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United Parcel Service, Inc. Class B UPS

i

Market dataready · fetched 2026-11-06T20:51:55.080Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:51:51.345365905Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:51:53.599409+00:00

Share price$108.37
1D-1.3%
$108.05$108.55$109.05$109.54$110.045:30 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$0.31$1.59$2.87$4.15$5.43$102.92$106.14$109.36$112.58$115.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPS spot · $108.36UPS PRICE$0.44$0.60$0.78$0.96$1.17$1.38$1.67$1.97$2.46$2.92$3.35$3.97$5.06$0.52$0.66$0.84$1.04$1.26$1.48$1.74$2.01$2.38$2.70$2.93$3.21$3.82
PutsFair1.04×
CallsFair0.97×
SkewBullish-1.84 pp
Implied moveBearish±$3.41
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9826.9%3.7%104.7530.4%3.8%
25Δ111.3427.2%3.3%105.6228.9%3.1%
30Δ110.7227.5%2.9%106.2828.7%2.7%
35Δ110.1527.7%2.5%106.8828.7%2.3%
40Δ109.6027.8%2.2%107.4428.6%2.0%
45Δ109.0527.8%1.9%107.9928.4%1.7%
50Δ108.5228.3%1.7%108.5328.2%1.5%
55Δ107.9929.0%1.5%109.0628.0%1.2%
60Δ107.3431.1%1.3%109.6328.4%1.0%
65Δ106.6932.2%1.2%110.1628.1%0.8%
70Δ106.0432.3%0.9%110.6126.5%0.6%
75Δ105.2433.1%0.8%111.1025.2%0.4%
80Δ104.0136.9%0.7%111.8425.8%0.3%

20Δ

Calls
Pseudo strike
111.98
IV
26.9%
B/E move
3.7%
Puts
Pseudo strike
104.75
IV
30.4%
B/E move
3.8%

25Δ

Calls
Pseudo strike
111.34
IV
27.2%
B/E move
3.3%
Puts
Pseudo strike
105.62
IV
28.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
110.72
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
106.28
IV
28.7%
B/E move
2.7%

35Δ

Calls
Pseudo strike
110.15
IV
27.7%
B/E move
2.5%
Puts
Pseudo strike
106.88
IV
28.7%
B/E move
2.3%

40Δ

Calls
Pseudo strike
109.60
IV
27.8%
B/E move
2.2%
Puts
Pseudo strike
107.44
IV
28.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
109.05
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
107.99
IV
28.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
108.52
IV
28.3%
B/E move
1.7%
Puts
Pseudo strike
108.53
IV
28.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
107.99
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
109.06
IV
28.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
107.34
IV
31.1%
B/E move
1.3%
Puts
Pseudo strike
109.63
IV
28.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
106.69
IV
32.2%
B/E move
1.2%
Puts
Pseudo strike
110.16
IV
28.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
106.04
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
110.61
IV
26.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
105.24
IV
33.1%
B/E move
0.8%
Puts
Pseudo strike
111.10
IV
25.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
104.01
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
111.84
IV
25.8%
B/E move
0.3%

Options history

IV · four-Friday blend27.46%
Daily close
UPS19.6%36.6%53.5%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%