 34.08%2026-08-31: 35.21%2026-09-01: 36.91%2026-09-02: 34.86%2026-09-03: 35.30%2026-09-04: 31.78%2026-09-08: 35.00%2026-09-09: 35.87%2026-09-10: 36.34%2026-09-11: 29.57%2026-09-14: 33.47%2026-09-15: 33.91%2026-09-16: 35.24%2026-09-17: 35.20%2026-09-18: 29.31%2026-09-21: 33.11%2026-09-22: 32.59%2026-09-23: 33.92%2026-09-24: 35.74%2026-09-25: 30.58%2026-09-28: 33.67%2026-09-29: 34.47%2026-09-30: 34.09%2026-10-01: 36.78%2026-10-02: 31.32%2026-10-05: 33.19%2026-10-06: 31.91%2026-10-07: 33.97%2026-10-08: 34.73%2026-10-09: 30.75%2026-10-12: 33.03%2026-10-13: 33.50%2026-10-14: 35.36%2026-10-15: 35.95%2026-10-16: 32.63%2026-10-19: 32.35%2026-10-20: 32.06%2026-10-21: 33.26%2026-10-22: 36.92%2026-10-23: 31.52%2026-10-26: 33.47%2026-10-27: 33.04%2026-10-28: 33.99%2026-10-29: 34.08%2026-10-30: 32.76%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
40.08%
40.70%
43.74%
43.97%
42.68%
47.10%
47.80%
55.50%
58.70%
59.00%
60.13%
62.22%
71.09%
76.83%
83.68%
96.21%
34.08%
35.21%
36.91%
34.86%
35.30%
31.78%
35.00%
35.87%
36.34%
29.57%
33.47%
33.91%
35.24%
35.20%
29.31%
33.11%
32.59%
33.92%
35.74%
30.58%
33.67%
34.47%
34.09%
36.78%
31.32%
33.19%
31.91%
33.97%
34.73%
30.75%
33.03%
33.50%
35.36%
35.95%
32.63%
32.35%
32.06%
33.26%
36.92%
31.52%
33.47%
33.04%
33.99%
34.08%
32.76%