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United Natural Foods Inc UNFI

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-11-04T04:45:40.437Z

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 · 2026-11-04T00:00:00.003481933Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T04:45:40.094093+00:00

Share price$45.10
1D-2.1%
AH$44.99$45.40$45.82$46.23$46.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNFI
Sold putSold callAH

United Natural Foods Inc options

Live interpolated UNFI call and put midpoint premiums by absolute delta.United Natural Foods Inc$0.29$1.28$2.27$3.26$4.25$40.19$42.66$45.13$47.59$50.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNFI spot · $45.10UNFI PRICE$0.40$0.53$0.72$0.90$1.10$1.30$1.52$1.76$2.08$2.44$2.89$3.33$3.97$0.44$0.58$0.74$0.92$1.11$1.30$1.52$1.76$2.06$2.42$2.80$3.20$3.81
PutsCheap0.91×
CallsExpensive1.07×
SkewBullish-4.04 pp
Implied moveBalanced±$3.04
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5837.8%8.6%42.2738.3%7.2%
25Δ47.9138.0%7.4%42.8937.9%6.2%
30Δ47.4339.6%6.7%43.4138.0%5.4%
35Δ46.9441.0%6.1%43.9138.2%4.7%
40Δ46.4141.3%5.3%44.3937.8%4.0%
45Δ45.8841.4%4.6%44.8737.3%3.4%
50Δ45.3741.1%4.0%45.3336.9%2.9%
55Δ44.8541.1%3.4%45.7836.6%2.4%
60Δ44.3341.8%2.9%46.2636.8%2.0%
65Δ43.7742.8%2.5%46.7837.5%1.6%
70Δ43.1644.3%2.1%47.3237.6%1.3%
75Δ42.5344.4%1.7%47.8737.3%1.0%
80Δ41.7346.2%1.3%48.6038.0%0.7%

20Δ

Calls
Pseudo strike
48.58
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
42.27
IV
38.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
47.91
IV
38.0%
B/E move
7.4%
Puts
Pseudo strike
42.89
IV
37.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
47.43
IV
39.6%
B/E move
6.7%
Puts
Pseudo strike
43.41
IV
38.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
46.94
IV
41.0%
B/E move
6.1%
Puts
Pseudo strike
43.91
IV
38.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
46.41
IV
41.3%
B/E move
5.3%
Puts
Pseudo strike
44.39
IV
37.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
45.88
IV
41.4%
B/E move
4.6%
Puts
Pseudo strike
44.87
IV
37.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
45.37
IV
41.1%
B/E move
4.0%
Puts
Pseudo strike
45.33
IV
36.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
44.85
IV
41.1%
B/E move
3.4%
Puts
Pseudo strike
45.78
IV
36.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
44.33
IV
41.8%
B/E move
2.9%
Puts
Pseudo strike
46.26
IV
36.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
43.77
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
46.78
IV
37.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
43.16
IV
44.3%
B/E move
2.1%
Puts
Pseudo strike
47.32
IV
37.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
42.53
IV
44.4%
B/E move
1.7%
Puts
Pseudo strike
47.87
IV
37.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
41.73
IV
46.2%
B/E move
1.3%
Puts
Pseudo strike
48.60
IV
38.0%
B/E move
0.7%

Options history

IV · four-Friday blend44.21%
Daily EOD
UNFI40.4%42.5%44.5%2026-10-19: 42.56%2026-10-20: 42.41%2026-10-21: 42.30%2026-10-22: 43.36%2026-10-23: 43.32%2026-10-26: 43.45%2026-10-27: 43.61%2026-10-28: 40.70%2026-10-29: 43.75%2026-10-30: 44.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.56%
42.41%
42.30%
43.36%
43.32%
43.45%
43.61%
40.70%
43.75%
44.21%