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United Parcel Service, Inc. Class B UPS

i

Market datapartial · fetched 2026-11-05T19:16:40.191Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T19:16:40.523668705Z

FundamentalsAlpha Vantage · unavailable

Share price$111.69
1D-2.2%
$111$112$113$114$1155:30 AM6:30 AM9:00 AM1:00 PMUPS
Sold putSold call

United Parcel Service, Inc. Class B options

Live interpolated UPS call and put midpoint premiums by absolute delta.United Parcel Service, Inc. Class B$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUPS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend27.46%
Daily close
UPS19.6%36.6%53.5%2026-08-07: 24.94%2026-08-10: 27.73%2026-08-11: 27.43%2026-08-12: 25.69%2026-08-13: 25.24%2026-08-14: 23.34%2026-08-17: 23.84%2026-08-18: 23.80%2026-08-19: 23.81%2026-08-20: 24.81%2026-08-21: 22.71%2026-08-24: 23.86%2026-08-25: 25.04%2026-08-26: 24.54%2026-08-27: 24.20%2026-08-28: 22.41%2026-08-31: 22.96%2026-09-01: 23.54%2026-09-02: 23.87%2026-09-03: 23.54%2026-09-04: 21.96%2026-09-08: 24.96%2026-09-09: 25.11%2026-09-10: 25.66%2026-09-11: 23.30%2026-09-14: 25.11%2026-09-15: 25.62%2026-09-16: 26.79%2026-09-17: 25.88%2026-09-18: 23.22%2026-09-21: 25.48%2026-09-22: 25.01%2026-09-23: 25.56%2026-09-24: 26.73%2026-09-25: 24.32%2026-09-28: 26.57%2026-09-29: 26.35%2026-09-30: 26.06%2026-10-01: 25.65%2026-10-02: 27.43%2026-10-05: 28.29%2026-10-06: 27.62%2026-10-07: 28.96%2026-10-08: 28.34%2026-10-09: 30.28%2026-10-12: 31.86%2026-10-13: 31.79%2026-10-14: 34.32%2026-10-15: 33.64%2026-10-16: 38.13%2026-10-19: 39.40%2026-10-20: 40.46%2026-10-21: 41.12%2026-10-22: 42.20%2026-10-23: 44.98%2026-10-26: 51.18%2026-10-27: 31.65%2026-10-28: 31.42%2026-10-29: 28.50%2026-10-30: 27.46%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
24.94%
27.73%
27.43%
25.69%
25.24%
23.34%
23.84%
23.80%
23.81%
24.81%
22.71%
23.86%
25.04%
24.54%
24.20%
22.41%
22.96%
23.54%
23.87%
23.54%
21.96%
24.96%
25.11%
25.66%
23.30%
25.11%
25.62%
26.79%
25.88%
23.22%
25.48%
25.01%
25.56%
26.73%
24.32%
26.57%
26.35%
26.06%
25.65%
27.43%
28.29%
27.62%
28.96%
28.34%
30.28%
31.86%
31.79%
34.32%
33.64%
38.13%
39.40%
40.46%
41.12%
42.20%
44.98%
51.18%
31.65%
31.42%
28.50%
27.46%